Angelo Aspris

University of Sydney - Discipline of Finance

Cnr. of Codrington and Rose Streets

Sydney, NSW 2006

Australia

  • University of Sydney - Discipline of Finance

SCHOLARLY PAPERS

12

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SSRN CITATIONS
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Top 24,218

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26

CROSSREF CITATIONS

20

Scholarly Papers (12)

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1.

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, Sean Foley, Jiri Svec and Leqi Wang
University of Sydney - Discipline of Finance, Macquarie University, The University of Sydney - Discipline of Finance and The University of Sydney, Students
Downloads 796 (54,353)
Citation 15

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

2.

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 Greenhill & Co. Australia
Downloads 685 (66,295)

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

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 279 (188,124)
Citation 1

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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, Sean Foley and Frederick H. deB. Harris
Macquarie Graduate School of Management, University of Sydney - Discipline of Finance, Macquarie University and Wake Forest University
Downloads 272 (193,778)
Citation 4

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

5.

Digital Assets and Markets: A Transaction-Cost analysis of market architectures

SWIFT Institute Working Paper No. 2021-001
Number of pages: 48 Posted: 14 Dec 2022 Last Revised: 16 Dec 2022
Angelo Aspris, Anne Haubo Dyhrberg, Tālis J. Putniņš and Sean Foley
University of Sydney - Discipline of Finance, Wilfrid Laurier University - Lazaridis School of Business and Economics, University of Technology Sydney (UTS) and Macquarie University
Downloads 256 (205,152)

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tokenized assets, digital assets, market architectures, tokenzied economy

6.

Asset Price Bubbles in the Australian Market

CIFR Paper No. 119/2016
Number of pages: 154 Posted: 30 Aug 2016
Jamie Alcock, Petra Sinagl, Angelo Aspris, Sean Foley, Stephen E. Satchell, Reuben Segara, Danika J. Wright and Juan Yao
University of Oxford, 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 180 (284,705)

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Asset Price bubbles, Markets

7.

Option Implied Dividends and the Market Risk Premium

Downloads 141 (349,289)

Option Implied Dividends and the Market Risk Premium

Number of pages: 27 Posted: 12 Sep 2023
Jiri Svec, Angelo Aspris and Hamish Malloch
The University of Sydney - Discipline of Finance, University of Sydney - Discipline of Finance and The University of Sydney
Downloads 96 (465,798)

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Option implied dividends, dividend prediction, market risk premium. JEL Codes: G12, G13, G17

Option Implied Dividends and the Market Risk Premium

Number of pages: 11 Posted: 27 Mar 2023
Hamish Malloch, Angelo Aspris and Jiri Svec
The University of Sydney, University of Sydney - Discipline of Finance and The University of Sydney - Discipline of Finance
Downloads 45 (702,899)

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Option implied dividends, dividend prediction, market risk premium

8.

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 139 (355,141)

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market integrity, ASX, continuous disclosure, price queries

9.

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 UNSW Australia Business School, School of Banking and Finance
Downloads 111 (420,590)
Citation 4

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

10.

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 106 (431,839)
Citation 4

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Benchmarks, closing price manipulation, marking the close

11.

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 UNSW Australia Business School, School of Banking and Finance
Downloads 73 (545,389)
Citation 3

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

12.

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
Jamie Alcock, Angelo Aspris, Stephen Satchell, Danika J. Wright, Reuben Segara and Juan Yao
University of Oxford, 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