8
H index
6
i10 index
209
Citations
University of Western Australia | 8 H index 6 i10 index 209 Citations RESEARCH PRODUCTION: 41 Articles 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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2020 | Does Fear has Stronger Impact than Confidence on Stock Returns?The Case of Asia-Pacific Developed Markets. (2020). Ngoc, Yoshihisa Suzuki. In: Analele Stiintifice ale Universitatii Alexandru Ioan Cuza din Iasi - Stiinte Economice. RePEc:aic:journl:y:2020:v:67-2:p:157-175. Full description at Econpapers || Download paper |
2020 | A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics. (2019). Lillo, Fabrizio ; Bormetti, Giacomo ; Vassallo, Danilo. In: Papers. RePEc:arx:papers:1910.01407. Full description at Econpapers || Download paper |
2020 | Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics. (2020). Krištoufek, Ladislav. In: Papers. RePEc:arx:papers:2004.00047. Full description at Econpapers || Download paper |
2020 | Re-evaluating cryptocurrencies contribution to portfolio diversification -- A portfolio analysis with special focus on German investors. (2020). Hoffmann, Ingo ; Schmitz, Tim. In: Papers. RePEc:arx:papers:2006.06237. 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 | News media analytics in finance: a survey. (2020). Hahn, Tobias ; Vanstone, Bruce ; Marty, Tom. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1385-1434. 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 | Unconventional Monetary Policy through Open Market Operations: A Principal Component Analysis. (2020). Nishimura, Kiyohiko G ; Heckel, Markus. In: CARF F-Series. RePEc:cfi:fseres:cf501. 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 |
2020 | A new European investor sentiment index (EURsent) and its return and volatility predictability. (2020). Pinho, Carlos ; Nogueira, Pedro Manuel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019303041. 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 |
2020 | Firm-specific information and systemic risk. (2020). Clements, Adam ; Liao, Y. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:480-493. 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 |
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 |
2020 | Happiness sentiments and the prediction of cross-border country exchange-traded fund returns. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301510. Full description at Econpapers || Download paper |
2020 | The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach. (2020). Lin, Boqiang ; Su, Tong. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300980. Full description at Econpapers || Download paper |
2020 | News sentiment in the cryptocurrency market: An empirical comparison with Forex. (2020). Zhang, S. Sarah ; Hyde, Stuart ; Rognone, Lavinia. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s105752192030106x. 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 |
2020 | Searching for safe-haven assets during the COVID-19 pandemic. (2020). Zhang, Dayong ; Ji, Qiang ; Zhao, Yuqian. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301708. Full description at Econpapers || Download paper |
2020 | Volatility persistence in the Russian stock market. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tripathy, Trilochan. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231830624x. 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 |
2020 | Safe haven or risky hazard? Bitcoin during the Covid-19 bear market. (2020). McGee, Richard ; Conlon, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320304244. Full description at Econpapers || Download paper |
2020 | Asymmetric dependence between stock market returns and news during COVID-19 financial turmoil. (2020). Cepoi, Cosmin-Octavian. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320305912. Full description at Econpapers || Download paper |
2020 | Fear of the coronavirus and the stock markets. (2020). Výrost, Tomáš ; Molnár, Peter ; Lyócsa, Štefan ; Baumohl, Eduard ; Molnar, Peter ; Vrost, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320310813. Full description at Econpapers || Download paper |
2020 | The effects of investor emotions sentiments on crude oil returns: A time and frequency dynamics analysis. (2020). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham. In: International Economics. RePEc:eee:inteco:v:162:y:2020:i:c:p:110-124. Full description at Econpapers || Download paper |
2020 | Political uncertainty and the choice of debt sources. (2020). Ebrahim, Shahid M ; Bouslimi, Lobna ; Ben-Nasr, Hamdi ; Zhong, Rui. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119302379. Full description at Econpapers || Download paper |
2020 | Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence. (2020). Shen, Dehua ; Li, Xiao ; Meng, Yongqiang ; Xiong, Xiong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119304822. 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 |
2020 | The economic record of the government and sovereign bond and stock returns around national elections. (2020). , Timoplaga ; Plaga, Timo ; Eichler, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620300996. Full description at Econpapers || Download paper |
2020 | Political uncertainty and firm entry: Evidence from Chinese manufacturing industries. (2020). Feng, Zongxian ; Mao, Hui ; Chen, Shaojian. In: Journal of Business Research. RePEc:eee:jbrese:v:120:y:2020:i:c:p:16-30. Full description at Econpapers || Download paper |
2020 | Bitcoin and gold price returns: A quantile regression and NARDL analysis. (2020). Sierra, Karen ; Tolentino, Marta ; De, Maria ; Jareo, Francisco. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719309985. Full description at Econpapers || Download paper |
2020 | The tail dependence structure between investor sentiment and commodity markets. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302828. Full description at Econpapers || Download paper |
2020 | When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Ahmad, Wasim ; Awasthi, Kritika ; Phani, B V ; Rahman, Abdul. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308898. 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 |
2020 | A sentiment index to measure sovereign risk using Google data. (2020). Gonzalez-Velasco, Carmen ; Gonzalez-Fernandez, Marcos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:406-418. Full description at Econpapers || Download paper |
2021 | Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?. (2021). Slim, Skander ; Boughrara, Adel ; Dahmene, Meriam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:676-699. Full description at Econpapers || Download paper |
2020 | The forecasting ability of solar and space weather data on NASDAQ’s finance sector price index volatility. (2020). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Daglis, Theodoros ; Papadakis, Theodoulos Eleftherios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307639. Full description at Econpapers || Download paper |
2020 | Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests?. (2020). Ma, Xin-Yu ; Wang, Gang-Jin ; Wu, Hao-Yu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311146. Full description at Econpapers || Download paper |
2020 | Do aggressive orders affect liquidity? An evidence from an emerging market. (2020). Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920303780. Full description at Econpapers || Download paper |
2020 | Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic. (2020). Corbet, Shaen ; Conlon, Thomas ; McGee, Richard J. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920304438. Full description at Econpapers || Download paper |
2020 | Can Bitcoin hedge the risks of geopolitical events?. (2020). Albu, Lucian ; Umar, Muhammad ; Shao, Xue-Feng ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310088. Full description at Econpapers || Download paper |
2020 | Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies. (2020). Hille, Erik ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310143. Full description at Econpapers || Download paper |
2021 | Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution. (2021). Tiwari, Aviral ; Aikins, Emmanuel Joel ; Le, Tn-Lan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:162:y:2021:i:c:s0040162520312087. Full description at Econpapers || Download paper |
2020 | Using Hidden Markov Model to Monitor Possible Loan Defaults in Banks. (2020). Jahan, Noor Firdoos ; Kamath, Harish. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:viii:y:2020:i:4:p:1097-1107. Full description at Econpapers || Download paper |
2020 | Investor Sentiment and Herding Behavior in the Korean Stock Market. (2020). Yoon, Seong-Min ; Choi, Ki-Hong. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:34-:d:365887. Full description at Econpapers || Download paper |
2020 | Investor Sentiment, Portfolio Returns, and Macroeconomic Variables. (2020). Lim, Sophyafadeth ; Abidin, Sazali ; Banchit, Azilawati ; Morni, Fareiny. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:259-:d:436968. Full description at Econpapers || Download paper |
2020 | Regime-Dependent Good and Bad Volatility of Bitcoin. (2020). Jha, Kislay Kumar ; Baur, Dirk G. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:312-:d:457861. Full description at Econpapers || Download paper |
2020 | Can Stock Investor Sentiment Be Contagious in China?. (2020). Cai, Xu-Yu ; Tao, Ran ; Su, Chi-Wei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1571-:d:322696. Full description at Econpapers || Download paper |
2020 | Diversifying with cryptocurrencies during COVID-19. (2020). Goutte, Stephane ; Goodell, John. In: Working Papers. RePEc:hal:wpaper:halshs-02876529. Full description at Econpapers || Download paper |
2020 | U.S. Monetary Policy and Herding: Evidence from Commodity Markets. (2020). Apergis, Nicholas ; Hayat, Tasawar ; Christou, Chritina ; Saeed, Tareq. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:48:y:2020:i:3:d:10.1007_s11293-020-09680-4. Full description at Econpapers || Download paper |
2020 | Is Financial Regulation Good or Bad for Real Estate Companies? – An Event Study. (2020). Moss, Alex ; Milcheva, Stanimira ; Hoesli, Martin. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:3:d:10.1007_s11146-017-9634-z. Full description at Econpapers || Download paper |
2020 | Complexity of ECB Communication and Financial Market Trading. (2019). Hayo, Bernd ; Rapp, Marc Steffen ; Henseler, Kai. In: MAGKS Papers on Economics. RePEc:mar:magkse:201919. Full description at Econpapers || Download paper |
2020 | Above, but close to two percent. Evidence on the ECB’s inflation target using text mining. (2020). Zahner, Johannes. In: MAGKS Papers on Economics. RePEc:mar:magkse:202046. Full description at Econpapers || Download paper |
2020 | A common risk factor and the correlation between equity and corporate bond returns. (2020). Nyman, Rickard ; Tuckett, David ; Kabiri, Ali ; Demirovic, Amer. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:2:d:10.1057_s41260-020-00151-8. Full description at Econpapers || Download paper |
2020 | The Persistence of Stock Market Returns during the Presidential elections in Nigeria. (2020). YAYA, OLAOLUWA ; Adekoya, Oluwasegun ; Adesiyan, Femi. In: MPRA Paper. RePEc:pra:mprapa:99390. Full description at Econpapers || Download paper |
2020 | Stock returns and investor sentiment: textual analysis and social media. (2020). Hall, Joshua ; Nowak, Adam ; McGurk, Zachary. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:3:d:10.1007_s12197-019-09494-4. Full description at Econpapers || Download paper |
2020 | Weekly dynamic conditional correlations among cryptocurrencies and traditional assets. (2020). Fernandez Bariviera, Aurelio ; Savva, Christos S ; Aslanidis, Nektarios. In: Working Papers. RePEc:urv:wpaper:2072/417680. Full description at Econpapers || Download paper |
2020 | Night trading and market quality: Evidence from Chinese and US precious metal futures markets. (2020). Liu, Xiaoquan ; Kellard, Neil ; Jiang, Ying. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1486-1507. Full description at Econpapers || Download paper |
2020 | The timeâ€toâ€maturity pattern of futures price sensitivity to news. (2020). Phan, Hoanglong ; Zurbruegg, Ralf. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:126-144. Full description at Econpapers || Download paper |
2020 | Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics. (2020). Choi, Sangyup ; Shin, Junhyeok. In: Working papers. RePEc:yon:wpaper:2020rwp-167. Full description at Econpapers || Download paper |
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 | 4 |
2020 | One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns In: Economic Papers. [Full Text][Citation analysis] | article | 0 |
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 | 2 |
2017 | “Brexitâ€: A Case Study in the Relationship Between Political and Financial Market Uncertainty In: International Review of Finance. [Full Text][Citation analysis] | article | 4 |
2017 | The Validity of Investor Sentiment Proxies In: International Review of Finance. [Full Text][Citation analysis] | article | 1 |
2013 | IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA In: Journal of Financial Research. [Full Text][Citation analysis] | article | 2 |
2016 | News sentiment and bank credit risk In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 6 |
2015 | Time-variation in the impact of news sentiment In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 8 |
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 | 8 |
2020 | Examining the relationship between policy uncertainty and market uncertainty across the G7 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 | 23 |
2016 | Risk-on/Risk-off: Financial market response to investor fear In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
2019 | Bitcoin as a safe haven: Is it even worth considering? In: Finance Research Letters. [Full Text][Citation analysis] | article | 17 |
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 | 2 |
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 | 7 |
2015 | Asymmetric volatility response to news sentiment in gold futures In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 13 |
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 | 5 |
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 | 3 |
2020 | Hedging geopolitical risk with precious metals In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2014 | News sentiment in the gold futures market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 36 |
2016 | The influence of FOMC member characteristics on the monetary policy decision-making process In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
2017 | Understanding the impact of monetary policy announcements: The importance of language and surprises In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2017 | Commodity market volatility in the presence of U.S. and Chinese macroeconomic news In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 5 |
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 |
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 | 1 |
2016 | Trading behavior in S&P 500 index futures In: Review of Financial Economics. [Full Text][Citation analysis] | article | 1 |
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 | 4 |
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 | 1 |
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 | 0 |
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 | 3 |
2017 | The importance of fear: investor sentiment and stock market returns In: Applied Economics. [Full Text][Citation analysis] | article | 16 |
In: . [Full Text][Citation analysis] | article | 0 |
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