Angelo Aspris

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

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1,200

SSRN CITATIONS
Rank 30,465

SSRN RANKINGS

Top 30,465

in Total Papers Citations

3

CROSSREF CITATIONS

22

Scholarly Papers (10)

1.

Fundamental Based Market Strategies

Number of pages: 23 Posted: 12 Mar 2013
Angelo Aspris, Nigel Finch, Sean Foley and Zachary Meyer
University of Sydney - Discipline of Finance, Saki Partners, Macquarie University and affiliation not provided to SSRN
Downloads 481 (64,247)

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

2.

Market Fairness: The Poor Country Cousin of Market Efficiency

Number of pages: 61 Posted: 23 May 2014 Last Revised: 02 Apr 2015
Macquarie Graduate School of Management, University of Sydney - Discipline of Finance, Macquarie University and Wake Forest University
Downloads 210 (158,845)
Citation 2

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

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 and Alex Frino
University of Sydney - Discipline of Finance and The University of Sydney - Discipline of Finance
Downloads 186 (177,642)
Citation 1

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

4.

Asset Price Bubbles in the Australian Market

CIFR Paper No. 119/2016
Number of pages: 154 Posted: 30 Aug 2016
The University of Sydney Business School, University of Iowa - Department of Finance, 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 137 (229,857)

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Asset Price bubbles, Markets

5.

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 and Angelo Aspris
affiliation not provided to SSRN and University of Sydney - Discipline of Finance
Downloads 112 (267,405)

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market integrity, ASX, continuous disclosure, price queries

6.

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, Sean Foley, Drew Harris and Peter O'Neill
University of Sydney - Discipline of Finance, Macquarie University, University of New South Wales (UNSW) and Financial Conduct Authority
Downloads 39 (466,154)
Citation 1

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

7.

Benchmarks in the Spotlight: The Impact on Exchange Traded Markets

Number of pages: 39 Posted: 20 Apr 2020
Angelo Aspris, Sean Foley and Peter O'Neill
University of Sydney - Discipline of Finance, Macquarie University and Financial Conduct Authority
Downloads 18 (580,753)
Citation 1

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

8.

Quote-Based Manipulation of Illiquid Benchmarks

Number of pages: 15 Posted: 15 Apr 2020
Ching Chau, Angelo Aspris, Sean Foley and Hamish Malloch
affiliation not provided to SSRN, University of Sydney - Discipline of Finance, Macquarie University and The University of Sydney
Downloads 17 (587,208)

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Benchmarks, closing price manipulation, marking the close

9.

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
The University of Sydney Business School, 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

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

10.

Does Insider Trading Explain Price Run‐Up Ahead of Takeover Announcements?

Accounting & Finance, Vol. 54, Issue 1, pp. 25-45, 2014
Number of pages: 21 Posted: 04 Mar 2014
Angelo Aspris, Sean Foley and Alex Frino
University of Sydney - Discipline of Finance, Macquarie University and The University of Sydney - Discipline of Finance
Downloads 0 (727,214)
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Takeovers, Market efficiency, Market anticipation, Insider trading, Toeholds, Substantial shareholder notices