Angelo Aspris

The University of Sydney - Discipline of Finance

Lecturer

P.O. Box H58

Sydney, NSW 2006

Australia

University of Sydney - Discipline of Finance

Cnr. of Codrington and Rose Streets

Sydney, NSW 2006

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 34,688

SSRN RANKINGS

Top 34,688

in Total Papers Downloads

1,965

SSRN CITATIONS
Rank 32,751

SSRN RANKINGS

Top 32,751

in Total Papers Citations

6

CROSSREF CITATIONS

19

Scholarly Papers (10)

1.

Fundamental Based Market Strategies

Number of pages: 23 Posted: 12 Mar 2013
Angelo Aspris, Angelo Aspris, Nigel Finch, Sean Foley and Zachary Meyer
University of Sydney - Discipline of FinanceThe University of Sydney - Discipline of Finance, Saki Partners, Macquarie University and Greenhill & Co. Australia
Downloads 552 (69,157)

Abstract:

Loading...

Fundamental analysis, market efficiency, F-Score, G-Score

2.

Decentralized Exchanges: The 'Wild West' of Cryptocurrency Trading

International Review of Financial Analysis, Forthcoming
Number of pages: 30 Posted: 21 Dec 2020 Last Revised: 29 Jul 2021
Angelo Aspris, Angelo Aspris, Sean Foley, Jiri Svec and Leqi Wang
University of Sydney - Discipline of FinanceThe University of Sydney - Discipline of Finance, Macquarie University, The University of Sydney - Discipline of Finance and The University of Sydney, Students
Downloads 523 (74,131)
Citation 1

Abstract:

Loading...

Decentralized Exchange, DEX, ICO, ERC-20 Tokens, DeFi, Cryptocurrency

3.

Board Independence, Stock Liquidity, and Price Efficiency

2015 Financial Markets & Corporate Governance Conference
Number of pages: 24 Posted: 05 Sep 2011 Last Revised: 02 Feb 2015
Angelo Aspris, Angelo Aspris and Alex Frino
University of Sydney - Discipline of FinanceThe University of Sydney - Discipline of Finance and The University of Sydney - Discipline of Finance
Downloads 238 (176,425)
Citation 1

Abstract:

Loading...

Corporate governance, board independence, directors, liquidity, market efficiency

4.

Market Fairness: The Poor Country Cousin of Market Efficiency

Number of pages: 61 Posted: 23 May 2014 Last Revised: 02 Apr 2015
Michael J. Aitken, Angelo Aspris, Angelo Aspris, Sean Foley and Frederick H. deB. Harris
Macquarie Graduate School of Management, University of Sydney - Discipline of FinanceThe University of Sydney - Discipline of Finance, Macquarie University and Wake Forest University
Downloads 227 (183,728)
Citation 4

Abstract:

Loading...

Market integrity, market fairness, manipulation, information leakage, algorithmic trading

5.

Asset Price Bubbles in the Australian Market

CIFR Paper No. 119/2016
Number of pages: 154 Posted: 30 Aug 2016
University of Oxford, University of Iowa - Department of Finance, University of Sydney - Discipline of FinanceThe University of Sydney - Discipline of Finance, Macquarie University, University of Cambridge - Faculty of Economics and Politics, University of Sydney Business School, The University of Sydney - Discipline of Finance and University of Sydney - Business School - Finance Discipline
Downloads 153 (259,956)

Abstract:

Loading...

Asset Price bubbles, Markets

6.

Price Queries and the Enforcement of Australia’s Continuous Disclosure Regime

Journal of Applied Research in Accounting and Finance, Vol. 6, No. 2, pp. 28-38, 2011
Number of pages: 20 Posted: 16 Jan 2012
Cary Di Lernia, Angelo Aspris and Angelo Aspris
affiliation not provided to SSRN and University of Sydney - Discipline of FinanceThe University of Sydney - Discipline of Finance
Downloads 115 (322,725)

Abstract:

Loading...

market integrity, ASX, continuous disclosure, price queries

7.

Time Pro-Rata Matching: Evidence of a Change in LIFFE STIR Futures

Journal of Futures Markets, Vol. 35(6), p. 522–541, doi:10.1002/fut.21708, June 2015
Number of pages: 35 Posted: 05 Oct 2016 Last Revised: 07 Oct 2016
Angelo Aspris, Angelo Aspris, Sean Foley, Drew Harris and Peter O'Neill
University of Sydney - Discipline of FinanceThe University of Sydney - Discipline of Finance, Macquarie University, University of New South Wales (UNSW) and Financial Conduct Authority
Downloads 68 (444,518)
Citation 2

Abstract:

Loading...

Futures, LIFFE, Market Microstructure, Pro-Rata, Price-Time Priority

8.

Quote-Based Manipulation of Illiquid Benchmarks

Number of pages: 15 Posted: 15 Apr 2020
Ching Chau, Angelo Aspris, Angelo Aspris, Sean Foley and Hamish Malloch
affiliation not provided to SSRN, University of Sydney - Discipline of FinanceThe University of Sydney - Discipline of Finance, Macquarie University and The University of Sydney
Downloads 48 (522,519)
Citation 1

Abstract:

Loading...

Benchmarks, closing price manipulation, marking the close

9.

Benchmarks in the Spotlight: The Impact on Exchange Traded Markets

Number of pages: 39 Posted: 20 Apr 2020
Angelo Aspris, Angelo Aspris, Sean Foley and Peter O'Neill
University of Sydney - Discipline of FinanceThe University of Sydney - Discipline of Finance, Macquarie University and Financial Conduct Authority
Downloads 41 (555,619)
Citation 3

Abstract:

Loading...

Transparency, Fix, benchmarks, precious metals, gold, silver, futures

10.

Testing Price Bubbles in Australian Listed Equities and A-REIT Markets

The Australasian Journal of Applied Finance, Issue 3(Article 2): 9-16, 2019
Posted: 01 Jun 2020
University of Oxford, University of Sydney - Discipline of FinanceThe University of Sydney - Discipline of Finance, The University of Sydney, The University of Sydney - Discipline of Finance, University of Sydney Business School and University of Sydney - Business School - Finance Discipline

Abstract:

Loading...

Price Bubbles, Financial Stability, A-REIT Markets, Detection Methodologies