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Pseudo market-makers, market quality and the minimum tick size
Lepone, Andrew; Wong, Jin Boon - In: International review of economics & finance : IREF 47 (2017), pp. 88-100
Persistent link: https://www.econbiz.de/10011740107
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Informational role of market makers : the case of exchange traded CFDs
Lepone, Andrew; Yang, Young Jin - In: Journal of empirical finance 23 (2013), pp. 84-92
Persistent link: https://www.econbiz.de/10010221775
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The impact of market maker copetition on market quality : evidence from an options exchange
Aspris, Angelo; Frino, Alex; Lepone, Andrew - In: Australasian accounting business and finance journal : AABF 6 (2012) 5, pp. 23-46
Persistent link: https://www.econbiz.de/10010244999
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The impact of a pro-rata algorithm on liquidity : evidence from the NYSE LIFFE
Lepone, Andrew; Yang, Jin Young - In: The journal of futures markets 32 (2012) 7, pp. 660-682
Persistent link: https://www.econbiz.de/10010218792
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Determinants of liquidity and execution probability in exchange operated dark pool : evidence from the Australian Securities Exchange
He, William Peng; Lepone, Andrew - In: Pacific-Basin finance journal 30 (2014), pp. 1-16
Persistent link: https://www.econbiz.de/10010495691
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Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange
Frino, Alex; Jarnecic, Elvis; Johnstone, David; Lepone, … - In: Pacific-Basin finance journal 13 (2005) 3, pp. 247-262
Persistent link: https://www.econbiz.de/10002908544
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Transactions in futures markets : informed or uninformed?
Frino, Alex; Kruk, Jennifer; Lepone, Andrew - In: The journal of futures markets 27 (2007) 12, pp. 1159-1174
Persistent link: https://www.econbiz.de/10003627175
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The determinants of the price impact of block trades : further evidence
Frino, Alex; Jarnecic, Elvis; Lepone, Andrew - In: Abacus : a journal of accounting, finance and business … 43 (2007) 1, pp. 94-106
Persistent link: https://www.econbiz.de/10003537526
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The pricing and efficiency of Australian treasury bond futures
Frino, Alex; He, William Peng; Lepone, Andrew - In: Australasian accounting business and finance journal : AABF 8 (2014) 2, pp. 3-14
Persistent link: https://www.econbiz.de/10010520035
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Price discovery in China's Crude Oil derivatives market
Yang, Zhini; Lepone, Andrew - 2025
Persistent link: https://www.econbiz.de/10015376686