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Angelo Aspris

Angelo Aspris

BCom (Hons) Phd Sydney
Senior Lecturer

Rm 541
H69 - Codrington Building
The University of Sydney
NSW 2006 Australia

Telephone +61 2 9114 0553
angelo.aspris@sydney.edu.au

Bio

Dr Angelo Aspris is a Senior Lecturer of Finance at the University of Sydney. His research interests are in capital markets (market efficiency and integrity) and corporate finance. He has published in a number of high quality internationally reviewed journals and presented at leading research and industry-based conferences. His current research projects are divided across two areas: addressing the effectiveness of shareholder class actions; and examining issues related to benchmarking in the precious metals markets. Dr Aspris has held visiting research positions at the Sydney Futures Exchange (SFE) and the Australian Securities Exchange (ASX).

Dr Aspris has taught a range of courses in finance, including: capital markets and corporate finance, financial valuations, and research methods (programming for academics). His financial valuations unit is recognised as one of the leading course offerings in Finance and has been offered to students and practitioners in various forms. Dr Aspris is a respected research degree supervisor having supervised six PhD students, with five completions to date.

Publications

2016

4
Journal Article/s

Aitken MJ, Aspris A, Foley S and de B. Harris FH 2016 Forthcoming 'Market Fairness: The Poor Country Cousin of Market Efficiency', Journal of Business Ethics

2015

4
Journal Article/s

Aspris A, Foley S, Harris D and O’Neill P 2015 'Time Pro-Rata Matching: Evidence of a Change in LIFFE STIR Futures', Journal of Futures Markets, vol.35:6, pp. 522-41 Link

5
Conference Paper/s

Aspris A, Foley S, Gratton F and O'Neill P 2015 'Towards a new Fix: Assessing the new Fix Regimes for Metals Trading', AUT Derivatives Markets Conference, Auckland, New Zealand, 14th August 2015

Aspris A and Zhang H 2015 'CEOs That Stick Around: Do They Add Value?', 22nd Annual Conference of the Multinational Finance Society, Halkidiki, Greece, 1st July 2015

2014

2
Book Section/s

Wright D, Aspris A and Svec J 2014 'Evaluating the Performance of M&A' in Mergers and Acquisitions, Pearson Education, Australia Link

4
Journal Article/s

Aspris A, Foley S and Frino A 2014 'Does Insider Trading Explain Price Run-Up Ahead of Takeover Announcements?', Accounting & Finance, vol.54:1, pp. 25-45 Link

5
Conference Paper/s

Aspris A, Cumming D and Foley S 2014 'Exchange Data Fees in a Rapidly Fragmented Market', 21st Annual Conference of the Multinational Finance Society, Prague, Czech Republic, 2nd July 2014

2013

4
Journal Article/s

Aspris A, Finch N, Foley S and Meyer Z 2013 'Fundamental-based Market Strategies', Australian Accounting Review, vol.23:4, pp. 380-92 Link

6
Conference Proceeding/s

Aspris A, Frino A and Gong G 2013 'The Price Impact of Director Trading and Announcements: Evidence from the Australian Securities Exchange', Proceedings of the 4th World Finance Conference, Limassol, Cyprus, 3rd July 2013

2012

4
Journal Article/s

Aspris A, Frino A and Lepone A 2012 'The Impact of Market Maker Competition on Market Quality: Evidence from an Options Exchange', Australasian Accounting Business and Finance Journal, vol.6:5, pp. 23-46 Link

5
Conference Paper/s

Aspris A, Foley S and Frino A 2012 'Does Insider Trading Explain Price Run-Up Ahead of Takeover Announcements?', 19th Annual Conference of the Multinational Finance Society, Krakow, Poland, 27th June 2012

2011

4
Journal Article/s

Di Lernia C and Aspris A 2011 'Price Queries and the Enforcement of Australia's Continuous Disclosure Regime', Journal of Applied Research in Accounting and Finance, vol.6:2, pp. 28-38

5
Conference Paper/s

Aspris A and Frino A 2011 'The Relationship between Board Independence and Stock Liquidity', 18th Annual Conference of the Multinational Finance Society 2011, Rome, Italy, 29th June 2011

2009

4
Journal Article/s

Aspris A, Cummings J and Frino A 2009 'Price Formation and Liquidity Surrounding Large Trades in Interest Rate and Equity Index Futures', Review of Futures Markets, vol.17:4, pp. 383-407

5
Conference Paper/s

Pattenden K, Aspris A, Cummings J, Frino A and Lepone A 2009 'The Impact of Market Maker Competition on Market Quality: Evidence from an Options Exchange', European Financial Management Association Annual Meeting EFMA 2009 - "For the Increase and Dissemination of Financial Management Knowledge", Milan, Italy, 27th June 2009

Aspris A, Cummings J and Frino A 2009 'Price Formation and Liquidity Surrounding Large Trades in Interest Rate and Equity Index Futures', European Financial Management Association Annual Meeting EFMA 2009 - "For the Increase and Dissemination of Financial Management Knowledge", Milan, Italy, 27th June 2009

2008

6
Conference Proceeding/s

Aspris A, Frino A and Lepone A 2008 'The Effect of Market Maker Competition in an Electronic Limit Order Market: Evidence from the Australian Equities Options Market', The Accounting and Finance Association of Australia and New Zealand Conference AFAANZ/IAAER 2008, Sydney, Australia, 8th July 2008 Link

Research Expertise

  • Capital Markets (Market Microstructure)
  • Corporate Finance
  • Valuation Analysis

Recent Units Taught