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He, Peng William [Author] ; Lepone, Andrew [Other]

Determinants of Liquidity and Execution Probability in Exchange Operated Dark Pool : Evidence from the Australian Securities Exchange

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[S.l.]: SSRN, [2012]
Lepone, Andrew [Author] ; Wen, Jun [Other]; Yang, Jin Young [Other]

Dark Trading Regulations and Options Market Liquidity : Evidence from the Canadian Market

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[S.l.]: SSRN, [2020]
Lepone, Andrew [Author] ; Frino, Alex [Other]; Mollica, Vito [Other]; Vassallo, Anthony [Other]

The Impact of Auctions on Residential Sales Prices : Australian Evidence

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[S.l.]: SSRN, [2010]
Frino, Alex [Author] ; Lepone, Andrew [Other]; Jarnecic, Elvis [Other]

Bid-Ask Bounce and the Measurement of Price Behaviour Around Block Trades on the Australian Stock Exchange

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[S.l.]: SSRN, [2004]
YANG, Zhini [Author]; LEPONE, Andrew [Author]

Price Discovery in China's Crude Oil Derivatives Market

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[S.l.]: SSRN, 2022
Favaretto, Eros [Author]; Lepone, Andrew [Author]; Lepone, Grace [Author]

Impact of MiFID II tick-size regime on equity markets : evidence from the LSE

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2023

Published in: European financial management ; 29(2023), 1 vom: Jan., Seite 109-149
Chan, Ka Nok [Author] ; Aitken, Michael J. [Other]; Lepone, Andrew [Other]

The Impact of Closing Call Auction on Liquidity and Price Discovery Process : An Analysis on the Stock Exchange of Hong Kong

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[S.l.]: SSRN, [2011]
Frino, Alex [Author] ; Lepone, Andrew [Other]; Wang, George H. K. [Other]

The Price Impact of Institutional Trades on S&P 500 Index Futures

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[S.l.]: SSRN, [2007]
Benenchia, Matteo [Author]; Galati, Luca [Author]; Lepone, Andrew [Author]

To fix or not to fix : the representativeness of the WM/R methodology that underpins the FX benchmark rates : a pre-registered report

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2024

Published in: Pacific-Basin finance journal ; 84(2024) vom: Apr., Artikel-ID 102311, Seite 1-13
Yang, Zhini [Author]; Wong, Jin Boon [Author]; Lepone, Andrew [Author]

Index Rebalance Effects of S&P/ASX 200

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[S.l.]: SSRN, [2023]
Frino, Alex [Author] ; Bjursell, Johan [Other]; Wang, George H. K. [Other]; Lepone, Andrew [Other]

Large Trades and Intraday Futures Price Behavior

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[S.l.]: SSRN, [2008]
Cappellen, Jef van [Author]; Garavito, Fabian [Author]; Georgiev, Yordan [Author]; Lepone, Andrew [Author]

OTC market frictions in stressed markets

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London: Financial Conduct Authority, March 2024

Published in: Occasional paper ; 64
Schroeder, Florian [Author]; Allan, Matthew [Author]; Lepone, Andrew [Author]; Leung, Henry [Author]; Satchell, Stephen [Author]

Flash crash in an OTC market

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London: Financial Conduct Authority, June 2018

Published in: Occasional paper ; 37
Lepone, Andrew

The Impact of Off-Market Trading on Trading Costs: Evidence from Australian Options Market

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Elsevier BV, 2008

Published in: SSRN Electronic Journal (2008)
Favaretto, Eros; Lepone, Andrew; Lepone, Grace

Impact of MiFID II tick‐size regime on equity markets—Evidence from the LSE

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Wiley, 2023

Published in: European Financial Management, 29 (2023) 1, Seite 109-149
Frino, Alex; Lepone, Andrew; Lepone, Grace

Price Impact of Corporate Bond Trading: Evidence from the Australian Securities Exchange

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World Scientific Pub Co Pte Lt, 2019

Published in: Review of Pacific Basin Financial Markets and Policies, 22 (2019) 3, Seite 1950020
YANG, Zhini; LEPONE, Andrew

Price Discovery in China's Crude Oil Derivatives Market

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Elsevier BV, 2022

Published in: SSRN Electronic Journal (2022)
Andrew Lepone; Mitesh Mistry

The Information Content of Undisclosed Limit Orders Around Broker Anonymity

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2011

Published in: Australasian Accounting, 5 (2011) 1, Seite 5-18
Andrew Lepone; Brad Wong*

Determinants of Credit Spread Changes: Evidence from the Australian Bond Market

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2009

Published in: Australasian Accounting, 3 (2009) 2, Seite 26-35
Alampieski, Kiril; Lepone, Andrew

Impact of a tick size reduction on liquidity: evidence from the Sydney Futures Exchange

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Wiley, 2009

Published in: Accounting & Finance, 49 (2009) 1, Seite 1-20

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