| Information asymmetry and the cost of equity capital WP He, A Lepone, H Leung International Review of Economics & Finance 27, 611-620, 2013 | 141 | 2013 |
| Liquidity and transaction costs in the European carbon futures market A Frino, J Kruk, A Lepone Journal of Derivatives & Hedge Funds 16, 100-115, 2010 | 70 | 2010 |
| The determinants of the price impact of block trades: further evidence A Frino, E Jarnecic, A Lepone Abacus 43 (1), 94-106, 2007 | 51 | 2007 |
| Derivative use, fund flows and investment manager performance A Frino, A Lepone, B Wong Journal of Banking & Finance 33 (5), 925-933, 2009 | 47 | 2009 |
| Short-sales constraints and market quality: Evidence from the 2008 short-sales bans A Frino, S Lecce, A Lepone International Review of Financial Analysis 20 (4), 225-236, 2011 | 45 | 2011 |
| The impact of naked short selling on the securities lending and equity market S Lecce, A Lepone, MD McKenzie, R Segara Journal of Financial Markets 15 (1), 81-107, 2012 | 41 | 2012 |
| Impact of a tick size reduction on liquidity: evidence from the Sydney Futures Exchange K Alampieski, A Lepone Accounting & Finance 49 (1), 1-20, 2009 | 34 | 2009 |
| Determinants of credit spread changes: Evidence from the Australian bond market A Lepone, B Wong Australasian Accounting, Business and Finance Journal 3 (2), 2, 2009 | 34 | 2009 |
| Market behavior of institutional investors around bankruptcy announcements A Frino, S Jones, A Lepone, JB Wong Journal of Business Finance & Accounting 41 (1-2), 270-295, 2014 | 33 | 2014 |
| Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange WP He, A Lepone Pacific-Basin Finance Journal 30, 1-16, 2014 | 30 | 2014 |
| Bid–ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange A Frino, E Jarnecic, D Johnstone, A Lepone Pacific-Basin Finance Journal 13 (3), 247-262, 2005 | 30 | 2005 |
| Large trades and intraday futures price behavior A Frino, J Bjursell, GHK Wang, A Lepone Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008 | 27 | 2008 |
| The impact of European union emissions trading scheme (EU ETS) national allocation plans (NAP) on carbon markets A Lepone, RT Rahman, JY Yang Low Carbon Economy 2 (02), 71, 2011 | 26 | 2011 |
| Liquidity in auction and specialist market structures: Evidence from the Italian bourse A Frino, D Gerace, A Lepone Journal of Banking & Finance 32 (12), 2581-2588, 2008 | 26 | 2008 |
| Short selling restrictions and index futures pricing: Evidence from China A Lepone, J Wen, JB Wong, JY Yang International Review of Economics & Finance 61, 179-187, 2019 | 19 | 2019 |
| Pseudo market-makers, market quality and the minimum tick size A Lepone, JB Wong International Review of Economics & Finance 47, 88-100, 2017 | 16 | 2017 |
| Unequal access to analyst research A Lepone, H Leung, JG Li Australian Journal of Management 38 (2), 253-277, 2013 | 16 | 2013 |
| Limit order book, anonymity and market liquidity: evidence from the Sydney Futures Exchange A Frino, D Gerace, A Lepone Accounting & Finance 48 (4), 561-573, 2008 | 16 | 2008 |
| Transactions in futures markets: Informed or uninformed? A Frino, J Kruk, A Lepone Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007 | 16 | 2007 |
| Intraday behavior of market depth in a competitive dealer market: A note A Frino, A Lepone, G Wearin Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008 | 14 | 2008 |
Alex FrinoProfessor, Wollongong UniversityVerified email at cmcrc.com
Alex FrinoProfessor, Wollongong UniversityVerified email at cmcrc.com