معرفی
Andrew Lepone is a Professor of Accounting and Finance in the Department of Applied Finance at Macquarie University. He also serves as Chief Research Officer at the RoZetta Institute, managing academic and industry collaborations. His research focuses on market microstructure, market design, and quality in equity/futures markets. He oversees 23 active research projects, including Capital Markets CRC PhD scholarships for students like Cuong Nguyen and Luca Parlamento. His work addresses regulatory impacts (e.g., MiFID II), FX benchmark methodologies, and post-crisis portfolio strategies. He has published extensively in journals like Journal of Futures Markets and European Financial Management.
- External role: Chief Research Officer, Rozetta Institute Limited (since July 2019)
Research interests emphasize liquidity, price impact, transaction costs, and market efficiency across global derivatives and equity markets. Recent studies analyze China's crude oil derivatives, FX benchmark effectiveness, and post-crisis portfolio management strategies.
