Lee A. Smales : Citation Profile

Are you Lee A. Smales?

University of Western Australia

5

H index

2

i10 index

90

Citations

RESEARCH PRODUCTION:

35

Articles

RESEARCH ACTIVITY:

   5 years (2012 - 2017). See details.
   Cites by year: 18
   Journals where Lee A. Smales has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 24 (21.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psm185
   Updated: 2019-05-18    RAS profile: 2019-04-25    
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Relations with other researchers

Works with:

Apergis, Nicholas (4)

Gabrielsen, Alexandros (2)

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

Is cited by:

McAleer, Michael (10)

Allen, David (8)

GUPTA, RANGAN (4)

Apergis, Nicholas (4)

Batten, Jonathan (3)

Potrafke, Niklas (3)

Banerjee, Rajabrata (3)

Lau, Chi Keung (3)

Clements, Adam (3)

Roubaud, David (2)

Bennani, Hamza (2)

Cites to:

Wurgler, Jeffrey (17)

Baker, Malcolm (17)

Gürkaynak, Refet (16)

Jansen, David-Jan (16)

Blinder, Alan (12)

Fleming, Michael (12)

Kuttner, Kenneth (12)

Ehrmann, Michael (12)

Fratzscher, Marcel (12)

Kurov, Alexander (12)

Swanson, Eric (12)

Main data

Where Lee A. Smales has published?

Journals with more than one article published# docs
Applied Economics Letters5
Journal of International Financial Markets, Institutions and Money5
International Review of Finance3
Journal of Banking & Finance3
Pacific-Basin Finance Journal2
Research in International Business and Finance2
Finance Research Letters2
Applied Economics2
Financial Markets and Portfolio Management2
International Review of Financial Analysis2

Recent works citing Lee A. Smales (2019 and 2018)

YearTitle of citing document
2018Predicting FTSE 100 returns and volatility using sentiment analysis. (2018). Johnman, Mark ; Gepp, Adrian ; Vanstone, Bruce James. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:253-274.

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2017Allies or commitment devices? A model of appointments to the Federal Reserve. (2017). Schnakenberg, Keith E ; Uribe-McGuire, Alicia ; Turner, Ian R. In: Economics and Politics. RePEc:bla:ecopol:v:29:y:2017:i:2:p:118-132.

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2018Persistence in the Russian Stock Market Volatility Indices. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tripathy, Trilochan ; Maria, Caporale Guglielmo . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7243.

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2019Government ideology and monetary policy in OECD countries. (2019). Potrafke, Niklas ; Dörr, Luisa ; Dorr, Luisa ; Cahan, Dodge. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7549.

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2019Government ideology and monetary policy in OECD countries. (2019). Potrafke, Niklas ; Dorr, Luisa ; Cahan, Dodge. In: ifo Working Paper Series. RePEc:ces:ifowps:_296.

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2017Carry trade returns with Support Vector Machines. (2017). Colombo, Emilio ; Rossignoli, Roberto ; Forte, Gianfranco. In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo. RePEc:dis:wpaper:dis1705.

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2018Sentiment and sign predictability of stock returns. (2018). Pönkä, Harri ; Pnk, Harri. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00948.

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2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin. (2018). Roubaud, David ; Bouri, Elie ; Elie, Bouri ; Al-Khazali, Osamah. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00024.

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2017US economic policy uncertainty and co-movements between Chinese and US stock markets. (2017). Li, Xiao-Ming ; Peng, LU. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:27-39.

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2017Equity market information and credit risk signaling: A quantile cointegrating regression approach. (2017). Gatfaoui, Hayette. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:48-59.

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2019Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil. (2019). Brandt, Michael W ; Gao, Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:64-94.

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2019Does OPEC news sentiment influence stock returns of energy firms in the United States?. (2019). Banerjee, Rajabrata ; Gupta, Kartick. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:34-45.

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2017Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Lau, Chi Keung ; Brzeszczynski, Janusz ; Marco, Chi Keung ; Yarovaya, Larisa ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:94-111.

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2018Does social network sentiment influence the relationship between the S&P 500 and gold returns?. (2018). Pieiro-Chousa, Juan ; Ribeiro-Navarrete, Belen ; Perez-Pico, Ada Maria ; Lopez-Cabarcos, Angeles M. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:57-64.

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2018Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach. (2018). Dash, Saumya Ranjan ; Maitra, Debasish. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:32-39.

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2019Professional macroeconomic forecasts and Chinese commodity futures prices. (2019). Ye, Wuyi ; Deschamps, Bruno ; Liu, Xiaoquan ; Jiang, Ying ; Guo, Ranran. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:130-136.

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2017Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132.

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2018Regional banking instability and FOMC voting. (2018). Eichler, Stefan ; Noth, Felix ; Lahner, Tom. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:282-292.

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2018Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets. (2018). Lin, Chu-Bin ; Chou, Robin K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:17-31.

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2018Disagreement between FOMC members and the Fed’s staff: New insights based on a counterfactual interest rate. (2018). Neuenkirch, Matthias ; Kranz, Tobias ; Bennani, Hamza. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:139-153.

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2017News sentiment and jumps in energy spot and futures markets. (2017). Dokumentov, Alexander ; Rotaru, Kristian ; Maslyuk-Escobedo, Svetlana. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:186-210.

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2017Japanese corporate leverage during the Lost Decades. (2017). Khoo, Joye ; Durand, Robert B. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:94-108.

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2018The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter. (2018). Shen, Dehua ; Zhang, Zuochao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:67-75.

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2018Investor sentiment and evaporating liquidity during the financial crisis. (2018). Chiu, Junmao ; Wu, Chih-Chiang ; Ho, Keng-Yu ; Chung, Huimin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:21-36.

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2017Does gold Liquidity learn from the greenback or the equity?. (2017). Smimou, K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:461-479.

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2018Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach. (2018). Economou, Fotini ; Tsouma, Ekaterini ; Panagopoulos, Yannis. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:459-470.

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2018Investor sentiment and the mean-variance relationship: European evidence. (2018). Wang, Wenzhao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:227-239.

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2019The High Holidays: Psychological mechanisms of honesty in real-life financial decisions. (2019). Kliger, Doron ; Qadan, Mahmoud. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:78:y:2019:i:c:p:121-137.

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2019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:115614.

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2018Does the Clarity of Monetary Policy Reports Reduce Volatility in Financial Markets?. (2018). Jansen, David-Jan ; Cihak, Martin ; Bulir, Ales. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:68:y:2018:i:1:p:2-17.

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2017Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

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2019Stock Price Reactions to Wire News from the European Central Bank: Evidence from Changes in the Sentiment Tone and International Market Indexes. (2019). Apergis, Nicholas ; Pragidis, Ioannis. In: International Advances in Economic Research. RePEc:kap:iaecre:v:25:y:2019:i:1:d:10.1007_s11294-019-09721-y.

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2018Government ideology and economic policy-making in the United States—a survey. (2018). Potrafke, Niklas. In: Public Choice. RePEc:kap:pubcho:v:174:y:2018:i:1:d:10.1007_s11127-017-0491-3.

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2019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201925.

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2018Media attention and crude oil volatility: Is there any new news in the newspaper?. (2018). Clements, Adam ; Aromi, D. In: NCER Working Paper Series. RePEc:qut:auncer:2018_01.

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2018Volatility persistence and asymmetry under the microscope: The role of information demand for gold and oil. (2018). Panagiotidis, Theodore ; Bampinas, Georgios ; Rouska, Christina. In: Working Paper series. RePEc:rim:rimwps:18-13.

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2017Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum. (2017). Darby, Julia ; Roy, Graeme. In: Working Papers. RePEc:str:wpaper:1706.

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2017Disagreement Between the FOMC and the Feds Staff: New Insights Based on a Counterfactual Interest Rate. (2017). Neuenkirch, Matthias ; Bennani, Hamza ; Kranz, Tobias. In: Research Papers in Economics. RePEc:trr:wpaper:201710.

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2017Forecasting Oil Price Trends with Sentiment of Online News Articles. (2017). Li, Jian ; Yu, Lean ; Tang, Ling ; Xu, Huijuan. In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:34:y:2017:i:02:n:s021759591740019x.

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2017Does investor attention matter? The attention-return relation in gold futures market. (2017). Yin, Libo ; Han, Liyan ; Xu, Yang. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201737.

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Works by Lee A. Smales:

YearTitleTypeCited
2016The role of political uncertainty in Australian financial markets In: Accounting and Finance.
[Full Text][Citation analysis]		article1
2013The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach In: The Economic Record.
[Full Text][Citation analysis]		article1
2016FX Market Returns and Their Relationship to Investor Fear In: International Review of Finance.
[Full Text][Citation analysis]		article1
2017“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty In: International Review of Finance.
[Full Text][Citation analysis]		article0
2017The Validity of Investor Sentiment Proxies In: International Review of Finance.
[Full Text][Citation analysis]		article1
2013IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA In: Journal of Financial Research.
[Full Text][Citation analysis]		article1
2016News sentiment and bank credit risk In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2015Time-variation in the impact of news sentiment In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2015The importance of belief dispersion in the response of gold futures to macroeconomic announcements In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2014News sentiment and the investor fear gauge In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2016Risk-on/Risk-off: Financial market response to investor fear In: Finance Research Letters.
[Full Text][Citation analysis]		article0
201230-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]		article2
2013Bond futures and order imbalance In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2014Political uncertainty and financial market uncertainty in an Australian context In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article3
2015Asymmetric volatility response to news sentiment in gold futures In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article6
2017Does more complex language in FOMC decisions impact financial markets? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2014News sentiment in the gold futures market In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article26
2016The influence of FOMC member characteristics on the monetary policy decision-making process In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article7
2017Understanding the impact of monetary policy announcements: The importance of language and surprises In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2017Commodity market volatility in the presence of U.S. and Chinese macroeconomic news In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article1
2016Order aggressiveness of different broker-types in response to monetary policy news In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article0
2016Melancholia and Japanese stock returns – 2003 to 2012 In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article1
2019Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2016Trading behavior in S&P 500 index futures In: Review of Financial Economics.
[Full Text][Citation analysis]		article0
2014Non-scheduled news arrival and high-frequency stock market dynamics In: Research in International Business and Finance.
[Full Text][Citation analysis]		article7
2015Better 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]		article3
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]		article2
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]
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2014The relationship between financial asset returns and the well-being of US households In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2014Reaction to nonscheduled news during financial crisis: Australian evidence In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2015Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2017Effect of investor fear on Australian financial markets In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2017A game theory model of regulatory response to insider trading In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2016Time-varying relationship of news sentiment, implied volatility and stock returns In: Applied Economics.
[Full Text][Citation analysis]		article1
2017The importance of fear: investor sentiment and stock market returns In: Applied Economics.
[Full Text][Citation analysis]		article5

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