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 1 1 45 0 2 39 485
Non-Standard Errors 0 1 1 28 0 2 19 173
Nonstandard Errors 0 0 0 0 0 3 21 24
Nonstandard Errors 0 0 0 0 1 2 26 37
Nonstandard Errors 0 0 1 4 0 3 25 48
Nonstandard errors 0 1 1 13 0 3 28 84
Total Working Papers 0 3 4 90 1 15 158 851
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 1 2 9 127
(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets 0 0 0 18 0 1 15 107
30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements 0 0 1 10 0 1 18 70
A game theory model of regulatory response to insider trading 0 0 0 5 0 3 16 32
A test of through-the-cycle ratings: Moody’s response to COVID-19 0 0 0 0 0 1 15 15
Are stablecoins the money market mutual funds of the future? 0 1 1 3 1 3 41 52
Asymmetric volatility response to news sentiment in gold futures 0 0 1 25 1 3 21 141
Better the devil you know: The influence of political incumbency on Australian financial market uncertainty 0 0 0 16 0 0 17 101
Bitcoin as a safe haven: Is it even worth considering? 0 0 9 84 2 2 49 283
Bond futures and order imbalance 1 1 1 15 1 2 11 87
Classification of RBA monetary policy announcements using ChatGPT 0 0 2 8 0 2 31 59
Commodity market volatility in the presence of U.S. and Chinese macroeconomic news 0 0 0 5 0 4 20 52
Cryptocurrency as an alternative inflation hedge? 0 1 6 10 3 8 60 76
Digging deeper - Is bitcoin digital gold? A mining perspective 0 0 3 9 1 3 71 97
Does more complex language in FOMC decisions impact financial markets? 0 0 0 17 0 0 22 96
Does national culture affect cash holdings of social enterprises? Evidence from microfinance institutions 0 0 0 0 0 0 0 0
Effect of investor fear on Australian financial markets 0 0 1 4 0 0 6 31
Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework 0 0 1 7 4 8 17 55
Examining the relationship between policy uncertainty and market uncertainty across the G7 0 0 2 20 1 1 33 91
FX Market Returns and Their Relationship to Investor Fear 0 0 0 4 0 0 10 49
Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis 0 0 5 14 3 5 45 74
Geopolitical risk and volatility spillovers in oil and stock markets 2 5 26 58 6 14 142 290
Hedging geopolitical risk with precious metals 2 7 41 150 28 50 256 617
How is Trading Behavior in Commodity Futures Affected by the 52-Week High and Low? 0 0 1 1 3 7 15 15
IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA 0 0 2 18 0 0 19 77
Investigating proxies for retail investor attention in financial markets 0 0 2 3 2 6 28 32
Investor attention and cryptocurrency price crash risk: a quantile regression approach 0 0 3 10 0 2 13 43
Investor attention and global market returns during the COVID-19 crisis 1 3 12 68 3 8 72 313
Investor attention and the response of US stock market sectors to the COVID-19 crisis 0 0 2 18 0 1 19 65
Investor attention in cryptocurrency markets 1 3 10 39 9 18 65 189
Lost in translation. When sentiment metrics for one market are derived from two different languages 0 0 2 3 2 5 24 30
Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? 0 0 3 9 5 8 40 70
Melancholia and Japanese stock returns – 2003 to 2012 0 0 1 6 0 0 10 128
National culture and environmental management activism of microfinance institutions 0 0 0 0 0 2 2 2
News sentiment and bank credit risk 0 0 1 39 0 1 19 183
News sentiment and the investor fear gauge 1 1 13 67 2 5 60 253
News sentiment in the gold futures market 0 0 7 72 10 16 60 338
Non-scheduled news arrival and high-frequency stock market dynamics 0 0 0 9 1 2 13 68
Nonstandard Errors 0 1 7 46 5 16 58 196
One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns 0 0 0 25 0 1 16 107
One session options: Playing the announcement lottery? 0 0 0 0 1 1 10 16
Order aggressiveness of different broker-types in response to monetary policy news 0 0 0 3 0 1 14 40
Policy uncertainty in Australian financial markets 0 0 0 5 0 0 9 29
Political uncertainty and financial market uncertainty in an Australian context 0 0 3 48 1 2 24 193
Predicting serial credit rating downgrades 0 0 0 0 3 11 18 18
Reaction to nonscheduled news during financial crisis: Australian evidence 0 0 0 4 1 3 9 29
Risk-on/Risk-off: Financial market response to investor fear 0 0 1 19 1 4 19 95
Short interest and the stock market relation with news sentiment from traditional and social media sources 0 0 0 1 0 2 17 29
Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market 0 0 0 10 0 1 10 52
Spreading the fear: The central role of CBOE VIX in global stock market uncertainty 0 0 4 13 0 0 20 45
Stock market liquidity during crisis periods: Australian evidence 0 0 0 2 1 3 15 22
The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach 0 0 0 8 0 1 8 50
The Validity of Investor Sentiment Proxies 0 0 0 25 1 1 14 123
The effect of currency risk on crypto asset utilization in Türkiye 0 1 5 6 3 5 67 70
The effect of treasury auctions on 10‐year Treasury note futures 0 0 3 21 4 11 67 139
The importance of belief dispersion in the response of gold futures to macroeconomic announcements 1 1 5 14 8 18 47 111
The importance of fear: investor sentiment and stock market returns 0 1 4 47 0 6 36 146
The influence of FOMC member characteristics on the monetary policy decision-making process 0 0 1 39 0 1 23 215
The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets 2 2 3 26 4 8 21 111
The influence of policy uncertainty on exchange rate forecasting 0 0 0 6 0 2 20 38
The influence of uncertainty on commodity futures returns and trading behaviour 0 0 3 4 0 4 39 51
The relationship between financial asset returns and the well-being of US households 0 0 0 2 0 0 6 28
The relevance of dark trading for information acquisition in the German stock market 0 0 0 1 0 0 15 16
The role of political uncertainty in Australian financial markets 0 0 0 11 0 0 8 51
Time-variation in the impact of news sentiment 0 0 1 25 0 1 14 118
Time-varying relationship of news sentiment, implied volatility and stock returns 0 0 2 11 2 6 40 84
Trading Behavior and Monetary Policy News 0 0 0 6 0 2 10 25
Trading Behavior in Agricultural Commodity Futures around the 52-Week High 0 0 1 1 2 4 23 31
Trading behavior in S&P 500 index futures 0 0 0 5 1 3 21 49
Trading behavior in S&P 500 index futures 0 0 1 31 2 4 19 115
Trading behavior in bitcoin futures: Following the “smart money” 0 0 4 14 5 9 50 75
U.S. Presidential news coverage: Risk, uncertainty and stocks 0 0 2 3 1 3 33 36
Understanding the impact of monetary policy announcements: The importance of language and surprises 0 0 0 47 0 1 15 155
Volatility Spillovers among Cryptocurrencies 0 0 0 7 0 1 23 50
When news travels: The role of sentiment in CME Nikkei futures returns 1 1 3 3 2 7 29 29
“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty 0 0 2 21 0 2 19 86
Total Journal Articles 12 29 214 1,424 137 339 2,290 7,281


Statistics updated 2026-10-11