Lee A. Smales : Citation Profile

Are you Lee A. Smales?

University of Western Australia

14

H index

25

i10 index

787

Citations

RESEARCH PRODUCTION:

60

Articles

4

Papers

RESEARCH ACTIVITY:

   12 years (2012 - 2024). See details.
   Cites by year: 65
   Journals where Lee A. Smales has often published
   Relations with other researchers
   Recent citing documents: 203.    Total self citations: 36 (4.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psm185
   Updated: 2024-07-05    RAS profile: 2024-06-07    
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Relations with other researchers

Works with:

Ranaldo, Angelo (4)

Ait-Sahalia, Yacine (4)

Schuerhoff, Norman (4)

Johannesson, Magnus (4)

Füllbrunn, Sascha (4)

Frömmel, Michael (4)

Zhang, S. Sarah (4)

Sarno, Lucio (4)

Reitz, Stefan (4)

Rinne, Kalle (4)

Renault, Thomas (4)

Wolff, Christian (4)

Hurlin, Christophe (4)

Pasquariello, Paolo (4)

Dreber, Anna (4)

Shachar, Or (4)

Lof, Matthijs (4)

Pastor, Lubos (4)

FERROUHI, EL MEHDI (4)

Gehrig, Thomas (4)

Korajczyk, Robert (4)

Stefanova, Denitsa (4)

Schwarz, Marco (4)

Deku, Solomon (4)

Brownlees, Christian (3)

Degryse, Hans (3)

Roy, Saurabh (3)

Deev, Oleg (3)

Huang, Wenqian (3)

Caporin, Massimiliano (3)

Bohorquez Correa, Santiago (3)

Menkveld, Albert (3)

Alexeev, Vitali (3)

CAPELLE-BLANCARD, Gunther (3)

Jalkh, Naji (3)

Palan, Stefan (3)

Colliard, Jean-Edouard (3)

Harris, Jeffrey (3)

Ødegaard, Bernt (3)

Koetter, Michael (3)

Talavera, Oleksandr (3)

Wilhelmsson, Anders (3)

Taylor, Nick (3)

Chernov, Mikhail (3)

Nielsson, Ulf (3)

Xia, Shuo (3)

Horenstein, Alex (3)

Voigt, Stefan (3)

Mihet, Roxana (3)

Xiu, Dacheng (3)

Frijns, Bart (3)

Holzmeister, Felix (3)

Foucault, Thierry (3)

Schenk-Hoppé, Klaus (3)

PASCUAL, ROBERTO (2)

Ferrara, Gerardo (2)

Heath, Davidson (2)

Pelizzon, Loriana (2)

Tonks, Ian (2)

Vogel, Sebastian (2)

Prokopczuk, Marcel (2)

Walther, Thomas (2)

Vilkov, Grigory (2)

Davies, Ryan (2)

Regis, Luca (2)

Dimpfl, Thomas (2)

Sojli, Elvira (2)

Chow, Nikolai Sheung-Chi (2)

Abudy, Menachem (2)

Moinas, Sophie (2)

Kearney, Fearghal (2)

Gorbenko, Arseny (2)

Lopez-Lira, Alejandro (2)

Lajaunie, Quentin (2)

Putnins, Talis (2)

Jurkatis, Simon (2)

Scaillet, Olivier (2)

Theissen, Erik (2)

Zhou, Chen (2)

Park, Andreas (2)

Bjønnes, Geir (2)

He, Xuezhong (Tony) (2)

Verousis, Thanos (2)

LINTON, OLIVER (2)

Hautsch, Nikolaus (2)

Söderlind, Paul (2)

Dumitrescu, Ariadna (2)

Wong, Wing-Keung (2)

van Kervel, Vincent (2)

Bouri, Elie (2)

Güçbilmez, Ufuk (2)

Bos, Charles (2)

Gerritsen, Dirk (2)

Adrian, Tobias (2)

Patel, Vinay (2)

Rakowski, David (2)

Liew, Chee (2)

Kassner, Bernhard (2)

Hjalmarsson, Erik (2)

Patton, Andrew (2)

Roy, Saurabh (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 (17)

Salisu, Afees (10)

Clements, Adam (8)

lucey, brian (8)

Apergis, Nicholas (7)

Będowska-Sójka, Barbara (7)

Foglia, Matteo (7)

Sensoy, Ahmet (7)

Brzeszczynski, Janusz (7)

Maghyereh, Aktham (7)

Hassan, M. Kabir (6)

Cites to:

Gürkaynak, Refet (37)

Swanson, Eric (30)

Kurov, Alexander (26)

lucey, brian (25)

Wurgler, Jeffrey (25)

Baker, Malcolm (24)

Blinder, Alan (22)

Jansen, David-Jan (21)

Bouri, Elie (21)

Fratzscher, Marcel (20)

GUPTA, RANGAN (20)

Main data

Where Lee A. Smales has published?

Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money6
International Review of Financial Analysis5
Applied Economics Letters5
Finance Research Letters4
Journal of Banking & Finance4
International Review of Finance3
Financial Markets and Portfolio Management2
Accounting and Finance2
Journal of Commodity Markets2
Research in International Business and Finance2
Applied Economics2
Pacific-Basin Finance Journal2
Journal of Futures Markets2
Global Finance Journal2

Recent works citing Lee A. Smales (2024 and 2023)

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

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2023Examination of the impacts of the immediate interest rate of the United States and the VIX on the Dow Jones Islamic Market Index. (2023). Perezmontiel, Jose A ; Ozcelebi, Oguzhan. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1157-1180.

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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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2023Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10801.

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2023Investor Attention in Cryptocurrency Markets: Examining the Effects of Vaccination and COVID-19 Spread through a Wavelet Approach. (2023). Mnif, Emna ; Abida, Maher. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-6.

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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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2023The impact of natural disaster risk on the return of agricultural futures. (2023). Yu, Qin ; Tse, Yiuman ; Liu, Qingfu ; Hua, Renhai. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s1049007823000520.

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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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2023Predictability of crypto returns: The impact of trading behavior. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000266.

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2023Does energy efficiency mediate a green economic recovery? Evidence from China. (2023). Hossain, Md Shamim ; Quynh, Le Nhu ; Khudoykulov, Khurshid ; Cong, Phan The ; Alarifi, Ghadah Abdulrahman ; Liu, Zhihong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:802-815.

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

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

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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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2024Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Park, Dojoon ; Kang, Yong Joo. 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). Sohn, Wook ; Jombo, Wytone ; Vyshnevskyi, Iegor. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000165.

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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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2023Is gold a hedge or a safe haven against stock markets? Evidence from conditional comoments. (2023). Liu, Qianqiu ; Yang, Ping ; Ming, Lei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001068.

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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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2023Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694.

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2023Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions. (2023). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003596.

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2023Risk spillovers across geopolitical risk and global financial markets. (2023). Wen, Baoyu ; Zheng, Jinlin ; Shen, Yue ; Wang, Xiaohan ; Jiang, Yaohui. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005492.

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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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2023Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors. (2023). Bell, Adrian ; Sangiorgi, Ivan ; Niculaescu, Corina E. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002193.

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2023Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727.

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2023State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880.

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2023Does sentiment affect stock returns? A meta-analysis across survey-based measures. (2023). Badura, Ondej ; Bajzik, Josef ; Gric, Zuzana. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002892.

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2023Do cryptocurrencies feel the music?. (2023). Hadhri, Sinda. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002958.

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2023Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run. (2023). O'Connor, Fergal ; Usman, Hafiz Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003290.

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2023Predicting inflation expectations: A habit-based explanation under hedging. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003320.

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2023Geopolitical threats, equity returns, and optimal hedging. (2023). Hasan, Mohammad Nurul ; Anik, Kaysul Islam ; Mahmood, Syed Riaz ; Kamal, Md Rajib. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003514.

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2023Understanding mispricing in the travel and leisure industry. (2023). Sharma, Susan Sunila ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300385x.

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2023Political preferences and stock markets. (2023). Mantovan, Noemi ; Alsakka, Rasha ; Thy, Phuc Lam. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300426x.

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2023Connectedness between monetary policy uncertainty and sectoral stock market returns: Evidence from asymmetric TVP-VAR approach. (2023). Raza, Syed ; Kumar, Satish ; Sharif, Arshian ; Ahmed, Maiyra. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004623.

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2023Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks. (2023). Tiwari, Aviral ; Adeabah, David ; Abakah, Emmanuel ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004647.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub ; Brzeszczyski, Janusz. 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). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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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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2023Role of hedging on crypto returns predictability: A new habit-based explanation. (2023). Dunbar, Kwamie ; Owusu-Amoako, Johnson. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003811.

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2023Regulatory uncertainty and corporate social responsibility. (2023). Saadi, Samir ; Himick, Darlene ; Chourou, Lamia. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003926.

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2023Time-varying market efficiency of safe-haven assets. (2023). Leirvik, Thomas ; Okoroafor, Ugochi C. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323003963.

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2023A central bankers’ sentiment index of global financial cycle. (2023). Liu, Wei ; Yu, Zhen ; Yang, Fuyu. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005330.

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2023The US banking crisis in 2023: Intraday attention and price variation of banks at risk. (2023). Halouskova, Martina ; Lyocsa, Tefan ; Haugom, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005810.

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2023Impactful messaging: Elite sentiment in Chinese new energy vehicle vs machine learning perspective. (2023). Jia, Guozhu ; Gong, Xingyue. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006232.

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2023Predicting gold volatility: Exploring the impact of extreme risk in the international commodity market. (2023). Zhong, Juandan ; Tang, Yusui. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008632.

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2023Climate uncertainty effects on bitcoin ecological footprint through cryptocurrency environmental attention. (2023). Boufateh, Talel ; Zribi, Wissal ; Guesmi, Khaled. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s154461232300956x.

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2023Do short-term market swings improve realized volatility forecasts?. (2023). Zhang, Jin E ; Ruan, Xinfeng. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010012.

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2024Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Banerjee, Ameet Kumar ; Mahapatra, Biplab ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

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2024Can ChatGPT assist in picking stocks?. (2024). Val, Joel ; Pelster, Matthias. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011583.

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2024Hedging inflation expectations in the cryptocurrency futures market. (2024). Valcarcel, Victor J ; Liu, Jinan. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001055.

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2023Time-varying asymmetric spillovers among cryptocurrency, green and fossil-fuel investments. (2023). Hanif, Waqas ; Duc, Toan Luu ; Pham, Linh. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000868.

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2023Gold as international reserves: A barbarous relic no more?. (2023). Eichengreen, Barry ; Arslanalp, Serkan ; Simpson-Bell, Chima. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001083.

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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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2023Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318.

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2023Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets. (2023). Kinkyo, Takuji ; Xu, Lei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s104244312300032x.

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2023Financial earthquakes and aftershocks: From Brexit to Russia-Ukraine conflict and the stability of European banks. (2023). Phan, Hoa ; Huynh, Nhan ; Thu, Phuong Thi ; Hoang, Hanh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000987.

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2023Dynamic connectedness between investors’ sentiment and asset prices: A comparison between major markets in Europe and USA. (2023). Lawal, Rodiat ; Johan, Sofia ; Sakariyahu, Rilwan ; Chatzivgeri, Eleni ; Paterson, Audrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001348.

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2023Impact of social metrics in decentralized finance. (2023). Gonzalez-Lopez, Isaac ; Evi, Aleksandar ; Pieiro-Chousa, Juan. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000310.

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2023Monetary policy and Bitcoin. (2023). Karau, Soren. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000815.

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2023Equity market connectedness across regimes of geopolitical risks: Historical evidence and theory. (2023). Miescu, Mirela ; Jalloul, Maya. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001110.

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2023Information effects of monetary policy announcements on oil price. (2023). Chen, Sanpan ; Zhang, Jiqiang ; Yang, Yang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000265.

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2023Gold risk premium estimation with machine learning methods. (2023). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000502.

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2023Determinants and dynamic interactions of trader positions in the gold futures market. (2023). Mo, Wan-Shin ; Chen, Yu-Lun. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000338.

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2023Exploring volatility of crude oil intraday return curves: A functional GARCH-X model. (2023). Wirjanto, Tony ; Rice, Gregory ; Zhao, Yuqian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s240585132300051x.

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2023Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure. (2023). Papadamou, Stephanos ; Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000294.

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2023How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?. (2023). Alhomaidi, Asem ; Hassan, Kabir M ; Hasan, Md Bokhtiar. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000452.

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2023Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006043.

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2023Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective. (2023). Nakonieczny, Joanna ; Tiwari, Sunil ; Si, Kamel ; Shahzad, Umer ; Nesterowicz, Renata. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200633x.

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2023Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions. (2023). Zhang, Yaojie ; Xiao, Jihong ; Wang, Yudong. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200681x.

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2023What do the AI methods tell us about predicting price volatility of key natural resources: Evidence from hyperparameter tuning. (2023). Chavriya, Shubham ; Parihar, Jaya Singh ; Rao, Amar ; Srivastava, Mrinalini ; Singh, Surendar. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006924.

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2023The essential role of Russian geopolitics: A fresh perception into the gold market. (2023). Peculea, Adelina Dumitrescu ; Pirtea, Marilen Gabriel ; Su, Chi-Wei ; Qin, Meng. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000181.

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2023Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system. (2023). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001757.

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2023Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources. (2023). Zhang, Weiqian ; Li, Songsong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002659.

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2023Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective. (2023). Li, Bin ; Wang, Yudong ; Zhang, Zhikai. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004129.

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2023Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war. (2023). Ustaoglu, Erkan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723005020.

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2023Time and quantile domain connectedness between the geopolitical risk of China and precious metals markets. (2023). Destek, Mehmet ; Bugan, Mehmet Fatih ; Cevik, Emrah I ; Zafar, Muhammad Wasif ; Lu, Chengwu. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004324.

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2023How do rare earth prices respond to economic and geopolitical factors?. (2023). Shen, Yijuan ; Lobont, Oana-Ramona ; Zhang, Linling ; Meng, Qin ; Li, Zheng-Zheng. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005640.

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2023Gold vs bitcoin: Who can resist panic in the U.S.?. (2023). Lobon, Oana-Ramona ; Qin, Meng ; Yang, Shengjie ; Su, Chi-Wei. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005913.

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2023The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach. (2023). Mandaci, Nazif ; Azimli, Asil. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006682.

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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]		article12
2021The effect of treasury auctions on 10?year Treasury note futures In: Accounting and Finance.
[Full Text][Citation analysis]		article1
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]		article10
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]		article9
2017The Validity of Investor Sentiment Proxies In: International Review of Finance.
[Full Text][Citation analysis]		article6
2013IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA In: Journal of Financial Research.
[Full Text][Citation analysis]		article4
2023Lost in translation. When sentiment metrics for one market are derived from two different languages In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article0
2024Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis In: Economics Letters.
[Full Text][Citation analysis]		article0
2016News sentiment and bank credit risk In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article16
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]		article18
2020Examining the relationship between policy uncertainty and market uncertainty across the G7 In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article9
2021Investor attention and global market returns during the COVID-19 crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article53
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]		article137
2023Classification of RBA monetary policy announcements using ChatGPT In: Finance Research Letters.
[Full Text][Citation analysis]		article1
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]		article10
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]		article11
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]		article13
2020Hedging geopolitical risk with precious metals In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article84
2014News sentiment in the gold futures market In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article58
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]		article11
2024Digging deeper - Is bitcoin digital gold? A mining perspective In: Journal of Commodity Markets.
[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]		article15
2016Order aggressiveness of different broker-types in response to monetary policy news In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article2
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]		article38
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]		article4
2016Trading behavior in S&P 500 index futures In: Review of Financial Economics.
[Full Text][Citation analysis]		article4
2016Trading behavior in S&P 500 index futures.(2016) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		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
2024Nonstandard errors In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper14
2021Non-Standard Errors.(2021) In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
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]		article1
In: .
[Full Text][Citation analysis]		article0
2021Volatility Spillovers among Cryptocurrencies In: JRFM.
[Full Text][Citation analysis]		article1
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 nother 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]		article10
2017The importance of fear: investor sentiment and stock market returns In: Applied Economics.
[Full Text][Citation analysis]		article48
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]		article2
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]		article3

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