7
H index
5
i10 index
596
Citations
Deakin University | 7 H index 5 i10 index 596 Citations RESEARCH PRODUCTION: 22 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Adrian Lee. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Accounting and Finance | 6 |
Australian Journal of Management | 3 |
Journal of International Financial Markets, Institutions and Money | 2 |
Real Estate Economics | 2 |
Year ![]() | Title of citing document ![]() |
---|---|
2024 | . Full description at Econpapers || Download paper |
2024 | Predicting Value at Risk for Cryptocurrencies Using Generalized Random Forests. (2022). Gorgen, Konstantin ; Schienle, Melanie ; Meirer, Jonas. In: Papers. RePEc:arx:papers:2203.08224. Full description at Econpapers || Download paper |
2024 | Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722. Full description at Econpapers || Download paper |
2024 | Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions. (2024). Cenesizoglu, Tolga ; Aymard, Cl'Ement ; Ardia, David. In: Papers. RePEc:arx:papers:2403.17095. Full description at Econpapers || Download paper |
2024 | FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics. (2024). Khan, Md Mosaddek ; Rahman, Md Mahmudur ; Lamia, Lubna Zahan ; Bin, Mabsur Fatin. In: Papers. RePEc:arx:papers:2411.12748. Full description at Econpapers || Download paper |
2025 | Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting. (2025). Roveri, Manuel ; Pittorino, Fabrizio ; Puoti, Francesco. In: Papers. RePEc:arx:papers:2502.09079. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Ma, Shiqun ; Fang, Fang ; Wang, Xuetong ; Xiao, Zumian ; Xiang, Lijin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584. Full description at Econpapers || Download paper |
2024 | Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596. Full description at Econpapers || Download paper |
2024 | Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172. Full description at Econpapers || Download paper |
2024 | Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures. (2024). Park, Sung Y. ; Joo, Young C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000524. Full description at Econpapers || Download paper |
2024 | Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499. Full description at Econpapers || Download paper |
2024 | The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852. Full description at Econpapers || Download paper |
2024 | The propagation effect of climate risks on global stock markets: Evidence from the time and space domains. (2024). Cao, Hong ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001531. Full description at Econpapers || Download paper |
2024 | A Bayesian approach for the determinants of bitcoin returns. (2024). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005549. Full description at Econpapers || Download paper |
2024 | Bursting the bitcoin bubble: Do market prices reflect fundamental bitcoin value?. (2024). Podhorsky, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000905. Full description at Econpapers || Download paper |
2024 | COVID-19 mortality risk premium and the interest rate on mortgage loans. (2024). Gill, Balbinder Singh. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001157. Full description at Econpapers || Download paper |
2024 | Fintech and financial sector: ADO analysis and future research agenda. (2024). Thenmozhi, M ; Choudhary, Priya. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001339. Full description at Econpapers || Download paper |
2024 | The impact of cryptocurrency-related cyberattacks on return, volatility, and trading volume of cryptocurrencies and traditional financial assets. (2024). Molnar, Peter ; Storsveen, Mattis ; Cheraghali, Hamid ; Veliqi, Florent. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003715. Full description at Econpapers || Download paper |
2024 | The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis. (2024). Hong, Yongmiao ; Cheng, Zishu ; Wei, Yunjie ; Wang, Shouyang ; Cui, Ruhong ; Li, Mingchen. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003867. Full description at Econpapers || Download paper |
2024 | Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders. (2024). Shah, Mohamed ; Karim, Muhammad Mahmudul ; Yarovaya, Larisa ; Hanifa, Abu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005490. Full description at Econpapers || Download paper |
2024 | Unraveling Bitcoin price unpredictability: The role of hard forks. (2024). , Thomas. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005945. Full description at Econpapers || Download paper |
2024 | Evaluating the sophisticated digital assets and cryptocurrencies capacities of substituting international currencies in inflationary eras. (2024). Dimitriadis, Konstantinos A ; Savva, Christos S ; Koursaros, Demetris. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006252. Full description at Econpapers || Download paper |
2024 | A comparative analysis of the price explosiveness in Bitcoin and forked coins. (2024). Narayan, Seema ; Baltas, Konstantinos ; Ren, Yi-Shuai ; Ma, Chaoqun ; Kong, Xiaolin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013272. Full description at Econpapers || Download paper |
2024 | Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Biswal, Pratap Chandra ; Jain, Anshul ; Choudhary, Sangita. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502. Full description at Econpapers || Download paper |
2024 | Do entrepreneurs use cryptocurrency to hedge against their business risk?. (2024). Bonaparte, Yosef. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002551. Full description at Econpapers || Download paper |
2024 | No reward—no effort: Will Bitcoin collapse near to the year 2140?. (2024). Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003246. Full description at Econpapers || Download paper |
2024 | Cryptocurrencies as a vehicle for capital exodus: Evidence from the Russian–Ukrainian crisis. (2024). Benninghoff, Sven ; Priberny, Christopher ; Laschinger, Ralf ; Kreuzer, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012200. Full description at Econpapers || Download paper |
2024 | Some stylized facts about bitcoin halving. (2024). Lashkaripour, Mohammadhossein. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012273. Full description at Econpapers || Download paper |
2024 | Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000064. Full description at Econpapers || Download paper |
2024 | Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kocenda, Evzen ; Kukacka, Jiri ; Kristoufek, Ladislav. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288. Full description at Econpapers || Download paper |
2024 | Forecasting Bitcoin volatility using machine learning techniques. (2024). Urquhart, Andrew ; Sangiorgi, Ivan ; Huang, Zih-Chun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001306. Full description at Econpapers || Download paper |
2024 | Between money and speculative asset: The role of financial literacy on the perception towards Bitcoin in Italy. (2024). Cascavilla, Alessandro. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:102:y:2024:i:c:s0167487024000242. Full description at Econpapers || Download paper |
2024 | Pricing media sentiment: Evidence from global mergers and acquisitions. (2024). Shams, Syed ; Bose, Sudipta ; Sheikhbahaei, Ali. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001987. Full description at Econpapers || Download paper |
2024 | Crypto network. (2024). Pernagallo, Giuseppe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s037843712400637x. Full description at Econpapers || Download paper |
2024 | Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability. (2024). Bouzouita, Nesrine ; Chaabane, Najeh ; Gaies, Brahim. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:43-70. Full description at Econpapers || Download paper |
2024 | The dynamics of bonds, commodities and bitcoin based on NARDL approach. (2024). Bilgin, Mehmet Huseyin ; Rashid, Mamunur ; Hassan, Kabir M ; Bouteska, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:58-70. Full description at Econpapers || Download paper |
2024 | Green cryptocurrencies and portfolio diversification in the era of greener paths. (2024). Sensoy, Ahmet ; Khurram, Muhammad Usman ; Ali, Fahad ; Vo, Xuan Vinh. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009954. Full description at Econpapers || Download paper |
2024 | Flight to cryptos: Evidence on the use of cryptocurrencies in times of geopolitical tensions. (2024). Petrella, Giovanni ; Anselmi, Giulio ; Alexakis, Christos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:498-523. Full description at Econpapers || Download paper |
2024 | Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques. (2024). Gorjon, Sergio ; Carbo, Jose Manuel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:123-140. Full description at Econpapers || Download paper |
2024 | Are stablecoins better safe havens or hedges against global stock markets than other assets? Comparative analysis during the COVID-19 pandemic. (2024). Jiang, Mingxuan ; Yuan, Ying ; Feng, Jingyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:275-301. Full description at Econpapers || Download paper |
2024 | Ready for a digital Euro? Insights from a research agenda. (2024). Perdichizzi, Salvatore ; Manta, Francesco ; Cotugno, Matteo ; Stefanelli, Valeria. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s027553192300243x. Full description at Econpapers || Download paper |
2024 | Cryptocurrencies against stock market risk: New insights into hedging effectiveness. (2024). Echaust, Krzysztof ; Just, Magorzata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s027553192300260x. Full description at Econpapers || Download paper |
2024 | The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods. (2024). Hammoudeh, Shawkat ; Khalfaoui, Rabeh ; Tarchella, Salma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002519. Full description at Econpapers || Download paper |
2024 | Impacts of bitcoin on monetary system: Is Chinas bitcoin ban necessary?. (2024). Wang, Chen ; Wu, Ruoxi ; Li, Xiao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000291. Full description at Econpapers || Download paper |
2025 | Investing during a Fintech revolution: The hedge and safe haven properties of Bitcoin and Ethereum. (2025). Ngoc, Dung Thi ; Quoc, Bao Khac. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003921. Full description at Econpapers || Download paper |
2024 | International monetary policy and cryptocurrency markets: dynamic and spillover effects. (2022). Sousa, Ricardo ; Elsayed, Ahmed H. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115305. Full description at Econpapers || Download paper |
2024 | The environmental, social, and governance (ESG) aspects of Bitcoin. (2024). Urquhart, Andrew. In: Chapters. RePEc:elg:eechap:22115_15. Full description at Econpapers || Download paper |
2024 | Bitcoin and Forms of Money: Theoretical Issues. (2024). Belousov, Yuriy V. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:240208:p:126-141. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. (2024). Kassamany, Talie ; Bassil, Charbel ; Harb, Etienne ; Baz, Roland. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-022-10318-7. Full description at Econpapers || Download paper |
2024 | Financial Inclusion and Economic Growth in Developing Nations: A Case Study of Bangladesh. (2024). Dowla, Asif-Ud ; Hasan, Amena ; Tarannum, Ramisa. In: MPRA Paper. RePEc:pra:mprapa:120213. Full description at Econpapers || Download paper |
2024 | Superannuation fees, asset allocation and fund performance. (2024). Ainsworth, Andrew ; Lee, Adrian ; Corbett, Adam ; Walter, Terry ; Akhtar, Shumi. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:3:p:340-365. Full description at Econpapers || Download paper |
2024 | Can We Reckon Bitcoin as a Hedge, a Safe Haven or a Diversifier for US Dollars?. (2024). Mgadmi, Nidhal ; Moussa, Wajdi ; Regaieg, Rym. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2_suppl:p:s138-s150. Full description at Econpapers || Download paper |
2024 | Cryptocurrencies as a Speculative Asset: How Much Uncertainty is Included in Cryptocurrency Price?. (2024). Ahsan, Tayyaba ; Khan, Mubashir ; Zawadzki, Krystian. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241256263. Full description at Econpapers || Download paper |
2025 | Cryptocurrency returns and cryptocurrency uncertainty: a time–frequency analysis. (2025). Ah, Abdollah. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00734-z. Full description at Econpapers || Download paper |
2024 | A Darwinian Approach via ML to the Analysis of Cryptocurrencies€™ Returns. (2024). Cini, Federico ; Ferrari, Annalisa. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:6:f:14_6_6. Full description at Econpapers || Download paper |
2024 | Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Zhai, Jia ; Shi, Shimeng. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
---|---|---|---|
2008 | Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data In: Accounting and Finance. [Full Text][Citation analysis] | article | 8 |
2014 | Contracts for dummies? The performance of investors in contracts for difference In: Accounting and Finance. [Full Text][Citation analysis] | article | 2 |
2015 | A model of emulation funds In: Accounting and Finance. [Full Text][Citation analysis] | article | 1 |
2017 | Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure In: Accounting and Finance. [Full Text][Citation analysis] | article | 2 |
2017 | Testing 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 nother version. Agregated cites: 2 | article | |
2020 | Can firm‐specific dividend drop‐off ratios be used to infer shareholder marginal tax rates? In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2014 | Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney In: The Economic Record. [Full Text][Citation analysis] | article | 8 |
2014 | Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney.(2014) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2014 | Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney.(2014) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2016 | How has the Relevance of Institutional Brokerage Changed? In: International Review of Finance. [Full Text][Citation analysis] | article | 2 |
2014 | Estimating the Excess Returns to Housing at a Disaggregated Level: An Application to Sydney 2003–2011 In: Real Estate Economics. [Full Text][Citation analysis] | article | 5 |
2021 | Melting pot or salad bowl: Cultural distance and housing investments In: Real Estate Economics. [Full Text][Citation analysis] | article | 3 |
2014 | Individual Investors and Broker Types In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 33 |
2015 | Global information distribution in the gold OTC markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 19 |
2021 | COVID-19 and Housing Prices: Australian Evidence with Daily Hedonic Returns In: Finance Research Letters. [Full Text][Citation analysis] | article | 12 |
2014 | Waiting costs and limit order book liquidity: Evidence from the ex-dividend deadline in Australia In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 4 |
2018 | Bitcoin: Medium of exchange or speculative assets? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 469 |
2020 | Bitcoin: Speculative asset or innovative technology? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 20 |
2019 | CFDs, forwards, futures and the cost-of-carry In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
2020 | Outshine to Outbid: Weather-Induced Sentiment and the Housing Market In: Management Science. [Full Text][Citation analysis] | article | 4 |
2022 | Street Name Fluency and Housing Prices In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 0 |
2008 | The State of Origin of Australian Equity: Does Active Fund Manager Location Matter? In: Australian Journal of Management. [Full Text][Citation analysis] | article | 3 |
2009 | The Value of Alpha Forecasts in Portfolio Construction In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
2013 | Does portfolio emulation outperform its target funds? In: Australian Journal of Management. [Full Text][Citation analysis] | article | 1 |
2007 | Where Do Australian Active Equity Managers Outperform? In: Published Paper Series. [Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team