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Impact of short selling restrictions on informed momentum trading : Australian evidence
Gao, Yang; Leung, Henry - In: Pacific-Basin finance journal 45 (2017), pp. 103-115
Persistent link: https://www.econbiz.de/10011800846
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Message traffic restrictions and relative pricing efficiency : evidence from index futures contracts and exchange-traded funds
Lepone, Andrew; Wen, Jun; Yang, Jin Young - In: Pacific-Basin finance journal 51 (2018), pp. 366-375
Persistent link: https://www.econbiz.de/10012035198
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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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The relationship between satellite and home market volumes : evidence from cross-listed Singapore futures contracts
Frino, Alex; Harris, Frederick H. deB.; Lepone, Andrew; … - In: Pacific-Basin finance journal 24 (2013), pp. 301-311
Persistent link: https://www.econbiz.de/10010346764
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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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Bid#8211ask 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/10007227723
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To fix or not to fix : the representativeness of the WM/R methodology that underpins the FX benchmark rates : a pre-registered report
Benenchia, Matteo; Galati, Luca; Lepone, Andrew - In: Pacific-Basin finance journal 84 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014534597