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 6 8 32 452
Non-Standard Errors 0 0 1 27 2 5 30 157
Nonstandard Errors 0 0 0 0 4 12 18 18
Nonstandard Errors 0 0 3 3 2 9 26 29
Nonstandard Errors 0 0 0 0 0 6 8 8
Nonstandard errors 0 1 2 12 3 8 28 60
Total Working Papers 0 1 8 86 17 48 142 724
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 3 5 7 97
(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets 0 0 0 20 0 1 6 119
30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements 0 0 1 9 1 2 5 53
A game theory model of regulatory response to insider trading 0 0 2 5 1 3 7 19
Are stablecoins the money market mutual funds of the future? 0 2 2 2 3 11 19 19
Asymmetric volatility response to news sentiment in gold futures 0 0 0 24 3 5 7 125
Better the devil you know: The influence of political incumbency on Australian financial market uncertainty 0 0 1 16 2 2 6 86
Bitcoin as a safe haven: Is it even worth considering? 1 1 10 76 6 11 55 244
Bond futures and order imbalance 0 0 0 14 2 4 8 79
Classification of RBA monetary policy announcements using ChatGPT 0 0 1 6 3 5 16 33
Commodity market volatility in the presence of U.S. and Chinese macroeconomic news 0 0 0 5 1 3 7 35
Cryptocurrency as an alternative inflation hedge? 2 2 6 6 5 9 22 22
Digging deeper - Is bitcoin digital gold? A mining perspective 1 1 5 7 7 18 35 39
Does more complex language in FOMC decisions impact financial markets? 0 0 0 17 0 1 4 75
Effect of investor fear on Australian financial markets 1 1 1 4 3 6 9 29
Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework 0 0 0 6 0 3 4 40
Examining the relationship between policy uncertainty and market uncertainty across the G7 0 0 0 18 3 5 9 61
FX Market Returns and Their Relationship to Investor Fear 0 0 0 4 2 3 4 41
Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis 1 3 8 12 4 10 25 38
Geopolitical risk and volatility spillovers in oil and stock markets 2 4 14 35 13 29 87 170
Hedging geopolitical risk with precious metals 6 9 34 116 28 44 116 398
How is Trading Behavior in Commodity Futures Affected by the 52-Week High and Low? 0 0 0 0 2 3 3 3
IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA 0 0 0 16 0 2 2 59
Investigating proxies for retail investor attention in financial markets 0 0 1 1 1 3 7 7
Investor attention and cryptocurrency price crash risk: a quantile regression approach 0 1 2 7 1 2 9 31
Investor attention and global market returns during the COVID-19 crisis 2 2 9 58 11 17 68 255
Investor attention and the response of US stock market sectors to the COVID-19 crisis 0 0 1 16 2 3 5 49
Investor attention in cryptocurrency markets 1 3 9 31 8 12 41 135
Lost in translation. When sentiment metrics for one market are derived from two different languages 0 0 1 1 1 3 7 9
Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? 1 1 1 7 2 4 4 33
Melancholia and Japanese stock returns – 2003 to 2012 0 0 0 5 2 2 3 120
News sentiment and bank credit risk 0 0 3 38 2 2 17 166
News sentiment and the investor fear gauge 2 5 12 57 8 14 43 204
News sentiment in the gold futures market 1 2 6 67 8 16 40 291
Non-scheduled news arrival and high-frequency stock market dynamics 0 0 0 9 3 5 6 59
Nonstandard Errors 0 3 17 41 3 17 69 151
One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns 0 0 1 25 1 1 5 92
One session options: Playing the announcement lottery? 0 0 0 0 2 3 4 9
Order aggressiveness of different broker-types in response to monetary policy news 0 0 0 3 0 1 3 27
Policy uncertainty in Australian financial markets 0 0 1 5 1 2 3 22
Political uncertainty and financial market uncertainty in an Australian context 1 3 9 46 5 13 30 175
Reaction to nonscheduled news during financial crisis: Australian evidence 0 0 0 4 1 2 3 22
Risk-on/Risk-off: Financial market response to investor fear 0 0 1 18 2 2 7 78
Short interest and the stock market relation with news sentiment from traditional and social media sources 0 0 0 1 2 3 6 15
Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market 0 0 1 10 1 2 4 44
Spreading the fear: The central role of CBOE VIX in global stock market uncertainty 0 0 2 9 2 4 11 28
Stock market liquidity during crisis periods: Australian evidence 0 0 2 2 1 2 8 8
The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach 0 0 0 8 3 4 7 46
The Validity of Investor Sentiment Proxies 0 0 0 25 1 2 3 111
The effect of currency risk on crypto asset utilization in Türkiye 1 2 3 3 2 6 9 9
The effect of treasury auctions on 10‐year Treasury note futures 0 2 4 19 4 9 25 79
The importance of belief dispersion in the response of gold futures to macroeconomic announcements 1 1 2 10 4 4 5 68
The importance of fear: investor sentiment and stock market returns 0 0 10 43 6 7 31 116
The influence of FOMC member characteristics on the monetary policy decision-making process 0 0 1 38 2 7 13 198
The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets 0 0 0 23 4 6 6 95
The influence of policy uncertainty on exchange rate forecasting 0 0 0 6 2 3 6 21
The influence of uncertainty on commodity futures returns and trading behaviour 0 2 2 2 3 11 18 18
The relationship between financial asset returns and the well-being of US households 0 0 0 2 1 2 3 23
The relevance of dark trading for information acquisition in the German stock market 0 0 1 1 0 3 4 4
The role of political uncertainty in Australian financial markets 0 0 0 11 2 3 5 46
Time-variation in the impact of news sentiment 0 0 3 24 1 2 8 106
Time-varying relationship of news sentiment, implied volatility and stock returns 0 0 2 9 2 5 15 47
Trading Behavior and Monetary Policy News 0 0 0 6 1 2 6 17
Trading Behavior in Agricultural Commodity Futures around the 52-Week High 0 1 1 1 1 5 6 11
Trading behavior in S&P 500 index futures 0 1 1 30 2 3 5 98
Trading behavior in S&P 500 index futures 0 0 1 5 0 3 6 30
Trading behavior in bitcoin futures: Following the “smart money” 0 1 1 11 1 2 10 27
U.S. Presidential news coverage: Risk, uncertainty and stocks 0 1 1 1 2 7 8 8
Understanding the impact of monetary policy announcements: The importance of language and surprises 0 0 0 47 2 4 6 143
Volatility Spillovers among Cryptocurrencies 0 0 2 7 5 7 10 34
“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty 0 0 0 19 1 2 4 69
Total Journal Articles 24 54 199 1,248 214 429 1,085 5,338


Statistics updated 2025-12-06