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 2 44 2 6 34 446
Non-Standard Errors 0 0 1 27 2 4 30 154
Nonstandard Errors 0 0 0 0 1 1 3 3
Nonstandard Errors 0 0 0 0 5 6 11 11
Nonstandard Errors 0 0 3 3 3 3 23 23
Nonstandard errors 1 1 2 12 4 9 28 56
Total Working Papers 1 1 8 86 17 29 129 693
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 1 6 118
(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets 0 0 0 18 0 1 3 92
30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements 0 0 1 9 1 1 5 52
A game theory model of regulatory response to insider trading 0 0 2 5 0 1 4 16
Are stablecoins the money market mutual funds of the future? 2 2 2 2 3 4 11 11
Asymmetric volatility response to news sentiment in gold futures 0 0 0 24 0 0 3 120
Better the devil you know: The influence of political incumbency on Australian financial market uncertainty 0 0 1 16 0 1 5 84
Bitcoin as a safe haven: Is it even worth considering? 0 2 15 75 1 17 54 234
Bond futures and order imbalance 0 0 0 14 1 1 5 76
Classification of RBA monetary policy announcements using ChatGPT 0 0 1 6 0 2 11 28
Commodity market volatility in the presence of U.S. and Chinese macroeconomic news 0 0 0 5 0 0 5 32
Cryptocurrency as an alternative inflation hedge? 0 1 4 4 3 11 16 16
Digging deeper - Is bitcoin digital gold? A mining perspective 0 0 4 6 5 9 23 26
Does more complex language in FOMC decisions impact financial markets? 0 0 0 17 0 1 3 74
Effect of investor fear on Australian financial markets 0 0 0 3 2 3 5 25
Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework 0 0 0 6 1 1 2 38
Examining the relationship between policy uncertainty and market uncertainty across the G7 0 0 1 18 2 3 7 58
FX Market Returns and Their Relationship to Investor Fear 0 0 0 4 1 2 2 39
Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis 0 1 5 9 1 4 19 29
Geopolitical risk and volatility spillovers in oil and stock markets 1 6 14 32 7 22 77 148
Hedging geopolitical risk with precious metals 2 10 31 109 7 29 91 361
How is Trading Behavior in Commodity Futures Affected by the 52-Week High and Low? 0 0 0 0 0 0 0 0
IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA 0 0 0 16 1 1 2 58
Investigating proxies for retail investor attention in financial markets 0 1 1 1 0 2 4 4
Investor attention and cryptocurrency price crash risk: a quantile regression approach 1 1 3 7 1 4 12 30
Investor attention and global market returns during the COVID-19 crisis 0 3 8 56 3 13 60 241
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 1 3 7 29 1 7 32 124
Lost in translation. When sentiment metrics for one market are derived from two different languages 0 0 1 1 0 1 4 6
Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? 0 0 0 6 1 1 2 30
Melancholia and Japanese stock returns – 2003 to 2012 0 0 0 5 0 1 1 118
News sentiment and bank credit risk 0 0 4 38 0 2 16 164
News sentiment and the investor fear gauge 2 3 10 54 3 12 35 193
News sentiment in the gold futures market 0 1 6 65 3 12 33 278
Non-scheduled news arrival and high-frequency stock market dynamics 0 0 0 9 1 2 3 55
Nonstandard Errors 1 1 23 39 4 11 88 138
One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns 0 0 1 25 0 1 4 91
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 4 26
Policy uncertainty in Australian financial markets 0 1 1 5 0 1 1 20
Political uncertainty and financial market uncertainty in an Australian context 2 2 9 45 7 10 25 169
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 0 3 6 76
Short interest and the stock market relation with news sentiment from traditional and social media sources 0 0 0 1 0 0 3 12
Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market 0 1 2 10 0 1 4 42
Spreading the fear: The central role of CBOE VIX in global stock market uncertainty 0 1 2 9 1 3 8 25
Stock market liquidity during crisis periods: Australian evidence 0 1 2 2 1 2 7 7
The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach 0 0 0 8 0 2 4 42
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 0 1 1 0 1 3 3
The effect of treasury auctions on 10‐year Treasury note futures 1 2 4 18 2 6 21 72
The importance of belief dispersion in the response of gold futures to macroeconomic announcements 0 1 1 9 0 1 2 64
The importance of fear: investor sentiment and stock market returns 0 2 14 43 1 5 35 110
The influence of FOMC member characteristics on the monetary policy decision-making process 0 0 2 38 1 2 9 192
The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets 0 0 0 23 1 1 2 90
The influence of policy uncertainty on exchange rate forecasting 0 0 2 6 0 2 6 18
The influence of uncertainty on commodity futures returns and trading behaviour 1 1 1 1 5 9 12 12
The relationship between financial asset returns and the well-being of US households 0 0 0 2 1 1 2 22
The relevance of dark trading for information acquisition in the German stock market 0 0 1 1 0 0 1 1
The role of political uncertainty in Australian financial markets 0 0 0 11 0 0 2 43
Time-variation in the impact of news sentiment 0 1 3 24 0 2 8 104
Time-varying relationship of news sentiment, implied volatility and stock returns 0 2 2 9 2 6 13 44
Trading Behavior and Monetary Policy News 0 0 0 6 0 1 4 15
Trading Behavior in Agricultural Commodity Futures around the 52-Week High 0 0 0 0 2 2 3 8
Trading behavior in S&P 500 index futures 0 1 1 5 1 2 4 28
Trading behavior in S&P 500 index futures 1 1 1 30 1 1 3 96
Trading behavior in bitcoin futures: Following the “smart money” 0 0 0 10 0 2 8 25
U.S. Presidential news coverage: Risk, uncertainty and stocks 1 1 1 1 2 3 3 3
Understanding the impact of monetary policy announcements: The importance of language and surprises 0 0 2 47 1 1 6 140
Volatility Spillovers among Cryptocurrencies 0 0 2 7 0 1 3 27
“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty 0 0 1 19 0 1 3 67
Total Journal Articles 16 53 202 1,210 82 256 874 4,991


Statistics updated 2025-10-06