Lee A. Smales : Citation Profile

Are you Lee A. Smales?

University of Western Australia

13

H index

19

i10 index

649

Citations

RESEARCH PRODUCTION:

55

Articles

2

Papers

RESEARCH ACTIVITY:

   11 years (2012 - 2023). See details.
   Cites by year: 59
   Journals where Lee A. Smales has often published
   Relations with other researchers
   Recent citing documents: 246.    Total self citations: 34 (4.98 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psm185
   Updated: 2023-11-04    RAS profile: 2023-07-07    
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Relations with other researchers

Works with:

Gehrig, Thomas (2)

Schenk-Hoppé, Klaus (2)

Vogel, Sebastian (2)

Johannesson, Magnus (2)

Alexeev, Vitali (2)

CAPELLE-BLANCARD, Gunther (2)

Jalkh, Naji (2)

Pasquariello, Paolo (2)

Deku, Solomon (2)

Talavera, Oleksandr (2)

Frömmel, Michael (2)

Stefanova, Denitsa (2)

Davies, Ryan (2)

Korajczyk, Robert (2)

Wilhelmsson, Anders (2)

Roy, Saurabh (2)

Kearney, Fearghal (2)

Schwarz, Marco (2)

Chow, Nikolai Sheung-Chi (2)

Heath, Davidson (2)

Wong, Wing-Keung (2)

Prokopczuk, Marcel (2)

Gorbenko, Arseny (2)

Abudy, Menachem (2)

Gerritsen, Dirk (2)

Lopez-Lira, Alejandro (2)

Moinas, Sophie (2)

Bohorquez Correa, Santiago (2)

Theissen, Erik (2)

Harris, Jeffrey (2)

Horenstein, Alex (2)

Patton, Andrew (2)

Ødegaard, Bernt (2)

Regis, Luca (2)

Adrian, Tobias (2)

Dreber, Anna (2)

Walther, Thomas (2)

Patel, Vinay (2)

Menkveld, Albert (2)

Bouri, Elie (2)

Hjalmarsson, Erik (2)

Scaillet, Olivier (2)

Ait-Sahalia, Yacine (2)

Schuerhoff, Norman (2)

Tonks, Ian (2)

Kassner, Bernhard (2)

Chernov, Mikhail (2)

Mihet, Roxana (2)

Jurkatis, Simon (2)

Zhou, Chen (2)

Rakowski, David (2)

Xia, Shuo (2)

Palan, Stefan (2)

LINTON, OLIVER (2)

Dumitrescu, Ariadna (2)

Frijns, Bart (2)

Pelizzon, Loriana (2)

Taylor, Nick (2)

Rinne, Kalle (2)

Park, Andreas (2)

Ranaldo, Angelo (2)

Lajaunie, Quentin (2)

Lof, Matthijs (2)

Dimpfl, Thomas (2)

Holzmeister, Felix (2)

Verousis, Thanos (2)

Liew, Chee (2)

Sojli, Elvira (2)

Wolff, Christian (2)

Reitz, Stefan (2)

Ferrara, Gerardo (2)

van Kervel, Vincent (2)

Pastor, Lubos (2)

Sarno, Lucio (2)

Deev, Oleg (2)

Renault, Thomas (2)

Xiu, Dacheng (2)

Foucault, Thierry (2)

Bos, Charles (2)

Caporin, Massimiliano (2)

PASCUAL, ROBERTO (2)

Brownlees, Christian (2)

Hurlin, Christophe (2)

Colliard, Jean-Edouard (2)

He, Xuezhong (Tony) (2)

Hautsch, Nikolaus (2)

FERROUHI, EL MEHDI (2)

Putnins, Talis (2)

Nielsson, Ulf (2)

Vilkov, Grigory (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 (15)

Salisu, Afees (10)

Clements, Adam (8)

lucey, brian (8)

Będowska-Sójka, Barbara (7)

Brzeszczynski, Janusz (7)

Maghyereh, Aktham (7)

Lau, Chi Keung (6)

Apergis, Nicholas (6)

Goutte, Stéphane (6)

Allen, David (5)

Cites to:

Gürkaynak, Refet (33)

Swanson, Eric (27)

Kurov, Alexander (26)

Wurgler, Jeffrey (24)

lucey, brian (24)

Baker, Malcolm (23)

Bouri, Elie (21)

GUPTA, RANGAN (20)

Baur, Dirk (19)

Fleming, Michael (19)

Roubaud, David (18)

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
International Review of Financial Analysis5
Journal of Banking & Finance4
International Review of Finance3
Finance Research Letters3
Accounting and Finance2
Applied Economics2
Pacific-Basin Finance Journal2
Journal of Futures Markets2
Research in International Business and Finance2
Financial Markets and Portfolio Management2
Global Finance Journal2

Recent works citing Lee A. Smales (2023 and 2022)

YearTitle of citing document
2022Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777.

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

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2022Forecasting 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.

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2023Time?frequency comovement among green financial assets and cryptocurrency uncertainties. (2023). Ul, Inzamam. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:1:n:e12216.

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2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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2022Measuring US regional economic uncertainty. (2022). Reade, J ; Wang, Shixuan ; Pan, Weifong. In: Journal of Regional Science. RePEc:bla:jregsc:v:62:y:2022:i:4:p:1149-1178.

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2022A Study on Cryptocurrency Investors’ Purchase Intentions: Revisiting the Brand Personality Theory. (2022). Chittineni, Jyothi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-04-4.

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2022Tracking the Performance of Listed Shares: A Comparison Between JSE Single- and Dual-listed Shares. (2022). Mokatsanyane, Daniel ; Jansen, John George ; Ferreira-Schenk, Sune ; Muller, Mariska ; Sgammini, Ruschelle. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-06-16.

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2023Modeling an early warning system for household debt risk in Korea: A simple deep learning approach. (2023). Park, Sung Y. ; Kwon, Yujin. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001300.

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2022Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment. (2022). Sensoy, Ahmet ; Almeida, Dora ; Dionisio, Andreia ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000703.

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2023Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011.

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2022A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy. (2022). Hamori, Shigeyuki ; Zhang, Yulian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:182-203.

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2023The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583.

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2022The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements. (2022). Maitra, Debasish ; Dash, Saumya Ranjan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200064x.

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2022Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x.

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2022Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach. (2022). Olaniran, Abeeb ; Lasisi, Lukman ; Ogbonna, Ahamuefula E ; Salisu, Afees A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001024.

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2022Hedging the extreme risk of cryptocurrency. (2022). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001486.

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2022Looking for a safe haven against American stocks during COVID-19 pandemic. (2022). Kliber, Agata. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001607.

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2022Investor sentiment and energy futures predictability: Evidence from Feasible Quasi Generalized Least Squares. (2022). Oyewole, Oluwatomisin ; Adegboyega, Soliu ; Adekoya, Oluwasegun ; Fasanya, Ismail. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001656.

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2023The impact of Twitter-based sentiment on US sectoral returns. (2023). Vo, Xuan Vinh ; Ahmad, Nasir ; Ur, Mobeen ; Zeitun, Rami. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001826.

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2023Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165.

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2023Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359.

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2023Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis. (2023). He, Zhifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000700.

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2023Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838.

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2022Small is beautiful? How the introduction of mini futures contracts affects the regular contracts. (2022). Theissen, Erik ; Greppmair, Stefan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:19-38.

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2022I only fear when I hear: How media affects insider trading in takeover targets. (2022). Wu, Betty ; Siganos, Antonios ; Danbolt, JO ; Aleksanyan, Mark. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:318-342.

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2023Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385.

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2022The COVID-19 storm and the energy sector: The impact and role of uncertainty. (2022). Bwanya, Princess Rutendo ; Charteris, Ailie ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988321001638.

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2022Geopolitical risk and dynamic connectedness between commodity markets. (2022). Xu, Jun ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001979.

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2022Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks. (2022). Sohag, Kazi ; Mariev, Oleg ; Hammoudeh, Shawkat ; Elsayed, Ahmed H ; Safonova, Yulia. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002341.

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2022Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data. (2022). Yuan, DI ; Gong, Chenggang ; Zeng, Yan ; Tu, Dalun ; Li, Sufang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003413.

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2022Toward the integration of European gas futures market under COVID-19 shock: A quantile connectedness approach. (2022). Zhu, Zhitao ; Wang, Chuwen ; Chen, Yufeng. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004224.

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2022Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective. (2022). Kliber, Agata ; Bdowska-Sojka, Barbara. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004893.

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2023Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920.

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2023The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions. (2023). Kassm, Christina Abou ; Hammoud, Rami ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001159.

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2022The asymmetric effects of oil price shocks and uncertainty on non-ferrous metal market: Based on quantile regression. (2022). Li, Hailing ; Zhu, Xuehong ; Chen, Ying. In: Energy. RePEc:eee:energy:v:246:y:2022:i:c:s0360544222002687.

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2022Investor sentiment and machine learning: Predicting the price of Chinas crude oil futures market. (2022). Zhang, Lin ; Wen, BO ; Owen, B ; Jiang, Zhe. In: Energy. RePEc:eee:energy:v:247:y:2022:i:c:s0360544222003747.

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2022Geopolitical risk trends and crude oil price predictability. (2022). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Energy. RePEc:eee:energy:v:258:y:2022:i:c:s0360544222017273.

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2022The impact and role of COVID-19 uncertainty: A global industry analysis. (2022). Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921001708.

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2022Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. (2022). Downing, Gareth ; Semeyutin, Artur. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000503.

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2022Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets. (2022). Drakos, Konstantinos ; Ballis, Antonis ; Anastasiou, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000795.

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2022A tale of two tails among carbon prices, green and non-green cryptocurrencies. (2022). Pham, Linh ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Long, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001065.

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2022When does attention matter? The effect of investor attention on stock market volatility around news releases. (2022). Audrino, Francesco ; Ballinari, Daniele ; Sigrist, Fabio. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001466.

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2022Effects of investor sentiment and country governance on unexpected conditional volatility during the COVID-19 pandemic: Evidence from global stock markets. (2022). Tang, Leilei ; Hsu, Yu-Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001478.

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2022Analysis of risk correlations among stock markets during the COVID-19 pandemic. (2022). Chen, Yun ; Zhang, Chao ; Wu, Junfeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001818.

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2022The effects of overnight events on daytime trading sessions. (2022). Webb, Robert I ; Ryu, Doojin ; Ham, Hyuna. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001892.

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2022Investor attention, aggregate limit-hits, and stock returns. (2022). Liu, Xiaoquan ; Jiang, Ying ; Cai, Haidong. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002216.

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2022Volatility spillovers across NFTs news attention and financial markets. (2022). Wang, Yizhi. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002666.

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2022Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index. (2022). Goodell, John W ; Youssef, Manel ; Yousaf, Imran. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002745.

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2022Geopolitical risk and the returns and volatility of global defense companies: A new race to arms?. (2022). Jalkh, Naji ; Klein, Tony ; Bouri, Elie ; Zhang, Zhengyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002782.

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2022Does investor sentiment predict bitcoin return and volatility? A quantile regression approach. (2022). Narada, P ; Ruwani, J M ; Dias, Ishanka K. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003337.

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2022Who buys Bitcoin? The cultural determinants of Bitcoin activity. (2022). Roh, Tai-Yong ; Garel, Alexandre ; Frijns, Bart ; Foley, Sean. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003350.

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2022Dynamic spillovers between uncertainties and green bond markets in the US, Europe, and China: Evidence from the quantile VAR framework. (2022). Li, Zixuan ; Tian, Hao ; Long, Shaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003660.

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2023COVID-19 and finance scholarship: A systematic and bibliometric analysis. (2023). Sureka, Riya ; Kumar, Satish ; Goodell, John W ; Boubaker, Sabri. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004082.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2023Geopolitical risk, climate risk and energy markets: A dynamic spillover analysis. (2023). Zhang, Dayong ; Bu, Lin ; Zhao, Hang ; Jin, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001138.

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2023CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230.

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2022Is it worth to hold bitcoin?. (2022). Kim, Thomas S. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001719.

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2022Tracking safe haven properties of cryptocurrencies during the COVID-19 pandemic: A smooth transition approach. (2022). Nefzi, Nourhaine ; Melki, Abir. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321002993.

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2022Exploring the hedge and safe haven properties of cryptocurrency in policy uncertainty. (2022). Hassan, M. Kabir ; Abdul Karim, Zulkefly ; Rashid, Md Mamunur ; Hasan, Md Bokhtiar. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003147.

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2022The correlation between the stock market and Bitcoin during COVID-19 and other uncertainty periods. (2022). Nguyen, Khanh Quoc. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003238.

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2022The response of Brent crude oil to the European central bank monetary policy. (2022). Torro, Hipolit ; Soriano, Pilar. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003585.

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2022Bitcoin: An inflation hedge but not a safe haven. (2022). Choi, Sangyup ; Shin, Junhyeok. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003810.

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2022Photo sentiment and stock returns around the world. (2022). Chiah, Mardy ; Zhong, Angel ; Hu, Xiaolu. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004074.

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2022Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries. (2022). Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004451.

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2022Fear in commodity return prediction. (2022). Zhang, Qunzi ; Wei, Xinbei ; Cao, Zhen. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004773.

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2022COVID-19 and cryptocurrency volatility: Evidence from asymmetric modelling. (2022). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005894.

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2022Is Bitcoin a hedge? How extreme volatility can destroy the hedge property. (2022). Hossain, Md Zakir ; Hoang, Lai T ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612321005857.

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2022Safe-haven properties and portfolio applications of cryptocurrencies: Evidence from the emerging markets. (2022). Ustaoglu, Erkan. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000423.

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2022COVID-19 vaccines and global stock markets. (2022). Xu, Tong ; Wen, Yuanji ; Chen, Zhuo ; Chan, Kam Fong. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000873.

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2022Jumps and stock market variance during the COVID-19 pandemic: Evidence from international stock markets. (2022). Li, Tao ; Zeng, Qing ; Lu, Xinjie ; Wu, Lan. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001787.

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2022The impact of the Russia-Ukraine conflict on the connectedness of financial markets. (2022). Umar, Zaghum ; Polat, Onur ; Choi, Sun-Yong ; Teplova, Tamara. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002252.

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2022Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression. (2022). Bossman, Ahmed ; Umar, Zaghum ; Choi, Sun-Yong ; Teplova, Tamara. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002392.

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2022Deep learning in the Chinese stock market: The role of technical indicators. (2022). Yan, Sheng ; Ma, Chenyao. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322002653.

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2022Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine. (2022). Dai, Yuhui ; Fareed, Zeeshan ; Bouri, Elie ; Wang, Yihan. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322002999.

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2022Do investors react differently? Evidence from hospitality sector during the covid-19 pandemic. (2022). Tosun, Onur Kemal. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003245.

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2022Is geopolitical risk priced in the cross-section of cryptocurrency returns?. (2022). Zaremba, Adam ; Bdowska-Sojka, Barbara ; Demir, Ender ; Long, Huaigang ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003543.

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2022Will memecoins’ surge trigger a crypto crash? Evidence from the connectedness between leading cryptocurrencies and memecoins. (2022). Yang, Haijun ; Li, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s154461232200397x.

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2022Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine. (2022). Zaremba, Adam ; Demir, Ender ; Bdowska-Sojka, Barbara. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322003981.

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2022The Russo-Ukrainian war and financial markets: the role of dependence on Russian commodities. (2022). Sene, Babacar ; Bassene, Theophile ; Marcelin, Isaac ; Lo, Gaye-Del. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004007.

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2022Spillovers between Bitcoin and Meme stocks. (2022). Li, Shi. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004238.

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2022Foreign institutions and the behavior of liquidity following macroeconomic announcements. (2022). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004391.

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2023Geopolitical risk and household stock market participation. (2023). Lee, Kiryoung. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005074.

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2023Safe havens for Bitcoin. (2023). Krištoufek, Ladislav ; Nedved, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006134.

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2023Can altcoins act as hedges or safe-havens for Bitcoin?. (2023). Urquhart, Andrew ; Lucey, Brian ; Li, YI. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005372.

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2023Words and numbers: A disagreement story from post-earnings announcement return and volume patterns. (2023). Grossetti, Francesco ; de Vito, Antonio ; Daugusta, Carlo. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000685.

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2023Linkages between CBDC and cryptocurrency uncertainties, and digital payment stocks. (2023). Goodell, John W ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001381.

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2023Should you listen to crypto YouTubers?. (2023). Brauneis, Alexander ; Moser, Stefanie. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001551.

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2023Geopolitical risk of oil export and import countries and oil futures volatility: Evidence from dynamic model average methods. (2023). Xie, Xuan ; Cheng, YA ; Xu, Xiulian ; Liu, Zhichao. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001691.

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2022Political uncertainty and analysts’ forecasts: International evidence. (2022). Zhong, Rui ; Bouslimi, Lobna ; Boubakri, Narjess. In: Journal of Financial Stability. RePEc:eee:finsta:v:59:y:2022:i:c:s1572308922000018.

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2022Words matter: Market responses to changes in U.S. and Chinese trade-related internet search frequency under different U.S. administrations. (2022). Zhang, Wenjia ; Pruitt, Stephen ; Mauck, Nathan. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000448.

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2022Investor attention factors and stock returns: Evidence from China. (2022). Gözgör, Giray ; Yan, Cheng ; Gozgor, Giray ; Fang, Jianchun ; Wu, Keke ; Dong, Dayong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002031.

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2022Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Marco, Chi Keung ; Lucey, Brian ; Goodell, John W ; Brzeszczyski, Janusz ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725.

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2022Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches. (2022). Choi, Sun-Yong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001093.

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2022Retail vs institutional investor attention in the cryptocurrency market. (2022). Sensoy, Ahmet ; Akdeniz, Levent ; Ozdamar, Melisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001469.

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2022International political uncertainty and climate risk in the stock market. (2022). Lin, Meimei ; Huang, Qiping ; Fu, Chengbo ; Gong, XU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s104244312200155x.

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2023The role of interpersonal trust in cryptocurrency adoption. (2023). Yarovaya, Larisa ; Urquhart, Andrew ; Matkovskyy, Roman ; Jalan, Akanksha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001871.

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2023Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers. (2023). Foglia, Matteo ; Xie, Chi ; Zhu, You ; Zhou, Yang ; Wang, Gang-Jin ; Gong, Jue. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s104244312300001x.

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2023Which COVID-19 information really impacts stock markets?. (2023). Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443122000749.

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2022Firm-level investor sentiment and corporate announcement returns. (2022). Melia, Adrian ; Docherty, Paul ; Mahmoudi, Nader . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:144:y:2022:i:c:s0378426622001820.

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2022Is it all about money honey? Analyzing and mapping financial well-being research and identifying future research agenda. (2022). Mundi, Hardeep Singh ; Gupta, Mansi ; Pereira, Vijay ; Sharma, Gagandeep ; Mahendru, Mandeep. In: Journal of Business Research. RePEc:eee:jbrese:v:150:y:2022:i:c:p:417-436.

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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.
[Full Text][Citation analysis]		article11
2021The effect of treasury auctions on 10?year Treasury note futures In: Accounting and Finance.
[Full Text][Citation analysis]		article0
2023Short interest and the stock market relation with news sentiment from traditional and social media sources In: Australian Economic Papers.
[Full Text][Citation analysis]		article0
2020One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns In: Economic Papers.
[Full Text][Citation analysis]		article8
2013The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach In: The Economic Record.
[Full Text][Citation analysis]		article2
2016FX Market Returns and Their Relationship to Investor Fear In: International Review of Finance.
[Full Text][Citation analysis]		article4
2017“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty In: International Review of Finance.
[Full Text][Citation analysis]		article8
2017The Validity of Investor Sentiment Proxies In: International Review of Finance.
[Full Text][Citation analysis]		article5
2013IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA In: Journal of Financial Research.
[Full Text][Citation analysis]		article4
2016News sentiment and bank credit risk In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article14
2015Time-variation in the impact of news sentiment In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article10
2015The importance of belief dispersion in the response of gold futures to macroeconomic announcements In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article15
2020Examining the relationship between policy uncertainty and market uncertainty across the G7 In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article7
2021Investor attention and global market returns during the COVID-19 crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article37
2022Investor attention in cryptocurrency markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article20
2014News sentiment and the investor fear gauge In: Finance Research Letters.
[Full Text][Citation analysis]		article42
2016Risk-on/Risk-off: Financial market response to investor fear In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2019Bitcoin as a safe haven: Is it even worth considering? In: Finance Research Letters.
[Full Text][Citation analysis]		article113
2021Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? In: Global Finance Journal.
[Full Text][Citation analysis]		article1
2022Spreading the fear: The central role of CBOE VIX in global stock market uncertainty In: Global Finance Journal.
[Full Text][Citation analysis]		article7
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]		article3
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]		article15
2015Asymmetric volatility response to news sentiment in gold futures In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article23
2017Does more complex language in FOMC decisions impact financial markets? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article9
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]		article10
2020Hedging geopolitical risk with precious metals In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article57
2014News sentiment in the gold futures market In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article50
2016The influence of FOMC member characteristics on the monetary policy decision-making process In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article16
2017Understanding the impact of monetary policy announcements: The importance of language and surprises In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article9
2017Commodity market volatility in the presence of U.S. and Chinese macroeconomic news In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article10
2016Order aggressiveness of different broker-types in response to monetary policy news In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article1
2016Melancholia and Japanese stock returns – 2003 to 2012 In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article3
2021Geopolitical risk and volatility spillovers in oil and stock markets In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article31
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]		article3
2016Trading behavior in S&P 500 index futures In: Review of Financial Economics.
[Full Text][Citation analysis]		article3
2016Trading behavior in S&P 500 index futures.(2016) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2014Non-scheduled news arrival and high-frequency stock market dynamics In: Research in International Business and Finance.
[Full Text][Citation analysis]		article10
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]		article7
2020Investor attention and the response of US stock market sectors to the COVID-19 crisis In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article6
2022Investor attention and cryptocurrency price crash risk: a quantile regression approach In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article0
2021Volatility Spillovers among Cryptocurrencies In: JRFM.
[Full Text][Citation analysis]		article1
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper2
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		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]		article5
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
2014The relationship between financial asset returns and the well-being of US households In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2014Reaction to nonscheduled news during financial crisis: Australian evidence In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
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]		article1
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]		article9
2017The importance of fear: investor sentiment and stock market returns In: Applied Economics.
[Full Text][Citation analysis]		article42
2018Trading Behavior and Monetary Policy News In: Journal of Behavioral Finance.
[Full Text][Citation analysis]		article0
2022The influence of policy uncertainty on exchange rate forecasting In: Journal of Forecasting.
[Full Text][Citation analysis]		article1
2022One session options: Playing the announcement lottery? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2022Trading behavior in bitcoin futures: Following the “smart money” In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0

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