Adrian Lee : Citation Profile

Are you Adrian Lee?

University of Technology Sydney

4

H index

2

i10 index

46

Citations

RESEARCH PRODUCTION:

15

Articles

3

Papers

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 4
   Journals where Adrian Lee has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 5 (9.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple621
   Updated: 2018-11-10    RAS profile: 2018-10-22    
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Relations with other researchers

Works with:

Gallagher, David (6)

Klimova, Anastasia (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Adrian Lee.

Is cited by:

Gallagher, David (3)

Salisu, Afees (3)

Hooy, Chee-Wooi (2)

Batten, Jonathan (2)

GUPTA, RANGAN (2)

Walter, Terry (2)

Lim, Kian-Ping (2)

Isah, Kazeem (2)

Akanni, Lateef (2)

Hill, Robert (1)

Timar, Levente (1)

Cites to:

Gallagher, David (7)

michaely, roni (4)

Madhavan, Ananth (4)

Wang, Jianxin (4)

Subrahmanyam, Avanidhar (4)

Bollerslev, Tim (3)

Jagannathan, Ravi (3)

Jain, Pankaj (3)

Shiller, Robert (3)

Barber, Brad (3)

Foster, Frederick (3)

Main data

Where Adrian Lee has published?

Journals with more than one article published# docs
Accounting and Finance5
Australian Journal of Management3

Recent works citing Adrian Lee (2018 and 2017)

YearTitle of citing document
2017Residential Real Estate, Risk, Return and Home Characteristics: Evidence from Sydney 2002-14. (2017). Melser, Daniel. In: ERES. RePEc:arz:wpaper:eres2017_296.

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2018Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA. (2018). Salisu, Afees ; Akanni, Lateef ; Azeez, Rasheed O. In: Working Papers. RePEc:cui:wpaper:0051.

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2018Predicting the stock prices of G7 countries with Bitcoin prices. (2018). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0054.

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2018The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056.

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2018Testing for time-varying stochastic volatility in Bitcoin returns. (2018). Salisu, Afees ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0060.

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2018What causes the attention of Bitcoin?. (2018). Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:40-44.

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2017Shifting load through space–The economics of spatial demand side management using distributed data centers. (2017). Fridgen, Gilbert ; Wederhake, Lars ; Thimmel, Markus ; Keller, Robert . In: Energy Policy. RePEc:eee:enepol:v:109:y:2017:i:c:p:400-413.

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2017Celebrities and ordinaries in social networks: Who knows more information?. (2017). An, Yahui ; Jin, XI ; Feng, XU ; Zhang, Yongjie. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:153-161.

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2017On the limit order behaviour of retail and non-retail investors. (2017). Lo, Danny . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:1-12.

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2017Media sentiment and trading strategies of different types of traders. (2017). Cahill, Daniel ; Wee, Marvin ; Yang, Joey W. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:160-172.

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2017The information content of special orders. (2017). Lajbcygier, Paul ; Duong, Huu Nhan ; Vu, Van Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:68-81.

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2018Global price discovery in the Australian dollar market and its determinants. (2018). Su, Fei ; Zhang, Jingjing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:35-55.

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2018Quantifying the cross-correlations between online searches and Bitcoin market. (2018). Zhang, Wei ; Shen, Dehua ; Li, Xiao ; Wang, Pengfei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:657-672.

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2018The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average. (2018). Zhang, Wei ; Shen, Dehua ; Li, Xiao ; Wang, Pengfei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:658-670.

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2017Disaggregated property price appreciation: The mixed repeat sales model. (2017). Melser, Daniel. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:66:y:2017:i:c:p:108-118.

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2018Why should Brazil to implement mandatory fuel economy standards for the light vehicle fleet?. (2018). de Melo, Conrado Augustus ; de Mello, Paulo Henrique ; de Martino, Gilberto . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p1:p:1166-1174.

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2017Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks. (2017). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Thian, Tze-Chung . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:220-234.

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2017Easing the traffic: The effects of Indonesia’s fuel subsidy reforms on toll-road travel. (2017). Burke, Paul ; Yudhistira, Muhammad Halley ; Batsuuri, Tsendsuren. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:105:y:2017:i:c:p:167-180.

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2017An examination of the risk-return relation in the Australian housing market. (2017). Lee, Chyi Lin. In: International Journal of Housing Markets and Analysis. RePEc:eme:ijhmap:ijhma-07-2016-0052.

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2018Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Ghysels, Eric ; Custovic, Anessa . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629.

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2018How do crime rates affect property prices?. (2018). Prentice, David ; Cigdem-Bayram, Melek. In: Technical papers. RePEc:inv:tpaper:201802.

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2018Herding Behaviour in the Cryptocurrency Market. (2018). GUPTA, RANGAN ; Roubaud, David ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201834.

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2018Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?. (2018). GUPTA, RANGAN ; Roubaud, David ; Bouri, Elie ; Fang, Libing. In: Working Papers. RePEc:pre:wpaper:201858.

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2017Shock Effects from International Stock Price Volatility on Investment Style Drift in Chinese Open-end Funds. (2017). Yin, Kedong ; Zhang, Fan ; Li, Bohong . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:2:p:62-78.

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Works by Adrian Lee:

YearTitleTypeCited
2008Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data In: Accounting and Finance.
[Full Text][Citation analysis]		article5
2014Contracts for dummies? The performance of investors in contracts for difference In: Accounting and Finance.
[Full Text][Citation analysis]		article0
2015A model of emulation funds In: Accounting and Finance.
[Full Text][Citation analysis]		article0
2017Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure In: Accounting and Finance.
[Full Text][Citation analysis]		article0
2017Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure.(2017) In: Accounting and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2014Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney In: The Economic Record.
[Full Text][Citation analysis]		article3
2014Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney.(2014) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2014Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney.(2014) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2016How has the Relevance of Institutional Brokerage Changed? In: International Review of Finance.
[Full Text][Citation analysis]		article0
2014Estimating the Excess Returns to Housing at a Disaggregated Level: An Application to Sydney 2003–2011 In: Real Estate Economics.
[Full Text][Citation analysis]		article3
2014Individual Investors and Broker Types In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article11
2015Global information distribution in the gold OTC markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article9
2014Waiting costs and limit order book liquidity: Evidence from the ex-dividend deadline in Australia In: Journal of Financial Markets.
[Full Text][Citation analysis]		article2
2018Bitcoin: Medium of exchange or speculative assets? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article10
2008The State of Origin of Australian Equity: Does Active Fund Manager Location Matter? In: Australian Journal of Management.
[Full Text][Citation analysis]		article2
2009The Value of Alpha Forecasts in Portfolio Construction In: Australian Journal of Management.
[Full Text][Citation analysis]		article0
2013Does portfolio emulation outperform its target funds? In: Australian Journal of Management.
[Full Text][Citation analysis]		article1
2007Where Do Australian Active Equity Managers Outperform? In: Published Paper Series.
[Citation analysis]		paper0

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