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

  • University of Sydney - Discipline of Finance

SCHOLARLY PAPERS

7

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Scholarly Papers (7)

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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, University of Sydney Business School and affiliation not provided to SSRN
Downloads 410 (69,027)

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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
Michael J. Aitken, Angelo Aspris, Sean Foley and Frederick H. deB. Harris
Macquarie Graduate School of Management, University of Sydney - Discipline of Finance, University of Sydney Business School and Wake Forest University
Downloads 202 (147,138)

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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 176 (166,787)

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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
Jamie Alcock, Petra Andrlikova, Angelo Aspris, Sean Foley, Stephen E. Satchell, Reuben Segara, Danika J. Wright and Juan Yao
The University of Sydney Business School, The University of Sydney, Business School, Discipline of Finance, University of Sydney - Discipline of Finance, University of Sydney Business School, 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 115 (235,272)

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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 109 (244,500)

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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, University of Sydney Business School, University of New South Wales (UNSW) and Financial Conduct Authority
Downloads 24 (487,398)

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

7.

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, University of Sydney Business School and The University of Sydney - Discipline of Finance
Downloads 0 (650,385)
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Takeovers, Market efficiency, Market anticipation, Insider trading, Toeholds, Substantial shareholder notices