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 6 20 163
Non-Standard Errors 0 0 2 44 4 18 38 470
Nonstandard Errors 0 0 0 0 0 5 23 23
Nonstandard Errors 0 0 0 0 1 8 16 16
Nonstandard Errors 0 1 2 4 1 10 25 39
Nonstandard errors 0 0 1 12 2 11 28 71
Total Working Papers 0 1 5 87 8 58 150 782
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 5 11 102
(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets 0 0 0 20 0 2 6 121
30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements 0 1 2 10 1 7 12 60
A game theory model of regulatory response to insider trading 0 0 0 5 3 6 11 25
Are stablecoins the money market mutual funds of the future? 0 0 2 2 4 14 28 33
Asymmetric volatility response to news sentiment in gold futures 0 0 0 24 2 6 13 131
Better the devil you know: The influence of political incumbency on Australian financial market uncertainty 0 0 0 16 2 6 11 92
Bitcoin as a safe haven: Is it even worth considering? 0 2 9 78 4 21 68 265
Bond futures and order imbalance 0 0 0 14 2 5 12 84
Classification of RBA monetary policy announcements using ChatGPT 0 0 1 6 4 12 26 45
Commodity market volatility in the presence of U.S. and Chinese macroeconomic news 0 0 0 5 1 7 13 42
Cryptocurrency as an alternative inflation hedge? 1 1 7 7 6 22 44 44
Digging deeper - Is bitcoin digital gold? A mining perspective 1 1 5 8 8 41 74 80
Does more complex language in FOMC decisions impact financial markets? 0 0 0 17 3 13 15 88
Effect of investor fear on Australian financial markets 0 0 1 4 0 1 9 30
Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework 0 0 0 6 1 1 5 41
Examining the relationship between policy uncertainty and market uncertainty across the G7 0 1 1 19 2 10 16 71
FX Market Returns and Their Relationship to Investor Fear 0 0 0 4 3 7 11 48
Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis 0 0 6 12 1 13 35 51
Geopolitical risk and volatility spillovers in oil and stock markets 0 2 15 37 8 23 99 193
Hedging geopolitical risk with precious metals 4 12 42 128 18 82 184 480
How is Trading Behavior in Commodity Futures Affected by the 52-Week High and Low? 1 1 1 1 2 4 7 7
IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA 0 0 0 16 1 8 10 67
Investigating proxies for retail investor attention in financial markets 1 1 2 2 4 10 17 17
Investor attention and cryptocurrency price crash risk: a quantile regression approach 1 3 4 10 5 7 15 38
Investor attention and global market returns during the COVID-19 crisis 2 3 12 61 5 21 74 276
Investor attention and the response of US stock market sectors to the COVID-19 crisis 0 1 1 17 1 10 13 59
Investor attention in cryptocurrency markets 2 3 11 34 8 19 54 154
Lost in translation. When sentiment metrics for one market are derived from two different languages 0 1 2 2 2 8 14 17
Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? 0 0 1 7 8 16 20 49
Melancholia and Japanese stock returns – 2003 to 2012 0 0 0 5 0 6 9 126
News sentiment and bank credit risk 0 1 4 39 1 11 27 177
News sentiment and the investor fear gauge 1 2 13 59 5 23 63 227
News sentiment in the gold futures market 1 4 9 71 2 14 51 305
Non-scheduled news arrival and high-frequency stock market dynamics 0 0 0 9 1 4 10 63
Nonstandard Errors 0 1 11 42 6 16 61 167
One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns 0 0 0 25 4 12 15 104
One session options: Playing the announcement lottery? 0 0 0 0 0 4 7 13
Order aggressiveness of different broker-types in response to monetary policy news 0 0 0 3 1 9 10 36
Policy uncertainty in Australian financial markets 0 0 1 5 0 2 5 24
Political uncertainty and financial market uncertainty in an Australian context 0 0 8 46 0 10 38 185
Reaction to nonscheduled news during financial crisis: Australian evidence 0 0 0 4 1 2 4 24
Risk-on/Risk-off: Financial market response to investor fear 0 0 0 18 2 6 12 84
Short interest and the stock market relation with news sentiment from traditional and social media sources 0 0 0 1 1 3 9 18
Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market 0 0 1 10 1 5 8 49
Spreading the fear: The central role of CBOE VIX in global stock market uncertainty 0 0 2 9 2 7 16 35
Stock market liquidity during crisis periods: Australian evidence 0 0 2 2 1 6 14 14
The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach 0 0 0 8 2 2 9 48
The Validity of Investor Sentiment Proxies 0 0 0 25 0 6 8 117
The effect of currency risk on crypto asset utilization in Türkiye 0 0 3 3 1 43 52 52
The effect of treasury auctions on 10‐year Treasury note futures 0 1 5 20 4 21 43 100
The importance of belief dispersion in the response of gold futures to macroeconomic announcements 0 0 2 10 1 8 13 76
The importance of fear: investor sentiment and stock market returns 1 2 9 45 4 12 39 128
The influence of FOMC member characteristics on the monetary policy decision-making process 1 1 2 39 1 4 14 202
The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets 1 1 1 24 1 3 9 98
The influence of policy uncertainty on exchange rate forecasting 0 0 0 6 3 10 16 31
The influence of uncertainty on commodity futures returns and trading behaviour 0 0 2 2 5 17 35 35
The relationship between financial asset returns and the well-being of US households 0 0 0 2 2 4 7 27
The relevance of dark trading for information acquisition in the German stock market 0 0 1 1 2 10 14 14
The role of political uncertainty in Australian financial markets 0 0 0 11 1 2 7 48
Time-variation in the impact of news sentiment 0 1 3 25 0 10 16 116
Time-varying relationship of news sentiment, implied volatility and stock returns 0 0 2 9 7 16 26 63
Trading Behavior and Monetary Policy News 0 0 0 6 2 6 10 23
Trading Behavior in Agricultural Commodity Futures around the 52-Week High 0 0 1 1 3 12 17 23
Trading behavior in S&P 500 index futures 0 1 2 31 2 9 14 107
Trading behavior in S&P 500 index futures 0 0 1 5 0 5 10 35
Trading behavior in bitcoin futures: Following the “smart money” 0 2 3 13 2 15 22 42
U.S. Presidential news coverage: Risk, uncertainty and stocks 0 1 2 2 0 14 22 22
Understanding the impact of monetary policy announcements: The importance of language and surprises 0 0 0 47 1 7 13 150
Volatility Spillovers among Cryptocurrencies 0 0 1 7 3 11 20 45
When news travels: The role of sentiment in CME Nikkei futures returns 1 1 1 1 2 2 2 2
“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty 1 1 1 20 3 9 13 78
Total Journal Articles 20 53 218 1,301 190 805 1,737 6,143


Statistics updated 2026-03-04