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 2 44 0 6 31 446
Non-Standard Errors 0 0 1 27 1 4 29 155
Nonstandard Errors 0 0 0 0 3 9 14 14
Nonstandard Errors 0 0 0 0 5 6 8 8
Nonstandard Errors 0 0 3 3 4 7 27 27
Nonstandard errors 0 1 2 12 1 6 28 57
Total Working Papers 0 1 8 86 14 38 137 707
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 2 2 4 94
(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets 0 0 0 20 1 1 6 119
30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements 0 0 1 9 0 1 4 52
A game theory model of regulatory response to insider trading 0 0 2 5 2 2 6 18
Are stablecoins the money market mutual funds of the future? 0 2 2 2 5 9 16 16
Asymmetric volatility response to news sentiment in gold futures 0 0 0 24 2 2 4 122
Better the devil you know: The influence of political incumbency on Australian financial market uncertainty 0 0 1 16 0 1 4 84
Bitcoin as a safe haven: Is it even worth considering? 0 1 14 75 4 9 55 238
Bond futures and order imbalance 0 0 0 14 1 2 6 77
Classification of RBA monetary policy announcements using ChatGPT 0 0 1 6 2 4 13 30
Commodity market volatility in the presence of U.S. and Chinese macroeconomic news 0 0 0 5 2 2 6 34
Cryptocurrency as an alternative inflation hedge? 0 1 4 4 1 10 17 17
Digging deeper - Is bitcoin digital gold? A mining perspective 0 0 4 6 6 14 29 32
Does more complex language in FOMC decisions impact financial markets? 0 0 0 17 1 2 4 75
Effect of investor fear on Australian financial markets 0 0 0 3 1 4 6 26
Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework 0 0 0 6 2 3 4 40
Examining the relationship between policy uncertainty and market uncertainty across the G7 0 0 0 18 0 3 6 58
FX Market Returns and Their Relationship to Investor Fear 0 0 0 4 0 2 2 39
Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis 2 2 7 11 5 7 21 34
Geopolitical risk and volatility spillovers in oil and stock markets 1 5 14 33 9 22 78 157
Hedging geopolitical risk with precious metals 1 6 30 110 9 27 95 370
How is Trading Behavior in Commodity Futures Affected by the 52-Week High and Low? 0 0 0 0 1 1 1 1
IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA 0 0 0 16 1 2 2 59
Investigating proxies for retail investor attention in financial markets 0 0 1 1 2 2 6 6
Investor attention and cryptocurrency price crash risk: a quantile regression approach 0 1 2 7 0 4 9 30
Investor attention and global market returns during the COVID-19 crisis 0 2 8 56 3 15 58 244
Investor attention and the response of US stock market sectors to the COVID-19 crisis 0 0 1 16 1 1 3 47
Investor attention in cryptocurrency markets 1 3 8 30 3 6 34 127
Lost in translation. When sentiment metrics for one market are derived from two different languages 0 0 1 1 2 3 6 8
Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? 0 0 0 6 1 2 2 31
Melancholia and Japanese stock returns – 2003 to 2012 0 0 0 5 0 1 1 118
News sentiment and bank credit risk 0 0 3 38 0 0 15 164
News sentiment and the investor fear gauge 1 3 10 55 3 12 35 196
News sentiment in the gold futures market 1 1 7 66 5 13 36 283
Non-scheduled news arrival and high-frequency stock market dynamics 0 0 0 9 1 3 3 56
Nonstandard Errors 2 3 20 41 10 16 76 148
One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns 0 0 1 25 0 0 4 91
One session options: Playing the announcement lottery? 0 0 0 0 1 1 2 7
Order aggressiveness of different broker-types in response to monetary policy news 0 0 0 3 1 1 5 27
Policy uncertainty in Australian financial markets 0 0 1 5 1 1 2 21
Political uncertainty and financial market uncertainty in an Australian context 0 2 9 45 1 9 26 170
Reaction to nonscheduled news during financial crisis: Australian evidence 0 0 0 4 1 1 2 21
Risk-on/Risk-off: Financial market response to investor fear 0 0 1 18 0 1 5 76
Short interest and the stock market relation with news sentiment from traditional and social media sources 0 0 0 1 1 1 4 13
Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market 0 0 1 10 1 1 3 43
Spreading the fear: The central role of CBOE VIX in global stock market uncertainty 0 0 2 9 1 3 9 26
Stock market liquidity during crisis periods: Australian evidence 0 1 2 2 0 2 7 7
The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach 0 0 0 8 1 2 5 43
The Validity of Investor Sentiment Proxies 0 0 0 25 1 1 2 110
The effect of currency risk on crypto asset utilization in Türkiye 1 1 2 2 4 5 7 7
The effect of treasury auctions on 10‐year Treasury note futures 1 3 4 19 3 6 21 75
The importance of belief dispersion in the response of gold futures to macroeconomic announcements 0 1 1 9 0 1 1 64
The importance of fear: investor sentiment and stock market returns 0 2 11 43 0 5 28 110
The influence of FOMC member characteristics on the monetary policy decision-making process 0 0 2 38 4 5 12 196
The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets 0 0 0 23 1 2 2 91
The influence of policy uncertainty on exchange rate forecasting 0 0 2 6 1 1 6 19
The influence of uncertainty on commodity futures returns and trading behaviour 1 2 2 2 3 10 15 15
The relationship between financial asset returns and the well-being of US households 0 0 0 2 0 1 2 22
The relevance of dark trading for information acquisition in the German stock market 0 0 1 1 3 3 4 4
The role of political uncertainty in Australian financial markets 0 0 0 11 1 1 3 44
Time-variation in the impact of news sentiment 0 1 3 24 1 2 7 105
Time-varying relationship of news sentiment, implied volatility and stock returns 0 1 2 9 1 5 13 45
Trading Behavior and Monetary Policy News 0 0 0 6 1 2 5 16
Trading Behavior in Agricultural Commodity Futures around the 52-Week High 1 1 1 1 2 4 5 10
Trading behavior in S&P 500 index futures 0 0 1 5 2 3 6 30
Trading behavior in S&P 500 index futures 0 1 1 30 0 1 3 96
Trading behavior in bitcoin futures: Following the “smart money” 1 1 1 11 1 1 9 26
U.S. Presidential news coverage: Risk, uncertainty and stocks 0 1 1 1 3 5 6 6
Understanding the impact of monetary policy announcements: The importance of language and surprises 0 0 1 47 1 2 5 141
Volatility Spillovers among Cryptocurrencies 0 0 2 7 2 2 5 29
“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty 0 0 0 19 1 2 3 68
Total Journal Articles 14 48 196 1,224 133 303 917 5,124


Statistics updated 2025-11-08