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 0 5 21 168
Non-Standard Errors 0 0 0 44 5 11 43 481
Nonstandard Errors 0 0 0 0 3 12 35 35
Nonstandard Errors 0 0 0 0 1 4 20 20
Nonstandard Errors 0 0 1 4 1 5 24 44
Nonstandard errors 0 0 1 12 0 8 34 79
Total Working Papers 0 0 2 87 10 45 177 827
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 4 15 106
(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets 0 0 0 20 0 4 9 125
30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements 0 0 1 10 4 9 18 69
A game theory model of regulatory response to insider trading 0 0 0 5 1 4 15 29
A test of through-the-cycle ratings: Moody’s response to COVID-19 0 0 0 0 4 11 14 14
Are stablecoins the money market mutual funds of the future? 0 0 2 2 2 13 40 46
Asymmetric volatility response to news sentiment in gold futures 0 0 0 24 1 4 15 135
Better the devil you know: The influence of political incumbency on Australian financial market uncertainty 0 0 0 16 1 7 16 99
Bitcoin as a safe haven: Is it even worth considering? 0 3 9 81 3 13 64 278
Bond futures and order imbalance 0 0 0 14 0 1 10 85
Classification of RBA monetary policy announcements using ChatGPT 1 2 2 8 1 10 31 55
Commodity market volatility in the presence of U.S. and Chinese macroeconomic news 0 0 0 5 1 5 15 47
Cryptocurrency as an alternative inflation hedge? 0 1 6 8 5 19 60 63
Digging deeper - Is bitcoin digital gold? A mining perspective 1 1 3 9 2 13 78 93
Does more complex language in FOMC decisions impact financial markets? 0 0 0 17 1 6 21 94
Effect of investor fear on Australian financial markets 0 0 1 4 0 1 9 31
Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework 1 1 1 7 1 6 10 47
Examining the relationship between policy uncertainty and market uncertainty across the G7 0 1 2 20 1 10 26 81
FX Market Returns and Their Relationship to Investor Fear 0 0 0 4 0 0 11 48
Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis 1 2 7 14 11 16 44 67
Geopolitical risk and volatility spillovers in oil and stock markets 5 13 25 50 19 66 140 259
Hedging geopolitical risk with precious metals 4 11 43 139 33 69 227 549
How is Trading Behavior in Commodity Futures Affected by the 52-Week High and Low? 0 0 1 1 0 1 8 8
IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA 0 1 1 17 1 8 18 75
Investigating proxies for retail investor attention in financial markets 1 1 3 3 1 8 24 25
Investor attention and cryptocurrency price crash risk: a quantile regression approach 0 0 4 10 0 2 15 40
Investor attention and global market returns during the COVID-19 crisis 2 4 15 65 11 23 81 299
Investor attention and the response of US stock market sectors to the COVID-19 crisis 0 1 2 18 1 5 18 64
Investor attention in cryptocurrency markets 0 2 10 36 3 14 55 168
Lost in translation. When sentiment metrics for one market are derived from two different languages 0 0 2 2 0 7 20 24
Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? 1 2 3 9 3 13 33 62
Melancholia and Japanese stock returns – 2003 to 2012 0 0 0 5 1 1 10 127
News sentiment and bank credit risk 0 0 1 39 2 5 23 182
News sentiment and the investor fear gauge 1 7 15 66 3 18 67 245
News sentiment in the gold futures market 0 0 7 71 3 15 55 320
Non-scheduled news arrival and high-frequency stock market dynamics 0 0 0 9 0 3 13 66
Nonstandard Errors 0 2 7 44 0 9 53 176
One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns 0 0 0 25 0 2 16 106
One session options: Playing the announcement lottery? 0 0 0 0 0 2 9 15
Order aggressiveness of different broker-types in response to monetary policy news 0 0 0 3 0 3 13 39
Policy uncertainty in Australian financial markets 0 0 1 5 1 3 8 27
Political uncertainty and financial market uncertainty in an Australian context 2 2 8 48 2 6 37 191
Predicting serial credit rating downgrades 0 0 0 0 0 6 6 6
Reaction to nonscheduled news during financial crisis: Australian evidence 0 0 0 4 0 2 6 26
Risk-on/Risk-off: Financial market response to investor fear 0 1 1 19 2 7 19 91
Short interest and the stock market relation with news sentiment from traditional and social media sources 0 0 0 1 0 8 14 26
Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market 0 0 1 10 0 2 10 51
Spreading the fear: The central role of CBOE VIX in global stock market uncertainty 3 4 5 13 3 10 24 45
Stock market liquidity during crisis periods: Australian evidence 0 0 1 2 1 3 12 17
The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach 0 0 0 8 0 1 9 49
The Validity of Investor Sentiment Proxies 0 0 0 25 0 4 12 121
The effect of currency risk on crypto asset utilization in Türkiye 0 1 3 4 3 12 63 64
The effect of treasury auctions on 10‐year Treasury note futures 1 1 5 21 5 25 62 125
The importance of belief dispersion in the response of gold futures to macroeconomic announcements 0 2 4 12 5 14 27 90
The importance of fear: investor sentiment and stock market returns 0 1 5 46 4 9 35 137
The influence of FOMC member characteristics on the monetary policy decision-making process 0 0 1 39 3 11 23 213
The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets 0 0 1 24 0 3 12 101
The influence of policy uncertainty on exchange rate forecasting 0 0 0 6 1 5 20 36
The influence of uncertainty on commodity futures returns and trading behaviour 0 1 3 3 1 10 43 45
The relationship between financial asset returns and the well-being of US households 0 0 0 2 0 1 7 28
The relevance of dark trading for information acquisition in the German stock market 0 0 1 1 1 1 15 15
The role of political uncertainty in Australian financial markets 0 0 0 11 0 1 7 49
Time-variation in the impact of news sentiment 0 0 2 25 0 1 15 117
Time-varying relationship of news sentiment, implied volatility and stock returns 0 2 4 11 2 12 37 75
Trading Behavior and Monetary Policy News 0 0 0 6 0 0 9 23
Trading Behavior in Agricultural Commodity Futures around the 52-Week High 0 0 1 1 0 4 21 27
Trading behavior in S&P 500 index futures 0 0 1 5 2 11 20 46
Trading behavior in S&P 500 index futures 0 0 2 31 1 4 16 111
Trading behavior in bitcoin futures: Following the “smart money” 0 0 3 13 4 17 37 59
U.S. Presidential news coverage: Risk, uncertainty and stocks 1 1 3 3 2 10 32 32
Understanding the impact of monetary policy announcements: The importance of language and surprises 0 0 0 47 2 3 14 153
Volatility Spillovers among Cryptocurrencies 0 0 0 7 3 3 22 48
When news travels: The role of sentiment in CME Nikkei futures returns 0 1 2 2 6 15 17 17
“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty 0 1 2 21 0 5 18 83
Total Journal Articles 25 73 233 1,374 176 659 2,148 6,805

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Statistics updated 2026-06-04