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 5 23 168
Non-Standard Errors 0 0 0 44 5 10 38 476
Nonstandard Errors 0 0 0 0 3 4 19 19
Nonstandard Errors 0 0 2 4 2 5 24 43
Nonstandard Errors 0 0 0 0 4 9 32 32
Nonstandard errors 0 0 1 12 3 10 35 79
Total Working Papers 0 0 3 87 19 43 171 817
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 1 3 13 104
(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets 0 0 0 20 4 4 9 125
30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements 0 0 1 10 2 6 14 65
A game theory model of regulatory response to insider trading 0 0 0 5 3 6 14 28
A test of through-the-cycle ratings: Moody’s response to COVID-19 0 0 0 0 5 10 10 10
Are stablecoins the money market mutual funds of the future? 0 0 2 2 9 15 39 44
Asymmetric volatility response to news sentiment in gold futures 0 0 0 24 2 5 15 134
Better the devil you know: The influence of political incumbency on Australian financial market uncertainty 0 0 0 16 4 8 15 98
Bitcoin as a safe haven: Is it even worth considering? 3 3 11 81 6 14 70 275
Bond futures and order imbalance 0 0 0 14 0 3 12 85
Classification of RBA monetary policy announcements using ChatGPT 1 1 1 7 8 13 31 54
Commodity market volatility in the presence of U.S. and Chinese macroeconomic news 0 0 0 5 1 5 15 46
Cryptocurrency as an alternative inflation hedge? 0 2 7 8 7 20 57 58
Digging deeper - Is bitcoin digital gold? A mining perspective 0 1 3 8 6 19 80 91
Does more complex language in FOMC decisions impact financial markets? 0 0 0 17 3 8 20 93
Effect of investor fear on Australian financial markets 0 0 1 4 1 1 10 31
Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework 0 0 0 6 4 6 9 46
Examining the relationship between policy uncertainty and market uncertainty across the G7 1 1 2 20 7 11 25 80
FX Market Returns and Their Relationship to Investor Fear 0 0 0 4 0 3 11 48
Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis 1 1 7 13 2 6 38 56
Geopolitical risk and volatility spillovers in oil and stock markets 4 8 21 45 26 55 132 240
Hedging geopolitical risk with precious metals 5 11 43 135 22 54 205 516
How is Trading Behavior in Commodity Futures Affected by the 52-Week High and Low? 0 1 1 1 0 3 8 8
IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA 0 1 1 17 6 8 17 74
Investigating proxies for retail investor attention in financial markets 0 1 2 2 5 11 24 24
Investor attention and cryptocurrency price crash risk: a quantile regression approach 0 1 4 10 1 7 15 40
Investor attention and global market returns during the COVID-19 crisis 2 4 14 63 6 17 78 288
Investor attention and the response of US stock market sectors to the COVID-19 crisis 1 1 2 18 4 5 17 63
Investor attention in cryptocurrency markets 1 4 10 36 10 19 53 165
Lost in translation. When sentiment metrics for one market are derived from two different languages 0 0 2 2 6 9 21 24
Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? 1 1 2 8 5 18 30 59
Melancholia and Japanese stock returns – 2003 to 2012 0 0 0 5 0 0 9 126
News sentiment and bank credit risk 0 0 3 39 2 4 26 180
News sentiment and the investor fear gauge 3 7 16 65 6 20 71 242
News sentiment in the gold futures market 0 1 8 71 2 14 57 317
Non-scheduled news arrival and high-frequency stock market dynamics 0 0 0 9 3 4 13 66
Nonstandard Errors 0 2 8 44 4 15 58 176
One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns 0 0 0 25 2 6 16 106
One session options: Playing the announcement lottery? 0 0 0 0 2 2 9 15
Order aggressiveness of different broker-types in response to monetary policy news 0 0 0 3 3 4 13 39
Policy uncertainty in Australian financial markets 0 0 1 5 1 2 7 26
Political uncertainty and financial market uncertainty in an Australian context 0 0 7 46 4 4 39 189
Predicting serial credit rating downgrades 0 0 0 0 4 6 6 6
Reaction to nonscheduled news during financial crisis: Australian evidence 0 0 0 4 2 3 6 26
Risk-on/Risk-off: Financial market response to investor fear 0 1 1 19 4 7 17 89
Short interest and the stock market relation with news sentiment from traditional and social media sources 0 0 0 1 4 9 15 26
Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market 0 0 1 10 1 3 10 51
Spreading the fear: The central role of CBOE VIX in global stock market uncertainty 1 1 2 10 7 9 22 42
Stock market liquidity during crisis periods: Australian evidence 0 0 1 2 2 3 13 16
The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach 0 0 0 8 1 3 9 49
The Validity of Investor Sentiment Proxies 0 0 0 25 4 4 12 121
The effect of currency risk on crypto asset utilization in Türkiye 0 1 4 4 5 10 61 61
The effect of treasury auctions on 10‐year Treasury note futures 0 0 5 20 3 24 60 120
The importance of belief dispersion in the response of gold futures to macroeconomic announcements 1 2 4 12 4 10 22 85
The importance of fear: investor sentiment and stock market returns 0 2 5 46 1 9 33 133
The influence of FOMC member characteristics on the monetary policy decision-making process 0 1 1 39 6 9 20 210
The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets 0 1 1 24 1 4 12 101
The influence of policy uncertainty on exchange rate forecasting 0 0 0 6 4 7 19 35
The influence of uncertainty on commodity futures returns and trading behaviour 1 1 3 3 7 14 44 44
The relationship between financial asset returns and the well-being of US households 0 0 0 2 1 3 7 28
The relevance of dark trading for information acquisition in the German stock market 0 0 1 1 0 2 14 14
The role of political uncertainty in Australian financial markets 0 0 0 11 1 2 8 49
Time-variation in the impact of news sentiment 0 0 3 25 0 1 16 117
Time-varying relationship of news sentiment, implied volatility and stock returns 0 2 4 11 6 17 35 73
Trading Behavior and Monetary Policy News 0 0 0 6 0 2 9 23
Trading Behavior in Agricultural Commodity Futures around the 52-Week High 0 0 1 1 4 7 21 27
Trading behavior in S&P 500 index futures 0 0 2 31 2 5 15 110
Trading behavior in S&P 500 index futures 0 0 1 5 7 9 18 44
Trading behavior in bitcoin futures: Following the “smart money” 0 0 3 13 7 15 34 55
U.S. Presidential news coverage: Risk, uncertainty and stocks 0 0 2 2 3 8 30 30
Understanding the impact of monetary policy announcements: The importance of language and surprises 0 0 0 47 1 2 12 151
Volatility Spillovers among Cryptocurrencies 0 0 1 7 0 3 20 45
When news travels: The role of sentiment in CME Nikkei futures returns 0 2 2 2 6 11 11 11
“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty 0 2 2 21 3 8 18 83
Total Journal Articles 26 68 230 1,349 296 676 2,074 6,629


Statistics updated 2026-05-06