Lee A. Smales : Citation Profile

University of Western Australia

15

H index

27

i10 index

938

Citations

RESEARCH PRODUCTION:

64

Articles

5

Papers

RESEARCH ACTIVITY:

   12 years (2012 - 2024). See details.
   Cites by year: 78
   Journals where Lee A. Smales has often published
   Relations with other researchers
   Recent citing documents: 177.    Total self citations: 36 (3.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psm185
   Updated: 2025-03-15    RAS profile: 2025-01-07    
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Relations with other researchers

Works with:

Reitz, Stefan (6)

Schwarz, Marco (6)

Scaillet, Olivier (6)

Alexeev, Vitali (6)

Zhang, S. Sarah (6)

Pastor, Lubos (6)

Wilhelmsson, Anders (6)

Hurlin, Christophe (6)

LINTON, OLIVER (6)

Ferrara, Gerardo (6)

Pasquariello, Paolo (6)

Füllbrunn, Sascha (6)

Brownlees, Christian (6)

Sojli, Elvira (6)

Wolff, Christian (6)

Lof, Matthijs (6)

Liew, Chee (6)

Johannesson, Magnus (6)

Foucault, Thierry (6)

Sarno, Lucio (6)

Harris, Jeffrey (6)

Holzmeister, Felix (6)

Chernov, Mikhail (6)

Deev, Oleg (6)

Frömmel, Michael (6)

Park, Andreas (6)

Korajczyk, Robert (6)

Xia, Shuo (6)

Shachar, Or (6)

Ødegaard, Bernt (6)

Palan, Stefan (6)

FERROUHI, EL MEHDI (6)

Gehrig, Thomas (6)

Xiu, Dacheng (6)

Nielsson, Ulf (6)

Dreber, Anna (6)

Stefanova, Denitsa (6)

Talavera, Oleksandr (6)

Bos, Charles (6)

Gerritsen, Dirk (6)

Rinne, Kalle (6)

Jurkatis, Simon (6)

Schuerhoff, Norman (5)

Vilkov, Grigory (5)

Bohorquez Correa, Santiago (5)

Davies, Ryan (5)

Verousis, Thanos (5)

Jalkh, Naji (5)

Schenk-Hoppé, Klaus (5)

CAPELLE-BLANCARD, Gunther (5)

Huang, Wenqian (5)

Hautsch, Nikolaus (5)

Deku, Solomon (5)

Koetter, Michael (5)

Horenstein, Alex (5)

Frijns, Bart (5)

Caporin, Massimiliano (5)

Neszveda, Gabor (5)

Walther, Thomas (5)

Renault, Thomas (5)

Ranaldo, Angelo (5)

Dimpfl, Thomas (5)

Menkveld, Albert (5)

Eugster, Nicolas (5)

Ait-Sahalia, Yacine (4)

Güçbilmez, Ufuk (4)

Aloosh, Arash (4)

Colliard, Jean-Edouard (4)

van Kervel, Vincent (4)

Taylor, Nick (3)

Gil-Bazo, Javier (3)

Voigt, Stefan (3)

Roy, Saurabh (3)

Degryse, Hans (3)

Mihet, Roxana (3)

He, Xuezhong (Tony) (3)

Tonks, Ian (2)

Dumitrescu, Ariadna (2)

Patton, Andrew (2)

Adrian, Tobias (2)

Prokopczuk, Marcel (2)

Pelizzon, Loriana (2)

Bjønnes, Geir (2)

Putnins, Talis (2)

PASCUAL, ROBERTO (2)

Gorbenko, Arseny (2)

Theissen, Erik (2)

Regis, Luca (2)

Kearney, Fearghal (2)

Moinas, Sophie (2)

Rakowski, David (2)

Zhou, Chen (2)

Lopez-Lira, Alejandro (2)

Patel, Vinay (2)

Bouri, Elie (2)

Abudy, Menachem (2)

Hasse, Jean-Baptiste (2)

Söderlind, Paul (2)

Roy, Saurabh (2)

Hjalmarsson, Erik (2)

Vogel, Sebastian (2)

Chow, Nikolai Sheung-Chi (2)

Lajaunie, Quentin (2)

Heath, Davidson (2)

Kassner, Bernhard (2)

Wong, Wing-Keung (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 (20)

Salisu, Afees (10)

lucey, brian (8)

Sensoy, Ahmet (8)

Będowska-Sójka, Barbara (8)

Clements, Adam (8)

Apergis, Nicholas (7)

Brzeszczynski, Janusz (7)

Hassan, M. Kabir (7)

Foglia, Matteo (7)

Goutte, Stéphane (7)

Cites to:

Gürkaynak, Refet (37)

Swanson, Eric (30)

lucey, brian (28)

Kurov, Alexander (26)

Wurgler, Jeffrey (25)

Baker, Malcolm (24)

Blinder, Alan (22)

Jansen, David-Jan (21)

Bouri, Elie (21)

Baur, Dirk (20)

Ehrmann, Michael (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 Letters5
Journal of Banking & Finance4
International Review of Finance3
Journal of Commodity Markets2
Financial Markets and Portfolio Management2
Accounting and Finance2
Research in International Business and Finance2
Applied Economics2
Journal of Futures Markets2
Journal of Empirical Finance2
Global Finance Journal2
Pacific-Basin Finance Journal2

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

YearTitle of citing document
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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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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2024.

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2024Geopolitical risk, supply chains, and global inflation. (2024). YILMAZKUDAY, HAKAN ; Carmy, Linda Schwartz ; Asadollah, Omid ; Hoque, Md Rezwanul. 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). Kellard, Neil ; Ivan, Miruna-Daniela ; Banti, Chiara. In: Bank of England working papers. RePEc:boe:boeewp:1114.

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2024Sensitivity of Chinese stock markets to individual investor sentiment: An analysis of Sina Weibo mood related to COVID-19. (2024). Ahn, Hee-Joon ; Li, Jiaqi. 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). Yang, Haijun ; Huang, Weihua ; Xia, Wei ; Cai, Xing. 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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2024From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Bouzgarrou, Houssam ; Farhani, Ramzi ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197.

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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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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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2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Peng, Hongjuan ; Tang, Pan ; Zhang, Ditian ; Zhuang, Yangyang. 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). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. 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). Borjigin, Sumuya ; Hu, Zinan. 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). Shi, Jing ; Guo, Peng. 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). Chou, Ke-Hsin ; Day, Min-Yuh ; Kao, Yu-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846.

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

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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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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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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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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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2024Time-varying relationship between international monetary policy and energy markets. (2024). Sahay, Vinita S ; Adeabah, David ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. 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). Norena-Chavez, Diego ; Stefea, Petru ; Qin, Meng ; Liu, Fangying. 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 ; Hammoudeh, Shawkat ; Nguyen, Duc Khuong. 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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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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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Luo, Jiawen ; Zhang, Zhendong. 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). Previtali, Daniele ; Gufler, Ivan ; Farina, Vincenzo ; Carlini, Federico. 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). Park, Hail ; Zhao, Mingguo. 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). Wu, Haoran ; Wang, Man. 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). Li, Hongmei ; Chen, Fengwen ; Wang, Wei ; Lu, Man. 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). Yang, Jimmy J ; Tsai, Wei-Che ; Huang, Hong-Gia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002539.

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2024Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries. (2024). Xiong, Xiong ; Shi, Yongdong ; Li, Yanshuang ; Yi, Shangkun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002710.

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2024State ownership, probability of informed trading, and profitability potential: Evidence from the Warsaw Stock Exchange. (2024). Kropiski, Pawe ; Pudo, Mikoaj ; Bosek, Bartomiej. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924002977.

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2024Towards an era of multi-source uncertainty: A systematic and bibliometric analysis. (2024). Wang, Ziyi ; Geng, Yong ; Zhong, Yiran ; Tan, Xueping ; Zhao, Difei ; Vivian, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003430.

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2024How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options. (2024). Wang, Gang-Jin ; Uddin, Gazi ; Gong, Jue ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003727.

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2024Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model. (2024). Wang, Zhuqing ; Shi, Song ; Cheng, Qiuying. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003934.

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2024How do the gold intra-day returns and volatility react to monetary policy shocks?. (2024). Hussain, Syed Mujahid ; Virk, Nader ; Awartani, Basel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004186.

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2024Break a peg! A study of stablecoin co-instability. (2024). Vito, Liuzzi ; Patrice, Sargenti ; Alessio, Castello ; Gregory, Gadzinski. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005404.

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2024Asymmetric impact of energy prices on financial cycles based on interval time series modeling. (2024). Zhang, Jingjia ; Wu, Chaonan ; Yan, Zichun ; Wang, Zehan ; Laevac, Ivona. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005568.

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2024Spillover between investor sentiment and volatility: The role of social media. (2024). Indriawan, Ivan ; Fernandez-Perez, Adrian ; Yang, NI. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005751.

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2024Unveiling the Nexus: Carbon finance and climate technology advancements. (2024). Treku, Daniel N ; Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005908.

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2024Is Bitcoin a hedge or safe-haven asset during the period of turmoil? Evidence from the currency, bond and stock markets. (2024). Yuan, Ying ; Liu, Peng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005957.

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2024Connectedness between energy cryptocurrencies and US equity markets: A quantile-based analysis. (2024). Ali, Shoaib ; Yousaf, Imran ; Abrar, Afsheen ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005982.

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2024Forecasting U.S. Stock Returns Conditional on Geopolitical Risk and Business Cycles. (2024). Tammy, Minh Tam ; Karadas, Serkan ; Stivers, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006392.

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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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2024Brexits ripple: Probing the impact on stock market liquidity. (2024). Su, Qing ; Mazumder, Sharif ; Kim, Jang-Chul. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000606.

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2024The role of migration fear in (dis)connecting stock markets. (2024). Hadhri, Sinda. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000904.

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2024ESG performance and investment efficiency. (2024). Weng, Xiaowen ; Lian, Yuanqiang. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001144.

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2024ChatGPT and the banking business: Insights from the US stock market on potential implications for banks. (2024). Hark, Paul F ; Beckmann, Lars. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002678.

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2024Do investors in dirty and clean cryptocurrencies care about energy efficiency in the same way?. (2024). Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara ; Kliber, Agata. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008821.

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2024Influence and predictive power of sentiment: Evidence from the lithium market. (2024). Son, Bumho ; Lee, Seungyun ; Jeong, Woojin ; Park, Seongwan ; Ko, Hyungjin. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324009012.

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2024Nonlinear relationship between cryptocurrency returns and price sensitivity to market uncertainty. (2024). Han, Seungoh. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010468.

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2024Cryptocurrency hacking and trader behavior in bitcoin futures. (2024). Yang, Jimmy J ; Chen, Yu-Lun. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s154461232401211x.

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2024Does the online interaction between retail investors and firms affect stock price synchronicity?. (2024). Li, Weiwei ; Zhang, Xiaojia ; Liu, Jialiang ; Huang, Zhenxing. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012303.

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2024Should you buy gold stocks or paper gold?. (2024). Batten, Jonathan A ; Kinateder, Harald ; Szilagyi, Peter G. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012315.

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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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2024The connections that bind: Political connectivity in the face of geopolitical disruption. (2024). Hartwell, Christopher ; Zadorozhna, Olha. In: Journal of International Management. RePEc:eee:intman:v:30:y:2024:i:3:s107542532400022x.

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2024Geopolitical risk and currency returns. (2024). Zhang, Xueyong ; Liu, XI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000177.

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2024Treasury buybacks, the Federal Reserve’s portfolio, and changes in local supply. (2024). Struby, Ethan ; Connolly, Michael F. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002000.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2024Leadership vacuum and urban economic development: Evidence from a transition country. (2024). Meng, YU ; Nainar, Khalid ; Jin, Justin Y ; Yao, Yutong ; Cheng, Maoyong. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:52:y:2024:i:1:p:230-252.

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2024Uncertainty and macroeconomic forecasts: Evidence from survey data. (2024). Qiu, Yajie ; Liu, Xiaoquan ; Deschamps, Bruno. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:463-480.

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2024Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis. (2024). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000047.

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2024The role of G7 and BRICS country risks on critical metals: Evidence from time- and frequency-domain approach. (2024). Zhang, Hongwei ; Gao, Wang ; Yang, Shixiong. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723009686.

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2024Crude oil volatility spillover and stock market returns across the COVID-19 pandemic and post-pandemic periods: An empirical study of China, US, and India. (2024). Bibi, Sidra ; Wang, Hui ; Mao, Zhouheng. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010449.

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2024The impact of geopolitical risk on strategic emerging minerals prices: Evidence from MODWT-based Granger causality test. (2024). Zhang, Hua ; Cao, Saisha ; Shao, Liuguo. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010991.

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2024Mineral production amidst the economy of uncertainty: Response of metallic and non-metallic minerals to geopolitical turmoil in Saudi Arabia. (2024). Tarique, MD ; Alam, Md Fakhre ; Ur, Anis ; Islam, Md Monirul. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001910.

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2024The role of gold in terrorism: Risk aversion or financing source?. (2024). Song, YU ; Chang, Shiwei ; He, Lele. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005683.

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2024The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005701.

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2024The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war. (2024). Tang, Miaomiao ; Luo, Ziyang ; Zhao, Peng ; Liu, Wenwen. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s030142072400638x.

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2024Mineral policy and sustainable development goals: Volatility forecasting in the Global Souths minerals market. (2024). Rao, Amar ; Sala, Dariusz ; Parihar, Jaya Singh ; Kharbanda, Aeshna ; Dev, Dhairya. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007049.

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2024Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market: Evidence from China. (2024). Zhang, Yaojie ; Jiang, Jiajie ; Xiao, Jihong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000544.

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2024Pricing media sentiment: Evidence from global mergers and acquisitions. (2024). Shams, Syed ; Bose, Sudipta ; Sheikhbahaei, Ali. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001987.

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2024Safety assessment of cryptocurrencies as risky assets during the COVID-19 pandemic. (2024). Belanes, Amel ; Rabbouch, Hana ; Saadaoui, Foued ; Amirat, Amina. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:651:y:2024:i:c:s0378437124005223.

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2024Making monetary policy in Poland: Are Polish hawks and doves different?. (2024). Mackiewicz-Yziak, Joanna ; Kokoszczyski, Ryszard. In: European Journal of Political Economy. RePEc:eee:poleco:v:81:y:2024:i:c:s0176268023001258.

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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]		article2
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]		article11
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]		article5
2017“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty In: International Review of Finance.
[Full Text][Citation analysis]		article13
2017The Validity of Investor Sentiment Proxies In: International Review of Finance.
[Full Text][Citation analysis]		article6
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article12
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2024Nonstandard Errors.(2024) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
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]		article3
2016News sentiment and bank credit risk In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article16
2024Are stablecoins the money market mutual funds of the future? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2015Time-variation in the impact of news sentiment In: International Review of Financial Analysis.
[Full Text][Citation analysis]		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]		article22
2020Examining the relationship between policy uncertainty and market uncertainty across the G7 In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article11
2021Investor attention and global market returns during the COVID-19 crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article70
2022Investor attention in cryptocurrency markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article23
2014News sentiment and the investor fear gauge In: Finance Research Letters.
[Full Text][Citation analysis]		article44
2016Risk-on/Risk-off: Financial market response to investor fear In: Finance Research Letters.
[Full Text][Citation analysis]		article12
2019Bitcoin as a safe haven: Is it even worth considering? In: Finance Research Letters.
[Full Text][Citation analysis]		article152
2023Classification of RBA monetary policy announcements using ChatGPT In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2024The relevance of dark trading for information acquisition in the German stock market In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2021Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? In: Global Finance Journal.
[Full Text][Citation analysis]		article2
2022Spreading the fear: The central role of CBOE VIX in global stock market uncertainty In: Global Finance Journal.
[Full Text][Citation analysis]		article17
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]		article2
2014Political uncertainty and financial market uncertainty in an Australian context In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article16
2015Asymmetric volatility response to news sentiment in gold futures In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article27
2017Does more complex language in FOMC decisions impact financial markets? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article12
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]		article115
2014News sentiment in the gold futures market In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article60
2016The influence of FOMC member characteristics on the monetary policy decision-making process In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
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.
[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]		article18
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]		article53
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
2020Investor attention and the response of US stock market sectors to the COVID-19 crisis In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article7
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
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		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.
[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
2021Policy uncertainty in Australian financial markets In: Australian Journal of Management.
[Full Text][Citation analysis]		article0
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]		article3
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]		article11
2017The importance of fear: investor sentiment and stock market returns In: Applied Economics.
[Full Text][Citation analysis]		article58
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]		article7
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]		article5

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team