Lee A. Smales : Citation Profile


University of Western Australia

17

H index

28

i10 index

1139

Citations

RESEARCH PRODUCTION:

71

Articles

7

Papers

RESEARCH ACTIVITY:

   13 years (2012 - 2025). See details.
   Cites by year: 87
   Journals where Lee A. Smales has often published
   Relations with other researchers
   Recent citing documents: 339.    Total self citations: 39 (3.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psm185
   Updated: 2025-11-08    RAS profile: 2025-09-08    
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Relations with other researchers


Works with:

Sarno, Lucio (8)

Renault, Thomas (8)

Dreber, Anna (8)

Rinne, Kalle (8)

Alexeev, Vitali (8)

Foucault, Thierry (8)

Caporin, Massimiliano (8)

Ødegaard, Bernt (8)

Brownlees, Christian (8)

Taylor, Nick (8)

Nielsson, Ulf (8)

Liew, Chee (8)

Tonks, Ian (8)

Lof, Matthijs (8)

Korajczyk, Robert (8)

Deev, Oleg (8)

Harris, Jeffrey (8)

Moinas, Sophie (8)

Stefanova, Denitsa (8)

Frömmel, Michael (8)

Frijns, Bart (8)

Palan, Stefan (8)

Scaillet, Olivier (8)

Gehrig, Thomas (8)

Wolff, Christian (8)

Ferrara, Gerardo (8)

Johannesson, Magnus (8)

Menkveld, Albert (8)

Schwarz, Marco (8)

FERROUHI, EL MEHDI (8)

Hurlin, Christophe (8)

Talavera, Oleksandr (8)

Pastor, Lubos (8)

Bos, Charles (8)

Hambuckers, Julien (7)

Neszveda, Gabor (7)

Schenk-Hoppé, Klaus (7)

Vilkov, Grigory (6)

Xiu, Dacheng (6)

Reitz, Stefan (6)

Wilhelmsson, Anders (6)

Xia, Shuo (6)

Pasquariello, Paolo (6)

Sojli, Elvira (6)

Park, Andreas (6)

LINTON, OLIVER (6)

Shachar, Or (6)

Holzmeister, Felix (6)

Zhang, S. Sarah (6)

Füllbrunn, Sascha (6)

Roy, Saurabh (6)

Gerritsen, Dirk (6)

Jurkatis, Simon (6)

Degryse, Hans (6)

Schuerhoff, Norman (6)

Ranaldo, Angelo (6)

Chernov, Mikhail (6)

Dimpfl, Thomas (5)

Horenstein, Alex (5)

Deku, Solomon (5)

Gil-Bazo, Javier (5)

CAPELLE-BLANCARD, Gunther (5)

Davies, Ryan (5)

Koetter, Michael (5)

Huang, Wenqian (5)

Eugster, Nicolas (5)

Verousis, Thanos (5)

Walther, Thomas (5)

Jalkh, Naji (5)

Bohorquez Correa, Santiago (5)

Hautsch, Nikolaus (5)

Ait-Sahalia, Yacine (4)

Aloosh, Arash (4)

Colliard, Jean-Edouard (4)

van Kervel, Vincent (4)

Güçbilmez, Ufuk (4)

He, Xuezhong (Tony) (3)

Abudy, Menachem (3)

Mihet, Roxana (3)

Chow, Nikolai Sheung-Chi (3)

Voigt, Stefan (3)

Roy, Saurabh (2)

Adrian, Tobias (2)

Söderlind, Paul (2)

Hasse, Jean-Baptiste (2)

Patton, Andrew (2)

Kassner, Bernhard (2)

Patel, Vinay (2)

Hjalmarsson, Erik (2)

Zhou, Chen (2)

Rakowski, David (2)

Lopez-Lira, Alejandro (2)

Kearney, Fearghal (2)

Wong, Wing-Keung (2)

PASCUAL, ROBERTO (2)

Vogel, Sebastian (2)

Dumitrescu, Ariadna (2)

Pelizzon, Loriana (2)

Gorbenko, Arseny (2)

Regis, Luca (2)

Theissen, Erik (2)

Bjønnes, Geir (2)

Lajaunie, Quentin (2)

Bouri, Elie (2)

Prokopczuk, Marcel (2)

Heath, Davidson (2)

Putnins, Talis (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:

GUPTA, RANGAN (22)

Salisu, Afees (10)

Sensoy, Ahmet (9)

Foglia, Matteo (8)

Będowska-Sójka, Barbara (8)

Clements, Adam (8)

lucey, brian (8)

Hassan, M. Kabir (7)

Brzeszczynski, Janusz (7)

Umar, Zaghum (7)

YILMAZKUDAY, HAKAN (7)

Cites to:

Gürkaynak, Refet (37)

Swanson, Eric (30)

lucey, brian (28)

Kurov, Alexander (26)

Wurgler, Jeffrey (25)

Baker, Malcolm (24)

Blinder, Alan (22)

GUPTA, RANGAN (22)

Rosa, Carlo (22)

Bouri, Elie (21)

Jansen, David-Jan (21)

Main data


Where Lee A. Smales has published?


Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money6
Applied Economics Letters5
Finance Research Letters5
International Review of Financial Analysis5
Accounting and Finance5
Journal of Banking & Finance4
International Review of Finance3
The Quarterly Review of Economics and Finance2
Financial Markets and Portfolio Management2
Pacific-Basin Finance Journal2
Journal of Behavioral Finance2
Research in International Business and Finance2
Journal of Empirical Finance2
Journal of Futures Markets2
International Review of Economics & Finance2
Journal of Commodity Markets2
Applied Economics2
Global Finance Journal2

Working Papers Series with more than one paper published# docs
Post-Print / HAL2

Recent works citing Lee A. Smales (2025 and 2024)


YearTitle of citing document
2025Time-frequency analysis of geopolitical risk and food commodity market: a wavelet based investigation. (2025). , Aiswarya ; Muralikrishna, Muthumeenakshi. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:364310.

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2025U.S. PRESIDENTIAL ELECTIONS AND AGRICULTURAL MARKET VOLATILITY. IS THERE A “TRUMP EFFECT” ON GRAIN COMMODITIES?. (2025). Wielechowski, Micha ; Czech, Katarzyna. In: Roczniki (Annals). RePEc:ags:paaero:359314.

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2025Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Amirzadeh, Rasoul ; Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef. In: Papers. RePEc:arx:papers:2303.16148.

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2024A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges. (2024). Nie, Yuqi ; Kong, Yaxuan ; Dong, Xiaowen ; Poor, Vincent H ; Zohren, Stefan ; Wen, Qingsong ; Mulvey, John M. In: Papers. RePEc:arx:papers:2406.11903.

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2024Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading. (2024). Rahman, Abdul ; Upadhye, Neelesh. In: Papers. RePEc:arx:papers:2411.08382.

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2024Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180.

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2025Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks. (2025). Wang, Victor Xiaoqi. In: Papers. RePEc:arx:papers:2503.16974.

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2025On Bitcoin Price Prediction. (2025). Bournassenko, Gr'Egory. In: Papers. RePEc:arx:papers:2504.18982.

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2025Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features. (2025). Sbai, Erwann ; Wang, Guanghao ; Naha, Ranesh ; Mahanti, Aniket ; Liu, Chenghao. In: Papers. RePEc:arx:papers:2508.15825.

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2025Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises. (2025). Williamson, Cillian ; Mino, Domenica. In: Papers. RePEc:arx:papers:2510.16503.

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2025Aligning Multilingual News for Stock Return Prediction. (2025). Cheng, Ing-Haw ; Nozawa, Yoshio ; Martineau, Charles ; Tao, Lynn ; Wu, Yuntao ; Hull, John ; Veneris, Andreas. In: Papers. RePEc:arx:papers:2510.19203.

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2024Economic Policy Uncertainty and Financial Markets in the United State.. (2024). Olawoyin, Olayinka ; Adeloye, Fadekemi Chidinma ; Daniel, Chinaemerem. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:6:p:998-1016.

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2025The Impact of Political Events Prior to the 15th General Election on Stock Returns in Bursa Malaysia. (2025). Awang, Salwa Amirah ; Mohamed, Ahmad Zakirullah ; Razak, Azila Abdul ; Muhammad, Fidlizan ; Mohd, Mohd Yahya. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-8:p:736-747.

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2024Should Central Banks Care About Text Mining? A Literature Review. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Caldeira, Raquel. In: Working papers. RePEc:bfr:banfra:950.

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2024Stablecoins, money market funds and monetary policy. (2024). Gambacorta, Leonardo ; Cornelli, Giulio ; Aldasoro, Iñaki ; Habib, Maurizio Michael ; Minesso, Massimo Ferrari. In: BIS Working Papers. RePEc:bis:biswps:1219.

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2025Examining the co-movement between cryptocurrency uncertainty and central bank digital currency uncertainty. (2025). Vu, Tu Thanh ; Nguyen, Duc Anh ; Le, Thai Hong. In: HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION. RePEc:bjw:econen:v:15:y:2025:i:5:p:69-84.

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2024The causal effect of political risk on the stock market: Evidence from a natural experiment. (2024). Li, Zhibing ; Zhu, Yinglun ; Liu, Xiaoyu. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:145-162.

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2024Determinants of commodity market liquidity. (2024). Onur, Esen ; Jain, Pankaj K ; Kayhan, Ayla. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:9-30.

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2024Does negative news disclosure induce better decision‐making? Evidence from acquisitions. (2024). Shenoy, Jaideep ; Pintogutierrez, Cristian ; Ghosh, Chinmoy. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:325-372.

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2024The geopolitical risk spillovers across BRICS countries: A quantile frequency connectedness approach. (2024). Vo, Duc Hong ; Dang, Tam Hoangnhat. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:1:p:132-143.

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2024Geopolitical risk, supply chains, and global inflation. (2024). YILMAZKUDAY, HAKAN ; Hoque, Md Rezwanul ; Carmy, Linda Schwartz ; Asadollah, Omid. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:8:p:3450-3486.

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2025Liquidity, monetary policy and the commodity futures market. (2025). Banti, Chiara ; Kellard, Neil ; Ivan, Miruna-Daniela. In: Bank of England working papers. RePEc:boe:boeewp:1114.

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2025From Tweets to Trades: The Dynamic Dance of Investor Sentiment, Attention, and News Sentiment in ESG Stocks. (2025). Kok, Loang Ooi. In: China Finance and Economic Review. RePEc:bpj:cferev:v:14:y:2025:i:1:p:70-91:n:1004.

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2024Revisiting Output and Monetary Uncertainty and Money Demand in Asia. (2024). Faisal, Alina ; Nosheen, Misbah ; Mumtaz, Tahira. In: International Journal of Politics & Social Sciences Review (IJPSSR). RePEc:ebj:ijpssr:2024v3iiiia36.

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2025Impact of Covid-19 On tail risk dynamics for cryptocurrencies and traditional assets. (2025). Chaim, Pedro ; Pedro, Joao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00508.

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2025Enhancing GDP nowcasts with ChatGPT: a novel application of PMI news releases. (2025). de Bondt, Gabe ; Sun, Yiqiao. In: Working Paper Series. RePEc:ecb:ecbwps:20253063.

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2024Unveiling COVID-19€™s impact on Financial Stability: A Comprehensive Study of Price Dynamics and Investor Behavior in G7 Markets. (2024). Samil, Samia ; Ferchichi, Monia Mokhtar ; Talbi, Mariem ; Ismaalia, Fatma. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-01-19.

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2025Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819.

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2024Sensitivity of Chinese stock markets to individual investor sentiment: An analysis of Sina Weibo mood related to COVID-19. (2024). Li, Jiaqi ; Ahn, Hee-Joon. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000746.

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2024Dynamics of momentum in financial markets based on the information diffusion in complex social networks. (2024). Cai, Xing ; Xia, Wei ; Huang, Weihua ; Yang, Haijun. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000121.

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2024Return volatility and trading volume of GameFi. (2024). Shen, Dehua ; Goodell, John W ; Shi, Guiqiang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000704.

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2024Google search and cross-section of cryptocurrency returns and trading activities. (2024). Vo, Duc Hong ; Hoang, Lai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001060.

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2024Riding the waves of investor sentiment: Cryptocurrency price and renewable energy volatility during the pandemic-war era. (2024). Ha, Le Thanh ; Bouteska, A ; Safa, Faisal M ; Hassan, Kabir M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001163.

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2025How geopolitical tensions affect China’s systemic financial risk contagion. (2025). Zhou, Yingxue ; Wang, DA ; Nie, Zhengyi. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000240.

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2024From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Farhani, Ramzi ; Yousfi, Mohamed ; Bouzgarrou, Houssam. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197.

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2024Volatility interconnectedness among financial and geopolitical markets: Evidence from COVID-19 and Ukraine-Russia crises. (2024). Sahabuddin, Mohammad ; Hoque, Mohammad Enamul ; Bilgili, Faik. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:303-320.

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2024The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets. (2024). Ghouli, Jihene ; Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:25-41.

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2024Dynamic dependence of futures basis between the Chinese and international grains markets. (2024). Dong, Yizhe ; Sun, Mingli ; Wang, Hao ; Ji, Hao ; Shi, Baofeng. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003966.

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2024Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839.

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2025Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

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2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Zhuang, Yangyang ; Tang, Pan ; Peng, Hongjuan ; Zhang, Ditian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

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2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horváth, Matúš ; Horvath, Matu ; Hampl, Filip ; Linnertova, Dagmar Vagnerova. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

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2024Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach. (2024). Guo, Peng ; Shi, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000640.

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2024A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Kao, Yu-Sheng ; Day, Min-Yuh ; Chou, Ke-Hsin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846.

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2024A study on economic policy uncertainty, geopolitical risk and stock market spillovers in BRICS countries. (2024). Li, Sufang ; Xiang, Shujian ; Tang, Guangyuan ; Hong, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001141.

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2024Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232.

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2024Geopolitical risk hedging or timing: Evidence from hedge fund strategies. (2024). Zhou, Xuting ; Ma, Tianyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001657.

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2025Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhao, Xinyi ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468.

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2025The impact of volatility regime dynamics on option pricing. (2025). Liu, Shican ; Fan, Siqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002778.

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2025Impacts of geographical conflicts on risk tango between oil and equity markets: An empirical evidence from oil-importing and exporting nations. (2025). Ullah, Aziz ; Jin, Ying ; Lu, Chih-Chiang ; Peng, Kang-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000592.

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2024Geopolitical tensions and sovereign credit risks. (2024). Kaawach, Said ; Demiralay, Sercan ; Kilincarslan, Erhan ; Semeyutin, Artur. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000922.

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2024Markovian analysis of U.S. Treasury volatility: Asymmetric responses to macroeconomic announcements. (2024). Pasini, Simona ; Guarniero, Pieralberto ; Gigante, Gimede. In: Economics Letters. RePEc:eee:ecolet:v:239:y:2024:i:c:s0165176524002064.

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2025Does geopolitical risk raise or lower corporate credit spreads?. (2025). Huang, HE ; Qiu, Yancheng. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000382.

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2025Stablecoins, money market funds and monetary policy. (2025). Ferrari Minesso, Massimo ; Gambacorta, Leonardo ; Cornelli, Giulio ; Aldasoro, Iñaki ; Habib, Maurizio Michael. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000400.

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2025Regime dependence in the oil-stock market relationship: The role of oil price uncertainty. (2025). Mahadeo, Scott ; Heinlein, Reinhold. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001284.

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2025Fear of war: Geopolitical risks and the potential impact on local government bonds, stock market and FDI in China. (2025). Wang, Daoping ; Li, Kangle ; Shen, Xinyan. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001661.

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2024Common volatility shocks driven by the global carbon transition. (2024). Hendry, David ; Campos-Martins, Susana. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623001665.

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2025The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645.

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2025Hedging political risk in international portfolios. (2025). Pagliardi, Giovanni ; Lotfi, Somayyeh ; Zenios, Stavros A ; Paparoditis, Efstathios. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:629-646.

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2024Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116.

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2024The clarity of monetary policy communication and financial market volatility in developing economies. (2024). Vyshnevskyi, Iegor ; Jombo, Wytone ; Sohn, Wook. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000165.

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2024Geopolitical risk and the cost of capital in emerging economies. (2024). el Ghoul, Sadok ; Carney, Richard W ; Guedhami, Omrane ; Wang, HE. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s156601412400044x.

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2025On the communication efforts of the central banks in emerging economies: The case of India. (2025). Ahmad, Wasim ; Shrimali, Suruchi. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000081.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024Is firm-level political risk priced in the corporate bond market?. (2024). Piljak, Vanja ; Ceballos, Luis ; Swinkels, Laurens. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000963.

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2024Time-varying relationship between international monetary policy and energy markets. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sahay, Vinita S ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

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2024Geopolitical risk: An opportunity or a threat to the green bond market?. (2024). Stefea, Petru ; Qin, Meng ; Liu, Fangying ; Norena-Chavez, Diego. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000999.

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2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

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2024Alternative monetary policies and renewable energy stock returns. (2024). Gordo, Natali ; Morley, Bruce ; Hunt, Alistair. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004481.

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2024Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584.

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2024Chinas monetary policy framework and global commodity prices. (2024). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324004754.

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2024How do global commodities react to increasing geopolitical risks? New insights into the Russia-Ukraine and Palestine-Israel conflicts. (2024). Hammoudeh, Shawkat ; Mejri, Sami ; Khan, Nasir. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005206.

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2024Geopolitical risks and energy uncertainty: Implications for global and domestic energy prices. (2024). YILMAZKUDAY, HAKAN. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006935.

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2024Novel and old news sentiment in commodity futures markets. (2024). El-Jahel, Lina ; Chi, Yeguang ; Vu, Thanh. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400714x.

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2025Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643.

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2025Would geopolitical risks be the new driver of the energy transition? An empirical study on renewable energy technology innovation. (2025). Liu, Baoliu ; Zhang, Ying ; Zhao, Fang ; Chen, Yiming ; Xue, Jinjun. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008090.

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2025The influence of oil investors sentiment on inflation dynamics and uncertainty. (2025). Rizos, Anastasios ; Anastasiou, Dimitris ; Stratopoulou, Artemis ; Louhichi, Wal ; Ftiti, Zied. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008065.

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2025How unexpected geopolitical risk affect the nonlinear spillover among energy and metal markets?. (2025). Ji, Qiang ; Wang, Xinya ; Huang, Shupei. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008521.

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2025The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806.

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2025Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals. (2025). Vespignani, Joaquin ; Smyth, Russell ; Saadaoui, Jamel. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988325000180.

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2025Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

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2025Does geopolitical risk increase carbon emissions and public health risk?. (2025). Soytas, Ugur ; Paramati, Sudharshan Reddy ; Safiullah, MD. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000581.

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2025Retail investor attention: Guardian of corporate ESG integrity or catalyst for greenwashing?. (2025). Ren, Xiaohang ; Liang, Jing ; Mao, Zhuowei. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001859.

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2025Exploring the dynamic connectedness between uranium stocks and metals: Implications for portfolio diversification. (2025). Ullah, Alishba Rahman ; Ijaz, Muhammad Shahzad ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003172.

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2025The impact of financial stress, governance, and geopolitics on Europes energy transition mineral trade. (2025). Islam, Md. Monirul ; Mariev, Oleg. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003470.

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2025Impact of geopolitical risks on crude oil security: A copula-based assessment framework. (2025). Wang, Shuang ; Li, Jing. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225005043.

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2025Corporate environmental, social, and governance performance, investor attention, and corporate development capability—An empirical examination based on moderating and threshold effects. (2025). Chen, Xia ; Bai, Xiaodong ; Xu, Siyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925000882.

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2025Do investors pay attention to the long-term sustainable company development?. (2025). Yang, Jinjuan ; Qian, Kaihao ; Sun, Yiyao. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001127.

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2025Hedging geopolitical risks with diverse commodities. (2025). Parnes, Dror. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002169.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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2024Is downside risk priced in cryptocurrency market?. (2024). Dobrynskaya, Victoria. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004635.

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2024Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal. (2024). Farina, Vincenzo ; Gufler, Ivan ; Carlini, Federico ; Previtali, Daniele. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001108.

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2024Does investor attitude toward carbon neutrality affect stock returns in China?. (2024). Wei, Kai ; Lin, Boqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001170.

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2024Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets. (2024). Zhao, Mingguo ; Park, Hail. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001303.

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2024Geopolitical risk and corporate cash Holdings in China: Precautionary motive and agency problem perspectives. (2024). Wang, Xueting ; Wu, Haoran. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001674.

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2024Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis. (2024). Wang, Wei ; Lu, Man ; Li, Hongmei ; Chen, Fengwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001856.

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2024Trading activity of VIX futures and options around FOMC announcements. (2024). Tsai, Wei-Che ; Yang, Jimmy J ; Huang, Hong-Gia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002539.

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More than 100 citations found, this list is not complete...

Works by Lee A. Smales:


YearTitleTypeCited
2016The role of political uncertainty in Australian financial markets In: Accounting and Finance.
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article14
2021The effect of treasury auctions on 10‐year Treasury note futures In: Accounting and Finance.
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article2
2024Cryptocurrency as an alternative inflation hedge? In: Accounting and Finance.
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article2
2024Stock market liquidity during crisis periods: Australian evidence In: Accounting and Finance.
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article0
2025Investigating proxies for retail investor attention in financial markets In: Accounting and Finance.
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article0
2023Short interest and the stock market relation with news sentiment from traditional and social media sources In: Australian Economic Papers.
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article1
2020One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns In: Economic Papers.
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article11
2013The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach In: The Economic Record.
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article2
2016FX Market Returns and Their Relationship to Investor Fear In: International Review of Finance.
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article6
2017“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty In: International Review of Finance.
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article18
2017The Validity of Investor Sentiment Proxies In: International Review of Finance.
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article7
2024Nonstandard Errors In: Journal of Finance.
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article14
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 14
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2024Nonstandard Errors.(2024) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2024Nonstandard Errors.(2024) In: Post-Print.
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This paper has nother version. Agregated cites: 14
paper
2024Nonstandard Errors.(2024) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 14
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2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 14
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2013IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA In: Journal of Financial Research.
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article4
2023Lost in translation. When sentiment metrics for one market are derived from two different languages In: Journal of Behavioral and Experimental Finance.
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article1
2024Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis In: Economics Letters.
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article5
2025The effect of currency risk on crypto asset utilization in Türkiye In: Emerging Markets Review.
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article0
2016News sentiment and bank credit risk In: Journal of Empirical Finance.
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article20
2024Are stablecoins the money market mutual funds of the future? In: Journal of Empirical Finance.
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article1
2015Time-variation in the impact of news sentiment In: International Review of Financial Analysis.
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article11
2015The importance of belief dispersion in the response of gold futures to macroeconomic announcements In: International Review of Financial Analysis.
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article22
2020Examining the relationship between policy uncertainty and market uncertainty across the G7 In: International Review of Financial Analysis.
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article19
2021Investor attention and global market returns during the COVID-19 crisis In: International Review of Financial Analysis.
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article93
2022Investor attention in cryptocurrency markets In: International Review of Financial Analysis.
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article37
2014News sentiment and the investor fear gauge In: Finance Research Letters.
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article46
2016Risk-on/Risk-off: Financial market response to investor fear In: Finance Research Letters.
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article15
2019Bitcoin as a safe haven: Is it even worth considering? In: Finance Research Letters.
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article171
2023Classification of RBA monetary policy announcements using ChatGPT In: Finance Research Letters.
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article10
2024The relevance of dark trading for information acquisition in the German stock market In: Finance Research Letters.
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article0
2021Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? In: Global Finance Journal.
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article3
2022Spreading the fear: The central role of CBOE VIX in global stock market uncertainty In: Global Finance Journal.
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article19
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.
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article3
2013Bond futures and order imbalance In: Journal of International Financial Markets, Institutions and Money.
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article2
2014Political uncertainty and financial market uncertainty in an Australian context In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article20
2015Asymmetric volatility response to news sentiment in gold futures In: Journal of International Financial Markets, Institutions and Money.
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article32
2017Does more complex language in FOMC decisions impact financial markets? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article13
2019The 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]
article16
2020Hedging geopolitical risk with precious metals In: Journal of Banking & Finance.
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article151
2014News sentiment in the gold futures market In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article70
2016The influence of FOMC member characteristics on the monetary policy decision-making process In: Journal of Banking & Finance.
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article19
2017Understanding the impact of monetary policy announcements: The importance of language and surprises In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article13
2024Digging deeper - Is bitcoin digital gold? A mining perspective In: Journal of Commodity Markets.
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article1
2017Commodity market volatility in the presence of U.S. and Chinese macroeconomic news In: Journal of Commodity Markets.
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article18
2016Order aggressiveness of different broker-types in response to monetary policy news In: Pacific-Basin Finance Journal.
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article2
2016Melancholia and Japanese stock returns – 2003 to 2012 In: Pacific-Basin Finance Journal.
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article3
2021Geopolitical risk and volatility spillovers in oil and stock markets In: The Quarterly Review of Economics and Finance.
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article71
2024The influence of uncertainty on commodity futures returns and trading behaviour In: The Quarterly Review of Economics and Finance.
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article0
2019Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market In: International Review of Economics & Finance.
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article4
2025U.S. Presidential news coverage: Risk, uncertainty and stocks In: International Review of Economics & Finance.
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article0
2016Trading behavior in S&P 500 index futures In: Review of Financial Economics.
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article4
2016Trading behavior in S&P 500 index futures.(2016) In: Review of Financial Economics.
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This paper has nother version. Agregated cites: 4
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2014Non-scheduled news arrival and high-frequency stock market dynamics In: Research in International Business and Finance.
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article10
2015Better the devil you know: The influence of political incumbency on Australian financial market uncertainty In: Research in International Business and Finance.
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article8
2020Investor attention and the response of US stock market sectors to the COVID-19 crisis In: Review of Behavioral Finance.
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article8
2022Investor attention and cryptocurrency price crash risk: a quantile regression approach In: Studies in Economics and Finance.
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article1
2022Trading Behavior in Agricultural Commodity Futures around the 52-Week High In: Commodities.
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article1
2021Volatility Spillovers among Cryptocurrencies In: JRFM.
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article6
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper5
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.
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article6
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.
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This paper has nother version. Agregated cites: 6
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2021Policy uncertainty in Australian financial markets In: Australian Journal of Management.
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article0
2014The relationship between financial asset returns and the well-being of US households In: Applied Economics Letters.
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article1
2014Reaction to nonscheduled news during financial crisis: Australian evidence In: Applied Economics Letters.
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article2
2015Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework In: Applied Economics Letters.
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article0
2017Effect of investor fear on Australian financial markets In: Applied Economics Letters.
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article3
2017A game theory model of regulatory response to insider trading In: Applied Economics Letters.
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article0
2016Time-varying relationship of news sentiment, implied volatility and stock returns In: Applied Economics.
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article12
2017The importance of fear: investor sentiment and stock market returns In: Applied Economics.
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article67
2018Trading Behavior and Monetary Policy News In: Journal of Behavioral Finance.
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article0
2025How is Trading Behavior in Commodity Futures Affected by the 52-Week High and Low? In: Journal of Behavioral Finance.
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article0
2022The influence of policy uncertainty on exchange rate forecasting In: Journal of Forecasting.
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article7
2022One session options: Playing the announcement lottery? In: Journal of Futures Markets.
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article0
2022Trading behavior in bitcoin futures: Following the “smart money” In: Journal of Futures Markets.
[Full Text][Citation analysis]
article6

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated October, 21 2025. Contact: CitEc Team