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 0 27 2 8 24 163
Non-Standard Errors 0 0 2 44 8 20 40 466
Nonstandard Errors 0 0 0 0 1 7 15 15
Nonstandard Errors 0 0 0 0 1 9 23 23
Nonstandard Errors 0 1 2 4 5 11 24 38
Nonstandard errors 0 0 1 12 6 12 30 69
Total Working Papers 0 1 5 87 23 67 156 774
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 20 2 2 7 121
(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets 0 0 0 18 3 7 10 101
30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements 1 1 2 10 6 7 11 59
A game theory model of regulatory response to insider trading 0 0 1 5 3 4 9 22
Are stablecoins the money market mutual funds of the future? 0 0 2 2 7 13 24 29
Asymmetric volatility response to news sentiment in gold futures 0 0 0 24 4 7 11 129
Better the devil you know: The influence of political incumbency on Australian financial market uncertainty 0 0 0 16 4 6 9 90
Bitcoin as a safe haven: Is it even worth considering? 2 3 9 78 6 23 66 261
Bond futures and order imbalance 0 0 0 14 1 5 11 82
Classification of RBA monetary policy announcements using ChatGPT 0 0 1 6 4 11 23 41
Commodity market volatility in the presence of U.S. and Chinese macroeconomic news 0 0 0 5 5 7 13 41
Cryptocurrency as an alternative inflation hedge? 0 2 6 6 9 21 38 38
Digging deeper - Is bitcoin digital gold? A mining perspective 0 1 5 7 10 40 67 72
Does more complex language in FOMC decisions impact financial markets? 0 0 0 17 5 10 13 85
Effect of investor fear on Australian financial markets 0 1 1 4 0 4 10 30
Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework 0 0 0 6 0 0 4 40
Examining the relationship between policy uncertainty and market uncertainty across the G7 1 1 1 19 7 11 16 69
FX Market Returns and Their Relationship to Investor Fear 0 0 0 4 4 6 8 45
Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis 0 1 7 12 7 16 35 50
Geopolitical risk and volatility spillovers in oil and stock markets 1 4 15 37 12 28 94 185
Hedging geopolitical risk with precious metals 3 14 38 124 23 92 168 462
How is Trading Behavior in Commodity Futures Affected by the 52-Week High and Low? 0 0 0 0 2 4 5 5
IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA 0 0 0 16 6 7 9 66
Investigating proxies for retail investor attention in financial markets 0 0 1 1 3 7 13 13
Investor attention and cryptocurrency price crash risk: a quantile regression approach 1 2 3 9 1 3 10 33
Investor attention and global market returns during the COVID-19 crisis 1 3 10 59 10 27 74 271
Investor attention and the response of US stock market sectors to the COVID-19 crisis 1 1 1 17 7 11 13 58
Investor attention in cryptocurrency markets 0 2 9 32 9 19 47 146
Lost in translation. When sentiment metrics for one market are derived from two different languages 1 1 2 2 5 7 12 15
Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? 0 1 1 7 7 10 12 41
Melancholia and Japanese stock returns – 2003 to 2012 0 0 0 5 5 8 9 126
News sentiment and bank credit risk 1 1 4 39 6 12 27 176
News sentiment and the investor fear gauge 1 3 13 58 5 26 61 222
News sentiment in the gold futures market 1 4 8 70 7 20 50 303
Non-scheduled news arrival and high-frequency stock market dynamics 0 0 0 9 3 6 9 62
Nonstandard Errors 0 1 13 42 5 13 63 161
One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns 0 0 1 25 2 9 13 100
One session options: Playing the announcement lottery? 0 0 0 0 4 6 7 13
Order aggressiveness of different broker-types in response to monetary policy news 0 0 0 3 7 8 10 35
Policy uncertainty in Australian financial markets 0 0 1 5 1 3 5 24
Political uncertainty and financial market uncertainty in an Australian context 0 1 8 46 6 15 39 185
Reaction to nonscheduled news during financial crisis: Australian evidence 0 0 0 4 1 2 3 23
Risk-on/Risk-off: Financial market response to investor fear 0 0 1 18 3 6 11 82
Short interest and the stock market relation with news sentiment from traditional and social media sources 0 0 0 1 2 4 8 17
Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market 0 0 1 10 3 5 7 48
Spreading the fear: The central role of CBOE VIX in global stock market uncertainty 0 0 2 9 5 7 14 33
Stock market liquidity during crisis periods: Australian evidence 0 0 2 2 5 6 13 13
The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach 0 0 0 8 0 3 7 46
The Validity of Investor Sentiment Proxies 0 0 0 25 5 7 8 117
The effect of currency risk on crypto asset utilization in Türkiye 0 1 3 3 7 44 51 51
The effect of treasury auctions on 10‐year Treasury note futures 0 1 5 20 7 21 40 96
The importance of belief dispersion in the response of gold futures to macroeconomic announcements 0 1 2 10 5 11 12 75
The importance of fear: investor sentiment and stock market returns 1 1 9 44 6 14 37 124
The influence of FOMC member characteristics on the monetary policy decision-making process 0 0 1 38 3 5 14 201
The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets 0 0 0 23 2 6 8 97
The influence of policy uncertainty on exchange rate forecasting 0 0 0 6 5 9 13 28
The influence of uncertainty on commodity futures returns and trading behaviour 0 0 2 2 7 15 30 30
The relationship between financial asset returns and the well-being of US households 0 0 0 2 2 3 5 25
The relevance of dark trading for information acquisition in the German stock market 0 0 1 1 7 8 12 12
The role of political uncertainty in Australian financial markets 0 0 0 11 1 3 6 47
Time-variation in the impact of news sentiment 1 1 3 25 5 11 17 116
Time-varying relationship of news sentiment, implied volatility and stock returns 0 0 2 9 2 11 23 56
Trading Behavior and Monetary Policy News 0 0 0 6 2 5 8 21
Trading Behavior in Agricultural Commodity Futures around the 52-Week High 0 0 1 1 1 10 15 20
Trading behavior in S&P 500 index futures 1 1 2 31 6 9 12 105
Trading behavior in S&P 500 index futures 0 0 1 5 4 5 10 35
Trading behavior in bitcoin futures: Following the “smart money” 1 2 3 13 6 14 22 40
U.S. Presidential news coverage: Risk, uncertainty and stocks 0 1 2 2 9 16 22 22
Understanding the impact of monetary policy announcements: The importance of language and surprises 0 0 0 47 5 8 12 149
Volatility Spillovers among Cryptocurrencies 0 0 1 7 6 13 17 42
When news travels: The role of sentiment in CME Nikkei futures returns 0 0 0 0 0 0 0 0
“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty 0 0 0 19 4 7 10 75
Total Journal Articles 19 57 207 1,281 349 829 1,602 5,953


Statistics updated 2026-02-12