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 2 3 44 2 7 42 440
Non-Standard Errors 0 0 1 27 3 5 28 150
Nonstandard Errors 0 0 0 0 5 5 5 5
Nonstandard Errors 0 0 0 0 2 2 2 2
Nonstandard Errors 0 1 3 3 0 6 20 20
Nonstandard errors 0 0 5 11 2 3 33 47
Total Working Papers 0 3 12 85 14 28 130 664
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 1 20 1 2 6 117
(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets 0 0 0 18 0 0 3 91
30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements 0 1 1 9 0 3 5 51
A game theory model of regulatory response to insider trading 0 0 2 5 1 1 4 15
Are stablecoins the money market mutual funds of the future? 0 0 0 0 1 2 7 7
Asymmetric volatility response to news sentiment in gold futures 0 0 0 24 0 2 4 120
Better the devil you know: The influence of political incumbency on Australian financial market uncertainty 0 0 1 16 0 0 5 83
Bitcoin as a safe haven: Is it even worth considering? 1 4 15 73 3 17 42 217
Bond futures and order imbalance 0 0 0 14 0 3 6 75
Classification of RBA monetary policy announcements using ChatGPT 0 1 2 6 2 6 17 26
Commodity market volatility in the presence of U.S. and Chinese macroeconomic news 0 0 0 5 0 2 6 32
Cryptocurrency as an alternative inflation hedge? 1 3 3 3 2 5 5 5
Digging deeper - Is bitcoin digital gold? A mining perspective 0 2 6 6 2 8 17 17
Does more complex language in FOMC decisions impact financial markets? 0 0 1 17 0 0 4 73
Effect of investor fear on Australian financial markets 0 0 0 3 0 1 2 22
Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework 0 0 0 6 0 0 1 37
Examining the relationship between policy uncertainty and market uncertainty across the G7 0 0 2 18 0 0 6 55
FX Market Returns and Their Relationship to Investor Fear 0 0 1 4 0 0 1 37
Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis 1 2 4 8 2 7 17 25
Geopolitical risk and volatility spillovers in oil and stock markets 1 3 9 26 7 29 61 126
Hedging geopolitical risk with precious metals 3 9 26 99 10 29 80 332
IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA 0 0 0 16 0 0 1 57
Investigating proxies for retail investor attention in financial markets 0 0 0 0 1 2 2 2
Investor attention and cryptocurrency price crash risk: a quantile regression approach 0 0 2 6 1 1 9 26
Investor attention and global market returns during the COVID-19 crisis 3 4 9 53 10 23 61 228
Investor attention and the response of US stock market sectors to the COVID-19 crisis 0 0 1 16 0 0 3 46
Investor attention in cryptocurrency markets 0 1 7 26 4 12 31 117
Lost in translation. When sentiment metrics for one market are derived from two different languages 1 1 1 1 1 2 3 5
Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? 0 0 0 6 0 0 2 29
Melancholia and Japanese stock returns – 2003 to 2012 0 0 0 5 0 0 0 117
News sentiment and bank credit risk 0 3 4 38 3 10 16 162
News sentiment and the investor fear gauge 0 4 9 51 3 15 31 181
News sentiment in the gold futures market 0 1 7 64 1 9 28 266
Non-scheduled news arrival and high-frequency stock market dynamics 0 0 0 9 0 0 1 53
Nonstandard Errors 1 7 29 38 4 17 107 127
One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns 0 0 1 25 0 1 3 90
One session options: Playing the announcement lottery? 0 0 0 0 0 0 1 6
Order aggressiveness of different broker-types in response to monetary policy news 0 0 0 3 0 0 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 3 4 9 43 5 10 17 159
Reaction to nonscheduled news during financial crisis: Australian evidence 0 0 0 4 0 0 1 20
Risk-on/Risk-off: Financial market response to investor fear 0 0 1 18 1 1 4 73
Short interest and the stock market relation with news sentiment from traditional and social media sources 0 0 0 1 0 1 3 12
Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market 0 0 2 9 0 0 4 41
Spreading the fear: The central role of CBOE VIX in global stock market uncertainty 0 0 1 8 1 2 5 22
Stock market liquidity during crisis periods: Australian evidence 0 1 1 1 0 5 5 5
The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach 0 0 1 8 0 1 3 40
The Validity of Investor Sentiment Proxies 0 0 0 25 0 0 1 109
The effect of currency risk on crypto asset utilization in Türkiye 0 1 1 1 1 2 2 2
The effect of treasury auctions on 10‐year Treasury note futures 0 1 6 16 3 7 21 66
The importance of belief dispersion in the response of gold futures to macroeconomic announcements 0 0 1 8 0 0 2 63
The importance of fear: investor sentiment and stock market returns 0 3 16 41 3 10 39 105
The influence of FOMC member characteristics on the monetary policy decision-making process 0 1 2 38 0 1 7 190
The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets 0 0 0 23 0 0 1 89
The influence of policy uncertainty on exchange rate forecasting 0 0 3 6 0 0 5 16
The influence of uncertainty on commodity futures returns and trading behaviour 0 0 0 0 1 3 3 3
The relationship between financial asset returns and the well-being of US households 0 0 0 2 0 0 1 21
The relevance of dark trading for information acquisition in the German stock market 1 1 1 1 1 1 1 1
The role of political uncertainty in Australian financial markets 0 0 0 11 1 2 2 43
Time-variation in the impact of news sentiment 0 1 2 23 0 1 6 102
Time-varying relationship of news sentiment, implied volatility and stock returns 0 0 0 7 0 0 8 38
Trading Behavior and Monetary Policy News 0 0 0 6 0 1 3 14
Trading Behavior in Agricultural Commodity Futures around the 52-Week High 0 0 0 0 0 0 1 6
Trading behavior in S&P 500 index futures 0 0 1 29 0 1 6 95
Trading behavior in S&P 500 index futures 0 0 1 4 0 1 3 26
Trading behavior in bitcoin futures: Following the “smart money” 0 0 1 10 1 3 7 23
U.S. Presidential news coverage: Risk, uncertainty and stocks 0 0 0 0 0 0 0 0
Understanding the impact of monetary policy announcements: The importance of language and surprises 0 0 2 47 0 1 6 139
Volatility Spillovers among Cryptocurrencies 0 1 2 7 0 1 2 26
“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty 0 0 1 19 1 1 2 66
Total Journal Articles 16 60 200 1,157 78 265 776 4,735

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04