Access Statistics for Lee A. Smales

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Non-Standard Errors 0 0 1 42 6 12 56 432
Non-Standard Errors 0 1 4 27 4 16 81 143
Nonstandard Errors 0 2 2 2 0 11 14 14
Nonstandard errors 0 1 11 11 4 11 43 43
Total Working Papers 0 4 18 82 14 50 194 632
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets 0 0 0 18 0 1 3 91
(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets 0 0 2 20 1 2 6 115
30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements 0 0 0 8 0 0 4 48
A game theory model of regulatory response to insider trading 1 2 2 5 1 2 3 14
Are stablecoins the money market mutual funds of the future? 0 0 0 0 0 5 5 5
Asymmetric volatility response to news sentiment in gold futures 0 0 0 24 0 0 3 118
Better the devil you know: The influence of political incumbency on Australian financial market uncertainty 0 1 2 16 0 1 5 81
Bitcoin as a safe haven: Is it even worth considering? 0 3 17 69 2 8 46 197
Bond futures and order imbalance 0 0 0 14 1 1 5 72
Classification of RBA monetary policy announcements using ChatGPT 0 0 5 5 1 2 17 19
Commodity market volatility in the presence of U.S. and Chinese macroeconomic news 0 0 0 5 1 1 5 29
Digging deeper - Is bitcoin digital gold? A mining perspective 1 1 3 3 1 2 6 6
Does more complex language in FOMC decisions impact financial markets? 0 0 2 17 1 2 5 73
Effect of investor fear on Australian financial markets 0 0 1 3 1 1 4 21
Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework 0 0 0 6 0 0 1 36
Examining the relationship between policy uncertainty and market uncertainty across the G7 0 0 3 18 2 3 10 55
FX Market Returns and Their Relationship to Investor Fear 0 0 2 4 0 0 2 37
Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis 1 2 6 6 1 3 13 16
Geopolitical risk and volatility spillovers in oil and stock markets 0 1 6 22 3 11 37 94
Hedging geopolitical risk with precious metals 0 4 27 86 2 14 87 296
IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA 0 0 0 16 0 0 1 57
Investor attention and cryptocurrency price crash risk: a quantile regression approach 0 1 4 6 0 1 10 23
Investor attention and global market returns during the COVID-19 crisis 0 0 10 49 5 15 50 202
Investor attention and the response of US stock market sectors to the COVID-19 crisis 0 1 1 16 1 2 4 46
Investor attention in cryptocurrency markets 0 1 4 23 1 6 21 100
Lost in translation. When sentiment metrics for one market are derived from two different languages 0 0 0 0 0 1 1 3
Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? 0 0 0 6 0 0 3 29
Melancholia and Japanese stock returns – 2003 to 2012 0 0 0 5 0 0 0 117
News sentiment and bank credit risk 0 0 1 35 1 1 8 150
News sentiment and the investor fear gauge 1 1 5 46 3 3 15 164
News sentiment in the gold futures market 0 1 9 62 1 3 26 254
Non-scheduled news arrival and high-frequency stock market dynamics 0 0 0 9 0 0 4 53
Nonstandard Errors 2 7 31 31 8 24 106 106
One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns 1 1 2 25 2 2 3 89
One session options: Playing the announcement lottery? 0 0 0 0 0 1 1 6
Order aggressiveness of different broker-types in response to monetary policy news 0 0 0 3 1 2 5 26
Policy uncertainty in Australian financial markets 0 0 1 4 0 0 2 19
Political uncertainty and financial market uncertainty in an Australian context 0 1 4 38 1 2 9 147
Reaction to nonscheduled news during financial crisis: Australian evidence 0 0 0 4 0 1 1 20
Risk-on/Risk-off: Financial market response to investor fear 1 1 2 18 1 1 4 72
Short interest and the stock market relation with news sentiment from traditional and social media sources 0 0 0 1 0 0 0 9
Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market 0 0 2 9 0 1 4 41
Spreading the fear: The central role of CBOE VIX in global stock market uncertainty 0 0 1 7 0 2 5 19
The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach 0 0 1 8 0 0 3 39
The Validity of Investor Sentiment Proxies 0 0 0 25 0 1 1 109
The effect of treasury auctions on 10‐year Treasury note futures 0 0 6 15 1 3 17 57
The importance of belief dispersion in the response of gold futures to macroeconomic announcements 0 0 1 8 0 0 4 63
The importance of fear: investor sentiment and stock market returns 1 3 16 36 2 4 34 89
The influence of FOMC member characteristics on the monetary policy decision-making process 0 0 2 37 1 3 8 188
The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets 0 0 1 23 0 0 3 89
The influence of policy uncertainty on exchange rate forecasting 0 0 4 6 0 0 5 15
The relationship between financial asset returns and the well-being of US households 0 0 0 2 0 0 0 20
The relevance of dark trading for information acquisition in the German stock market 0 0 0 0 0 0 0 0
The role of political uncertainty in Australian financial markets 0 0 1 11 0 0 2 41
Time-variation in the impact of news sentiment 0 1 1 22 1 2 5 100
Time-varying relationship of news sentiment, implied volatility and stock returns 0 0 0 7 4 5 11 37
Trading Behavior and Monetary Policy News 0 0 0 6 0 2 2 13
Trading Behavior in Agricultural Commodity Futures around the 52-Week High 0 0 0 0 1 1 1 6
Trading behavior in S&P 500 index futures 0 0 1 4 0 1 2 25
Trading behavior in S&P 500 index futures 0 0 2 29 0 0 5 93
Trading behavior in bitcoin futures: Following the “smart money” 0 0 1 10 2 3 6 20
Understanding the impact of monetary policy announcements: The importance of language and surprises 0 0 2 47 0 0 6 137
Volatility Spillovers among Cryptocurrencies 0 1 2 6 0 1 4 25
“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty 0 0 1 19 0 0 3 65
Total Journal Articles 9 34 197 1,083 55 153 672 4,406


Statistics updated 2025-03-03