Angelo Aspris - Researcher Profile
Senior Lecturer
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Publications Title Journal Name Year ABDC Ranking
Locked in, levered up: Risk, return, and ruin in DeFi lending British Accounting Review 2025 A*
Crisis Capital: Private Placements During COVID-19 Abacus 2024 A
Option implied dividends and the market risk premium International Review of Economics 2024 C
The market risk premium in Australia: Forward-looking evidence from the options market Accounting and Finance 2024 A
Decentralized exchanges: The “wild west” of cryptocurrency trading International Review of Financial Analysis 2021 A
Quote-Based manipulation of illiquid securities Finance Research Letters 2021 A
A Cause for Alarm? The Long-term Performance of Shareholder Class Action Defendants Abacus 2020 A
Benchmarks in the spotlight: The impact on exchange traded markets The Journal of Futures Markets 2020 A
Market Fairness: The Poor Country Cousin of Market Efficiency Journal of Business Ethics 2018 A
Time Pro-Rata Matching: Evidence of a Change in LIFFE STIR Futures The Journal of Futures Markets 2015 A
Does Insider Trading Explain Price Run-Up Ahead of Takeover Announcements? Accounting and Finance 2014 A
Fundamental-based Market Strategies Australian Accounting Review 2013 B
The Impact of Market Maker Competition on Market Quality: Evidence from an Options Exchange Australasian Accounting Business and Finance Journal 2012 B
Price Queries and the Enforcement of Australia's Continuous Disclosure Regime Journal of Applied Research in Accounting and Finance 2011 C
Price Formation and Liquidity Surrounding Large Trades in Interest Rate and Equity Index Futures Review of Futures Markets 2009 B