10
H index
11
i10 index
391
Citations
University of Western Australia | 10 H index 11 i10 index 391 Citations RESEARCH PRODUCTION: 51 Articles 2 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Lee A. Smales. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2022 | Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777. Full description at Econpapers || Download paper | |
2021 | Geopolitical Risk and the Return Volatility of Islamic Stocks in Indonesia and Malaysia - A GARCH-MIDAS Approach. (2021). Salisu, Afees ; Ogunsiji, Muritala O ; Ndako, Umar B. In: Asian Economics Letters. RePEc:ayb:jrnael:38. Full description at Econpapers || Download paper | |
2021 | Central Bank Governance in Monetary Policy Economics (1981-2020). (2021). masciandaro, donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20153. Full description at Econpapers || Download paper | |
2020 | When to go abroad: economic policy uncertainty and Chinese firms’ overseas investment. (2020). Wu, Ji ; Kong, Dongmin ; Zhang, Jian. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1435-1470. Full description at Econpapers || Download paper | |
2020 | Economic policy uncertainty and corporate inventory holdings: evidence from China. (2020). He, Fan ; Zhong, Teng ; Zeng, Jianyu. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1727-1757. Full description at Econpapers || Download paper | |
2020 | The discrete and differential impact of monetary policy. (2020). McCredie, Bronwyn. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2919-2937. Full description at Econpapers || Download paper | |
2022 | Forecasting Federal Elections: New Data From 2010–2019 and a Discussion of Alternative and Emerging Methods. (2022). Greenoproberts, Hamish. In: Australian Economic Review. RePEc:bla:ausecr:v:55:y:2022:i:1:p:25-39. Full description at Econpapers || Download paper | |
2021 | Expectations and financial markets: Lessons from Brexit. (2021). Hibbert, Ann Marie ; Gu, Chen. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:279-299. Full description at Econpapers || Download paper | |
2021 | WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS. (2021). Fernandez Bariviera, Aurelio ; Meredizsola, Ignasi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:377-407. Full description at Econpapers || Download paper | |
2021 | Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_017. Full description at Econpapers || Download paper | |
2021 | Bitcoin An Inflation Hedge but Not a Safe Haven. (2021). Choi, Sangyup ; Shin, Junhyeok. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_030. Full description at Econpapers || Download paper | |
2021 | Risk aversion and Bitcoin returns in extreme quantiles. (2021). GUPTA, RANGAN ; Roubaud, David ; Marco, Chi Keung ; Bouri, Elie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00863. Full description at Econpapers || Download paper | |
2020 | How news affects sectoral stock prices through earnings expectations and risk premia. (2020). Hvid, Anna Kirstine ; Kristiansen, Kristian. In: Working Paper Series. RePEc:ecb:ecbwps:20202493. Full description at Econpapers || Download paper | |
2021 | Is Bitcoin a Safe Haven? A Study on the Factors that Affect Bitcoin Prices. (2021). Sahin, Eyup Ensar ; Altinoz, Buket ; Gozbasi, Onur . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-5. Full description at Econpapers || Download paper | |
2021 | Do local firms employ political activities to respond to political uncertainty?. (2021). Geng, Hongyan ; Cheng, Maoyong. In: Journal of Asian Economics. RePEc:eee:asieco:v:73:y:2021:i:c:s1049007820301500. Full description at Econpapers || Download paper | |
2021 | Financial news and CDS spreads. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303774. Full description at Econpapers || Download paper | |
2021 | Economic news and the cross-section of commodity futures returns. (2021). Narayan, Paresh Kumar ; Bannigidadmath, Deepa. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000848. Full description at Econpapers || Download paper | |
2021 | Sentiment and hype of business media topics and stock market returns during the COVID-19 pandemic. (2021). Ayanso, Anteneh ; Sokolyk, Tatyana ; Biktimirov, Ernest N. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000861. Full description at Econpapers || Download paper | |
2021 | The Bitcoin gold correlation puzzle. (2021). Hoang, Lai ; Baur, Dirk G. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001052. Full description at Econpapers || Download paper | |
2020 | Misplaced childhood: When recession children grow up as central bankers. (2020). Stanek, Piotr ; Farvaque, Etienne ; Malan, Franck. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919300752. Full description at Econpapers || Download paper | |
2020 | Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Molnár, Peter ; Lyócsa, Štefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482. Full description at Econpapers || Download paper | |
2021 | The impact of mixed-frequency geopolitical risk on stock market returns. (2021). Yang, Chunpeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:226-240. Full description at Econpapers || Download paper | |
2021 | Facial expressions and the business cycle. (2021). Clements, Adam ; Aromi, Daniel J. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001528. Full description at Econpapers || Download paper | |
2021 | Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772. Full description at Econpapers || Download paper | |
2021 | Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises. (2021). Chevallier, Julien ; Deng, Yuanyue ; Lin, Renda ; Zhu, BO ; Chen, Pingshe. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002406. Full description at Econpapers || Download paper | |
2021 | Macroeconomic forecasts and commodity futures volatility. (2021). Liu, Xiaoquan ; Jiang, Ying ; Deschamps, Bruno ; Guo, Ranran ; Ye, Wuyi. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:981-994. Full description at Econpapers || Download paper | |
2021 | Media effects matter: Macroeconomic announcements in the gold futures market. (2021). Yu, Fengyan ; Li, Wenyu ; Sun, Wenjia ; Liang, QI. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:1-12. Full description at Econpapers || Download paper | |
2020 | Interrelations in market fears of U.S. and European equity markets. (2020). Sarwar, Ghulam ; GhulamSarwar, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s106294081930169x. Full description at Econpapers || Download paper | |
2020 | News sentiment, credit spreads, and information asymmetry. (2020). Wang, Xinjie ; Liu, Zhechen ; Yang, Shanxiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300760. Full description at Econpapers || Download paper | |
2021 | Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082030228x. Full description at Econpapers || Download paper | |
2021 | Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether. (2021). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000243. Full description at Econpapers || Download paper | |
2021 | Factor pricing of cryptocurrencies. (2021). CHONG, Terence Tai Leung ; Wang, Qiyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940820302308. Full description at Econpapers || Download paper | |
2021 | Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188. Full description at Econpapers || Download paper | |
2021 | Sensitivity of US equity returns to economic policy uncertainty and investor sentiments. (2021). Vo, Xuan Vinh ; Sensoy, Ahmet ; Hussain, Syed Jawad ; Eraslan, Veysel ; Ur, Mobeen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000280. Full description at Econpapers || Download paper | |
2021 | Stock Market’s responses to intraday investor sentiment. (2021). Ryu, Doojin ; Cho, Hoon ; Ik, Sang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001340. Full description at Econpapers || Download paper | |
2021 | Using precious metals to hedge cryptocurrency policy and price uncertainty. (2021). Rashid, Md Mamunur ; Hasan, Md Bokhtiar ; Hassan, Kabir M. In: Economics Letters. RePEc:eee:ecolet:v:206:y:2021:i:c:s0165176521002548. Full description at Econpapers || Download paper | |
2021 | Bitcoin mining activity and volatility dynamics in the power market. (2021). GUPTA, RANGAN ; Demirer, Riza ; Karmakar, Sayar. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521003888. Full description at Econpapers || Download paper | |
2021 | Differential impact of diversity in policy communication. (2021). Pathak, Jalaj ; Mahambare, Vidya. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521004195. Full description at Econpapers || Download paper | |
2021 | The speed of stock price adjustment to corporate announcements: Insights from Turkey. (2021). Hasan, Afan ; Simsek, Koray D ; Simsir, Serif Aziz ; Ersan, Oguz. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014120305872. Full description at Econpapers || Download paper | |
2021 | The macro effects of GPR and EPU indexes over the global oil market—Are the two types of uncertainty shock alike?. (2021). Zhu, Zixiang ; Gu, Xin ; Yu, Minli. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002930. Full description at Econpapers || Download paper | |
2021 | An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576. Full description at Econpapers || Download paper | |
2021 | Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets. (2021). Gözgör, Giray ; Xu, Bing ; Marco, Chi Keung ; Gozgor, Giray ; Semeyutin, Artur. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100517x. Full description at Econpapers || Download paper | |
2021 | Dynamic measurement of news-driven information friction in Chinas carbon market: Theory and evidence. (2021). Xu, Tiantian ; Li, Houxuan ; Cao, Tingting ; Zhang, Heng-Guo. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320303340. Full description at Econpapers || Download paper | |
2021 | The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach. (2021). Wang, Shouyang ; Li, Xuerong ; Jiang, Shangrong. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000451. Full description at Econpapers || Download paper | |
2021 | The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market. (2021). Liang, Chao ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002255. Full description at Econpapers || Download paper | |
2021 | Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Energy. RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814. Full description at Econpapers || Download paper | |
2020 | Media tone and expected stock returns. (2020). Han, Jingguang ; Liu, Sha. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301666. Full description at Econpapers || Download paper | |
2021 | Can the Chinese volatility index reflect investor sentiment?. (2021). Tang, Yeran ; Zhao, Manyi ; Long, Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302556. Full description at Econpapers || Download paper | |
2021 | Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Lu, Richard ; Ly, Sel ; Pho, Kim Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100017x. Full description at Econpapers || Download paper | |
2021 | Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Tsagkanos, Athanasios ; Floros, Christos ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491. Full description at Econpapers || Download paper | |
2021 | State-level politics: Do they influence corporate investment decisions?. (2021). Thuraisamy, Kannan ; Tran, Vuong Thao ; Narayan, Seema. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100051x. Full description at Econpapers || Download paper | |
2021 | Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market. (2021). Kallinterakis, Vasileios ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000703. Full description at Econpapers || Download paper | |
2021 | Diversifying equity with cryptocurrencies during COVID-19. (2021). Goutte, Stéphane ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001198. Full description at Econpapers || Download paper | |
2021 | Policy uncertainty and seasoned equity offerings methods. (2021). Dang, Man ; Vo, Xuan Vinh ; Jones, Edward ; Mazur, Mieszko ; Puwanenthiren, Premkanth. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001642. Full description at Econpapers || Download paper | |
2021 | The impacts of investors sentiments on stock returns using fintech approaches. (2021). Wang, Wen-Hao ; Lee, Yen-Hsien ; Lu, Yang-Cheng ; Chung, Chien-Ping ; Fang, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001885. Full description at Econpapers || Download paper | |
2021 | How do macroeconomic news surprises affect round-the-clock price discovery of gold?. (2021). Ilango, Balakrishnan ; Sehgal, Sanjay ; Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002209. Full description at Econpapers || Download paper | |
2021 | Can both Bitcoin and gold serve as safe-haven assets? — A comparative analysis based on the NARDL model. (2021). Lang, Kun ; Tian, Hao ; Pei, Hongxia ; Long, Shaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002404. Full description at Econpapers || Download paper | |
2020 | Impact of Brexit vote on the London stock exchange: A sectorial analysis of its volatility and efficiency. (2020). Rizvi, Syed Aun R. ; Haroon, Omair ; Aun, Syed ; Arshad, Shaista. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319301837. Full description at Econpapers || Download paper | |
2020 | An alternative approach to predicting bank credit risk in Europe with Google data. (2020). Gonzalez-Velasco, Carmen ; Gonzalez-Fernandez, Marcos. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319305318. Full description at Econpapers || Download paper | |
2021 | Quantifying the spillover effect in the cryptocurrency market. (2021). Moratis, George. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319304787. Full description at Econpapers || Download paper | |
2021 | Understanding Bitcoin liquidity. (2021). Scharnowski, Stefan. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319311286. Full description at Econpapers || Download paper | |
2021 | A crypto safe haven against Bitcoin. (2021). Hoang, Lai T ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312632. Full description at Econpapers || Download paper | |
2021 | Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis. (2021). Goutte, Stéphane ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320306978. Full description at Econpapers || Download paper | |
2021 | Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic?. (2021). Ekaputra, Irwan ; Mariana, Christy Dwita ; Husodo, Zaafri Ananto. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316123. Full description at Econpapers || Download paper | |
2021 | Quote-Based manipulation of illiquid securities. (2021). Malloch, Hamish ; Foley, Sean ; Aspris, Angelo ; Chau, Ching. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319313595. Full description at Econpapers || Download paper | |
2021 | One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles. (2021). Fernandez Bariviera, Aurelio. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303925. Full description at Econpapers || Download paper | |
2021 | The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets. (2021). Brzeszczyski, Janusz ; Charteris, Ailie ; Bwanya, Princess Rutendo ; Szczygielski, Jan Jakub. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s154461232100026x. Full description at Econpapers || Download paper | |
2021 | Performance of gold-backed cryptocurrencies during the COVID-19 crisis. (2021). Wardah, Hajah Siti ; Wasiuzzaman, Shaista. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000398. Full description at Econpapers || Download paper | |
2021 | Term structure of sentiment effect on investor trading behavior. (2021). Ryu, Doojin ; Kim, Karam. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000866. Full description at Econpapers || Download paper | |
2021 | Is Bitcoin really more than a diversifier? A pre- and post-COVID-19 analysis. (2021). Mishra, Tapas ; Duan, Kun ; Huang, Yingying. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000970. Full description at Econpapers || Download paper | |
2022 | Is it worth to hold bitcoin?. (2022). Kim, Thomas S. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001719. Full description at Econpapers || Download paper | |
2021 | Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?. (2021). Hassan, Kabir M ; Hasan, Md Bokhtiar ; Alhenawi, Yasser ; Rashid, Md Mamunur. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000661. Full description at Econpapers || Download paper | |
2021 | Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Mensi, Walid. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001657. Full description at Econpapers || Download paper | |
2020 | Forecasting with news sentiment: Evidence with UK newspapers. (2020). Rambaccussing, Dooruj ; Kwiatkowski, Andrzej. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1501-1516. Full description at Econpapers || Download paper | |
2021 | Asset pricing and FOMC press conferences. (2021). Eriksen, Jonas ; Gronborg, Niels S ; Bodilsen, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621001229. Full description at Econpapers || Download paper | |
2021 | Feverish sentiment and global equity markets during the COVID-19 pandemic. (2021). Foglia, Matteo ; Duc, Toan Luu ; Angelini, Eliana ; Nasir, Muhammad Ali. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:1088-1108. Full description at Econpapers || Download paper | |
2022 | The effects of public sentiments and feelings on stock market behavior: Evidence from Australia. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:193:y:2022:i:c:p:443-472. Full description at Econpapers || Download paper | |
2021 | Asset prices, midterm elections, and political uncertainty. (2021). Marsh, Terry ; Chan, Kam Fong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:276-296. Full description at Econpapers || Download paper | |
2021 | Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis. (2021). Zhou, Yinggang ; Chen, Hongyi ; Cheng, Xin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000085. Full description at Econpapers || Download paper | |
2021 | How much does economic news influence bilateral exchange rates?. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000619. Full description at Econpapers || Download paper | |
2022 | Independence, conservatism, and beyond: Monetary policy, central bank governance and central banker preferences (1981–2021). (2022). masciandaro, donato. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002308. Full description at Econpapers || Download paper | |
2021 | Dynamic spillovers of geopolitical risks and gold prices: New evidence from 18 emerging economies. (2021). Chen, Jinyu ; Huang, Jianbai ; Li, Yingli. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309685. Full description at Econpapers || Download paper | |
2021 | The role of economic policy uncertainty and geopolitical risk in predicting prices of precious metals: Evidence from a time-varying bootstrap causality test. (2021). yilanci, Veli ; Kilci, Esra N. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000568. Full description at Econpapers || Download paper | |
2021 | Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000714. Full description at Econpapers || Download paper | |
2021 | Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks. (2021). Zhang, Hongwei ; Gao, Wang ; Huang, Jianbai ; Li, Yingli. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001483. Full description at Econpapers || Download paper | |
2021 | Volatility forecasting of crude oil futures based on a genetic algorithm regularization online extreme learning machine with a forgetting factor: The role of news during the COVID-19 pandemic. (2021). Yang, Cai ; Zhang, Hongwei ; Weng, Futian. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001628. Full description at Econpapers || Download paper | |
2021 | Is gold favourable than bitcoin during the COVID-19 outbreak? Comparative analysis through wavelet approach. (2021). Bilgili, Faik ; Kuskaya, Sevda ; Kocak, Emrah ; Zaman, Umer ; Shehzad, Khurram. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s030142072100177x. Full description at Econpapers || Download paper | |
2021 | The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Zhang, Hongwei ; Gao, Wang ; Liu, Yuanyuan ; Niu, Zibo. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001872. Full description at Econpapers || Download paper | |
2021 | Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions. (2021). Chen, Jinyu ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002543. Full description at Econpapers || Download paper | |
2021 | Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic. (2021). Ramos, Ana Rosa ; Lopez, Raquel ; De, Maria ; Jareo, Francisco. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002920. Full description at Econpapers || Download paper | |
2021 | The impact of events on metal futures based on the perspective of Google Trends. (2021). Cheng, Hui ; Yu, Zhuling ; Guo, Yaoqi ; Wei, HE. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100297x. Full description at Econpapers || Download paper | |
2021 | Volatility spillovers during market supply shocks: The case of negative oil prices. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003664. Full description at Econpapers || Download paper | |
2021 | Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold. (2021). Chkili, Walid ; Arfaoui, Mongi ; ben Rejeb, Aymen. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004165. Full description at Econpapers || Download paper | |
2021 | Does geopolitical risk matter for corporate investment? Evidence from emerging countries in Asia. (2021). Tran, Thao Phuong ; Le, Anh-Tuan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:62:y:2021:i:c:s1042444x2100027x. Full description at Econpapers || Download paper | |
2020 | Investor sentiment and the economic policy uncertainty premium. (2020). Wu, Ji ; Bai, Hengyu ; Nartea, Gilbert V. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20300834. Full description at Econpapers || Download paper | |
2021 | Policy uncertainty spillovers and financial risk contagion in the Asia-Pacific network. (2021). Jiang, Yongmu ; Luo, Jingqiu ; Li, Yang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000615. Full description at Econpapers || Download paper | |
2021 | How resilient are the Asia Pacific financial markets against a global pandemic?. (2021). al Mamun, Mohammed Abdullah ; Rahman, Md Lutfur. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001633. Full description at Econpapers || Download paper | |
2021 | Bitcoin versus high-performance technology stocks in diversifying against global stock market indices. (2021). Chan, Stephen ; Chu, Jeffrey ; Zhang, Yuanyuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004349. Full description at Econpapers || Download paper | |
2021 | Implied volatility indices – A review. (2021). Siriopoulos, Costas ; Fassas, Athanasios P. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:303-329. Full description at Econpapers || Download paper | |
2021 | Housing price dynamics: The impact of stock market sentiment and the spillover effect. (2021). Osmer, Eric ; Zheng, Yao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:854-867. Full description at Econpapers || Download paper | |
2021 | COVID-19 pandemic and the safe haven property of Bitcoin. (2021). Raheem, Ibrahim D. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:370-375. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2016 | The role of political uncertainty in Australian financial markets In: Accounting and Finance. [Full Text][Citation analysis] | article | 8 |
2021 | The effect of treasury auctions on 10?year Treasury note futures In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2020 | One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns In: Economic Papers. [Full Text][Citation analysis] | article | 4 |
2013 | The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach In: The Economic Record. [Full Text][Citation analysis] | article | 2 |
2016 | FX Market Returns and Their Relationship to Investor Fear In: International Review of Finance. [Full Text][Citation analysis] | article | 3 |
2017 | “Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty In: International Review of Finance. [Full Text][Citation analysis] | article | 7 |
2017 | The Validity of Investor Sentiment Proxies In: International Review of Finance. [Full Text][Citation analysis] | article | 3 |
2013 | IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA In: Journal of Financial Research. [Full Text][Citation analysis] | article | 3 |
2016 | News sentiment and bank credit risk In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 10 |
2015 | Time-variation in the impact of news sentiment In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
2015 | The importance of belief dispersion in the response of gold futures to macroeconomic announcements In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 13 |
2020 | Examining the relationship between policy uncertainty and market uncertainty across the G7 In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2021 | Investor attention and global market returns during the COVID-19 crisis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
2022 | Investor attention in cryptocurrency markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2014 | News sentiment and the investor fear gauge In: Finance Research Letters. [Full Text][Citation analysis] | article | 35 |
2016 | Risk-on/Risk-off: Financial market response to investor fear In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
2019 | Bitcoin as a safe haven: Is it even worth considering? In: Finance Research Letters. [Full Text][Citation analysis] | article | 71 |
2021 | Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? In: Global Finance Journal. [Full Text][Citation analysis] | article | 0 |
2022 | Spreading the fear: The central role of CBOE VIX in global stock market uncertainty In: Global Finance Journal. [Full Text][Citation analysis] | article | 0 |
2012 | 30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
2013 | Bond futures and order imbalance In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
2014 | Political uncertainty and financial market uncertainty in an Australian context In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 10 |
2015 | Asymmetric volatility response to news sentiment in gold futures In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 19 |
2017 | Does more complex language in FOMC decisions impact financial markets? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 6 |
2019 | The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
2020 | Hedging geopolitical risk with precious metals In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 18 |
2014 | News sentiment in the gold futures market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 40 |
2016 | The influence of FOMC member characteristics on the monetary policy decision-making process In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
2017 | Understanding the impact of monetary policy announcements: The importance of language and surprises In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
2017 | Commodity market volatility in the presence of U.S. and Chinese macroeconomic news In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 9 |
2016 | Order aggressiveness of different broker-types in response to monetary policy news In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
2016 | Melancholia and Japanese stock returns – 2003 to 2012 In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 2 |
2021 | Geopolitical risk and volatility spillovers in oil and stock markets In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 6 |
2019 | Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
2016 | Trading behavior in S&P 500 index futures In: Review of Financial Economics. [Full Text][Citation analysis] | article | 2 |
2016 | Trading behavior in S&P 500 index futures.(2016) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2014 | Non-scheduled news arrival and high-frequency stock market dynamics In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 9 |
2015 | Better the devil you know: The influence of political incumbency on Australian financial market uncertainty In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 6 |
2020 | Investor attention and the response of US stock market sectors to the COVID-19 crisis In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 3 |
2021 | Volatility Spillovers among Cryptocurrencies In: JRFM. [Full Text][Citation analysis] | article | 0 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 0 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | (Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 5 |
2016 | (Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets.(2016) In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2014 | The relationship between financial asset returns and the well-being of US households In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2014 | Reaction to nonscheduled news during financial crisis: Australian evidence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2015 | Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2017 | Effect of investor fear on Australian financial markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2017 | A game theory model of regulatory response to insider trading In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2016 | Time-varying relationship of news sentiment, implied volatility and stock returns In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
2017 | The importance of fear: investor sentiment and stock market returns In: Applied Economics. [Full Text][Citation analysis] | article | 31 |
2018 | Trading Behavior and Monetary Policy News In: Journal of Behavioral Finance. [Full Text][Citation analysis] | article | 0 |
2022 | One session options: Playing the announcement lottery? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team