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 1 27 4 7 27 161
Non-Standard Errors 0 0 2 44 6 12 35 458
Nonstandard Errors 0 0 0 0 4 11 22 22
Nonstandard Errors 1 1 4 4 4 10 25 33
Nonstandard Errors 0 0 0 0 6 11 14 14
Nonstandard errors 0 0 1 12 3 7 28 63
Total Working Papers 1 1 8 87 27 58 151 751
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 1 6 7 98
(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 0 1 5 53
A game theory model of regulatory response to insider trading 0 0 1 5 0 3 6 19
Are stablecoins the money market mutual funds of the future? 0 0 2 2 3 11 18 22
Asymmetric volatility response to news sentiment in gold futures 0 0 0 24 0 5 7 125
Better the devil you know: The influence of political incumbency on Australian financial market uncertainty 0 0 0 16 0 2 5 86
Bitcoin as a safe haven: Is it even worth considering? 0 1 8 76 11 21 64 255
Bond futures and order imbalance 0 0 0 14 2 5 10 81
Classification of RBA monetary policy announcements using ChatGPT 0 0 1 6 4 9 20 37
Commodity market volatility in the presence of U.S. and Chinese macroeconomic news 0 0 0 5 1 4 8 36
Cryptocurrency as an alternative inflation hedge? 0 2 6 6 7 13 29 29
Digging deeper - Is bitcoin digital gold? A mining perspective 0 1 5 7 23 36 57 62
Does more complex language in FOMC decisions impact financial markets? 0 0 0 17 5 6 8 80
Effect of investor fear on Australian financial markets 0 1 1 4 1 5 10 30
Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework 0 0 0 6 0 2 4 40
Examining the relationship between policy uncertainty and market uncertainty across the G7 0 0 0 18 1 4 9 62
FX Market Returns and Their Relationship to Investor Fear 0 0 0 4 0 2 4 41
Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis 0 3 8 12 5 14 30 43
Geopolitical risk and volatility spillovers in oil and stock markets 1 4 15 36 3 25 87 173
Hedging geopolitical risk with precious metals 5 12 38 121 41 78 151 439
How is Trading Behavior in Commodity Futures Affected by the 52-Week High and Low? 0 0 0 0 0 3 3 3
IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA 0 0 0 16 1 2 3 60
Investigating proxies for retail investor attention in financial markets 0 0 1 1 3 6 10 10
Investor attention and cryptocurrency price crash risk: a quantile regression approach 1 1 3 8 1 2 10 32
Investor attention and global market returns during the COVID-19 crisis 0 2 9 58 6 20 68 261
Investor attention and the response of US stock market sectors to the COVID-19 crisis 0 0 0 16 2 5 6 51
Investor attention in cryptocurrency markets 1 3 10 32 2 13 42 137
Lost in translation. When sentiment metrics for one market are derived from two different languages 0 0 1 1 1 4 8 10
Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? 0 1 1 7 1 4 5 34
Melancholia and Japanese stock returns – 2003 to 2012 0 0 0 5 1 3 4 121
News sentiment and bank credit risk 0 0 3 38 4 6 21 170
News sentiment and the investor fear gauge 0 3 12 57 13 24 56 217
News sentiment in the gold futures market 2 4 8 69 5 18 44 296
Non-scheduled news arrival and high-frequency stock market dynamics 0 0 0 9 0 4 6 59
Nonstandard Errors 1 3 16 42 5 18 65 156
One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns 0 0 1 25 6 7 11 98
One session options: Playing the announcement lottery? 0 0 0 0 0 3 3 9
Order aggressiveness of different broker-types in response to monetary policy news 0 0 0 3 1 2 4 28
Policy uncertainty in Australian financial markets 0 0 1 5 1 3 4 23
Political uncertainty and financial market uncertainty in an Australian context 0 1 9 46 4 10 34 179
Reaction to nonscheduled news during financial crisis: Australian evidence 0 0 0 4 0 2 2 22
Risk-on/Risk-off: Financial market response to investor fear 0 0 1 18 1 3 8 79
Short interest and the stock market relation with news sentiment from traditional and social media sources 0 0 0 1 0 3 6 15
Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market 0 0 1 10 1 3 5 45
Spreading the fear: The central role of CBOE VIX in global stock market uncertainty 0 0 2 9 0 3 9 28
Stock market liquidity during crisis periods: Australian evidence 0 0 2 2 0 1 8 8
The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach 0 0 0 8 0 4 7 46
The Validity of Investor Sentiment Proxies 0 0 0 25 1 3 3 112
The effect of currency risk on crypto asset utilization in Türkiye 0 2 3 3 35 41 44 44
The effect of treasury auctions on 10‐year Treasury note futures 1 2 5 20 10 17 34 89
The importance of belief dispersion in the response of gold futures to macroeconomic announcements 0 1 2 10 2 6 7 70
The importance of fear: investor sentiment and stock market returns 0 0 9 43 2 8 32 118
The influence of FOMC member characteristics on the monetary policy decision-making process 0 0 1 38 0 6 13 198
The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets 0 0 0 23 0 5 6 95
The influence of policy uncertainty on exchange rate forecasting 0 0 0 6 2 5 8 23
The influence of uncertainty on commodity futures returns and trading behaviour 0 1 2 2 5 11 23 23
The relationship between financial asset returns and the well-being of US households 0 0 0 2 0 1 3 23
The relevance of dark trading for information acquisition in the German stock market 0 0 1 1 1 4 5 5
The role of political uncertainty in Australian financial markets 0 0 0 11 0 3 5 46
Time-variation in the impact of news sentiment 0 0 3 24 5 7 13 111
Time-varying relationship of news sentiment, implied volatility and stock returns 0 0 2 9 7 10 22 54
Trading Behavior and Monetary Policy News 0 0 0 6 2 4 7 19
Trading Behavior in Agricultural Commodity Futures around the 52-Week High 0 1 1 1 8 11 14 19
Trading behavior in S&P 500 index futures 0 0 1 5 1 3 7 31
Trading behavior in S&P 500 index futures 0 0 1 30 1 3 6 99
Trading behavior in bitcoin futures: Following the “smart money” 1 2 2 12 7 9 17 34
U.S. Presidential news coverage: Risk, uncertainty and stocks 1 1 2 2 5 10 13 13
Understanding the impact of monetary policy announcements: The importance of language and surprises 0 0 0 47 1 4 7 144
Volatility Spillovers among Cryptocurrencies 0 0 2 7 2 9 12 36
When news travels: The role of sentiment in CME Nikkei futures returns 0 0 0 0 0 0 0 0
“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty 0 0 0 19 2 4 6 71
Total Journal Articles 14 52 204 1,262 266 613 1,304 5,604

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Statistics updated 2026-01-09