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 3 20 171
Non-Standard Errors 0 0 0 44 1 8 44 484
Nonstandard Errors 0 0 0 0 0 3 30 35
Nonstandard Errors 0 0 0 0 3 5 22 24
Nonstandard Errors 0 0 1 4 2 4 27 47
Nonstandard errors 0 0 1 12 1 3 31 82
Total Working Papers 0 0 2 87 7 26 174 843
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 0 0 7 125
(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets 0 0 0 18 1 3 15 107
30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements 0 0 1 10 0 4 18 69
A game theory model of regulatory response to insider trading 0 0 0 5 2 3 15 31
A test of through-the-cycle ratings: Moody’s response to COVID-19 0 0 0 0 0 4 14 14
Are stablecoins the money market mutual funds of the future? 0 0 2 2 1 6 43 50
Asymmetric volatility response to news sentiment in gold futures 0 1 1 25 0 4 18 138
Better the devil you know: The influence of political incumbency on Australian financial market uncertainty 0 0 0 16 0 3 18 101
Bitcoin as a safe haven: Is it even worth considering? 0 3 10 84 0 6 52 281
Bond futures and order imbalance 0 0 0 14 0 0 10 85
Classification of RBA monetary policy announcements using ChatGPT 0 1 2 8 1 4 32 58
Commodity market volatility in the presence of U.S. and Chinese macroeconomic news 0 0 0 5 2 4 18 50
Cryptocurrency as an alternative inflation hedge? 1 2 7 10 3 13 64 71
Digging deeper - Is bitcoin digital gold? A mining perspective 0 1 3 9 0 3 76 94
Does more complex language in FOMC decisions impact financial markets? 0 0 0 17 0 3 23 96
Effect of investor fear on Australian financial markets 0 0 1 4 0 0 9 31
Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework 0 1 1 7 1 2 11 48
Examining the relationship between policy uncertainty and market uncertainty across the G7 0 0 2 20 0 10 35 90
FX Market Returns and Their Relationship to Investor Fear 0 0 0 4 0 1 12 49
Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis 0 1 5 14 1 14 43 70
Geopolitical risk and volatility spillovers in oil and stock markets 0 8 25 53 3 39 144 279
Hedging geopolitical risk with precious metals 1 9 40 144 4 55 228 571
How is Trading Behavior in Commodity Futures Affected by the 52-Week High and Low? 0 0 1 1 3 3 11 11
IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA 0 1 2 18 0 3 20 77
Investigating proxies for retail investor attention in financial markets 0 1 2 3 1 3 23 27
Investor attention and cryptocurrency price crash risk: a quantile regression approach 0 0 4 10 0 1 15 41
Investor attention and global market returns during the COVID-19 crisis 1 3 12 66 1 18 77 306
Investor attention and the response of US stock market sectors to the COVID-19 crisis 0 0 2 18 1 2 19 65
Investor attention in cryptocurrency markets 1 1 10 37 4 10 54 175
Lost in translation. When sentiment metrics for one market are derived from two different languages 0 1 2 3 1 2 21 26
Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? 0 1 3 9 2 5 35 64
Melancholia and Japanese stock returns – 2003 to 2012 0 1 1 6 0 2 11 128
National culture and environmental management activism of microfinance institutions 0 0 0 0 2 2 2 2
News sentiment and bank credit risk 0 0 1 39 1 3 19 183
News sentiment and the investor fear gauge 0 1 14 66 0 6 64 248
News sentiment in the gold futures market 0 1 7 72 2 7 54 324
Non-scheduled news arrival and high-frequency stock market dynamics 0 0 0 9 0 0 13 66
Nonstandard Errors 1 2 8 46 5 9 53 185
One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns 0 0 0 25 1 1 16 107
One session options: Playing the announcement lottery? 0 0 0 0 0 0 9 15
Order aggressiveness of different broker-types in response to monetary policy news 0 0 0 3 0 0 13 39
Policy uncertainty in Australian financial markets 0 0 0 5 0 3 9 29
Political uncertainty and financial market uncertainty in an Australian context 0 2 5 48 1 3 31 192
Predicting serial credit rating downgrades 0 0 0 0 1 2 8 8
Reaction to nonscheduled news during financial crisis: Australian evidence 0 0 0 4 0 0 6 26
Risk-on/Risk-off: Financial market response to investor fear 0 0 1 19 2 4 18 93
Short interest and the stock market relation with news sentiment from traditional and social media sources 0 0 0 1 0 1 15 27
Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market 0 0 0 10 0 0 9 51
Spreading the fear: The central role of CBOE VIX in global stock market uncertainty 0 3 4 13 0 3 22 45
Stock market liquidity during crisis periods: Australian evidence 0 0 1 2 1 4 15 20
The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach 0 0 0 8 1 1 9 50
The Validity of Investor Sentiment Proxies 0 0 0 25 0 1 13 122
The effect of currency risk on crypto asset utilization in Türkiye 0 1 4 5 0 4 63 65
The effect of treasury auctions on 10‐year Treasury note futures 0 1 5 21 3 11 62 131
The importance of belief dispersion in the response of gold futures to macroeconomic announcements 0 1 5 13 4 12 34 97
The importance of fear: investor sentiment and stock market returns 1 1 6 47 3 10 38 143
The influence of FOMC member characteristics on the monetary policy decision-making process 0 0 1 39 0 4 23 214
The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets 0 0 1 24 2 4 16 105
The influence of policy uncertainty on exchange rate forecasting 0 0 0 6 2 3 20 38
The influence of uncertainty on commodity futures returns and trading behaviour 0 1 4 4 1 4 43 48
The relationship between financial asset returns and the well-being of US households 0 0 0 2 0 0 7 28
The relevance of dark trading for information acquisition in the German stock market 0 0 0 1 0 2 15 16
The role of political uncertainty in Australian financial markets 0 0 0 11 0 2 8 51
Time-variation in the impact of news sentiment 0 0 2 25 1 1 15 118
Time-varying relationship of news sentiment, implied volatility and stock returns 0 0 3 11 1 6 39 79
Trading Behavior and Monetary Policy News 0 0 0 6 2 2 11 25
Trading Behavior in Agricultural Commodity Futures around the 52-Week High 0 0 1 1 2 2 23 29
Trading behavior in S&P 500 index futures 0 0 2 31 2 3 18 113
Trading behavior in S&P 500 index futures 0 0 0 5 2 4 21 48
Trading behavior in bitcoin futures: Following the “smart money” 0 1 4 14 2 13 43 68
U.S. Presidential news coverage: Risk, uncertainty and stocks 0 1 3 3 2 5 34 35
Understanding the impact of monetary policy announcements: The importance of language and surprises 0 0 0 47 0 3 15 154
Volatility Spillovers among Cryptocurrencies 0 0 0 7 1 5 23 50
When news travels: The role of sentiment in CME Nikkei futures returns 0 0 2 2 1 12 23 23
“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty 0 0 2 21 1 2 19 85
Total Journal Articles 6 52 225 1,401 81 394 2,202 7,023


Statistics updated 2026-08-07