WHY BECOME A UNIVERSITY PARTNER
HFT research provides much needed information on liquidity
A major study which analysed the vast majority of activity in the UK’s FTSE 100 in a 30 day period finds that HFT is the main supplier of liquidity during major macroeconomic announcements.
Kiril Alampieski, Andrew Lepone 
Summary Full Article 17-03-12
Social network research in health could open the door for significant savings
The health industry consumes vast amounts of money and resources and is seen as a “black-hole” in many Government budgets. A ground breaking study using new science could save the industry millions and point the way for future research.
Shahadat Uddin
Summary Full Article 05-03-11
Predicting Excess Return Directions
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Min Zhu, Ross Sparks, Maxwell Stevenson 10-05-10
Impact of Short Selling Ban on LSE
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Matthew Clifton, David Michayluk 10-05-10
Intra-day Trading Volume
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Imon Palit, Jaisimha Manchaldore, Oleg A Soloviev 10-05-10
Anonymity and Broker Ability: Looking for Winners and Losers in a Pool of Averages
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Andrew Lepone, J George Li 10-05-09
Not All Investors Are Made Equal: Equity Analysts and Information Asymmetry
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Andrew Lepone, Henry Leung, J George Li 10-05-09
How much does an illegal insider trade?
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Alex Frino, Stephen Satchell, Brad Wong 10-05-09
The Effects of a Reduction in the Clearing Fee on the Singapore Exchange
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Jun Jie Murphy Lee, David Michayluk, Terry Walter 10-05-09
Stock Market Manipulation: Evidence from Hong Kong
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Alex Frino, Ching Chau, Dionigi Gerace, Gary Tian 10-05-09
The impact of short selling restrictions on liquidity: Evidence from the London Stock Exchange
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Matthew Clifton, Mark Snape 10-05-09
Short-sales constraints and market quality: Evidence from the 2008 short-sales bans
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Alex Frino, Steven Lecce, Andrew Lepone 10-05-09
The impact of naked short-selling on the securities lending and equity market
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Steven Lecce, Andrew Lepone, Michael D. McKenzie, Reuben Segara 10-05-09
Does broker anonymity hide informed traders?
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Andrew Lepone, Reuben Segara, Brad Wong 10-05-09
Runup of Acquirer Stock in Public and Private Acquisitions
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Dan Li, Douglas Cumming, 10-05-09
Exchange Trading Rules and Stock Market Liquidity
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Dan Li, Douglas Cumming, Sofia Johan 10-05-09
The Impact of Option Listings on the Underlying Market
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Andrew Lepone, Jin Young Yang 10-05-09
Australian Bank Loan Losses and the Macro Economy: Ideas for better regulatory stress testing
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Kassim Durrani 10-05-09
The Effect of changes in Transparency and Short Informativeness Horizon of Undisclosed Limit Orders
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Andrew Lepone, Mitesh Mistry 10-05-09
Who Wins and Who Loses Among Individual Investors?
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Kingsley Y.L. Fong, David R. Gallagher, Adrian D. Lee 10-05-09
Intraday Patterns in Quoted Depth on the Nasdaq: A Note
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Anthony Flint, Alex Frino, Dionigi Gerace, Andrew Lepone 10-05-09
SGX Market Cleanliness-Insider Trading
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Tzehua Loh 10-05-09
Trade-Based Manipulation and Market Efficiency: A Cross-Market Comparison
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Michael Aitken, Rick Harris, Shan Ji 10-05-09
Insider Trading in Transaction Time:An Intraday Analysis.
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Frank J. Sensenbrenner 10-05-09
The Effect of Reinforcement Learning Agents in Double Auction Markets
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Imon Palit 10-05-09
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