14
H index
26
i10 index
841
Citations
University of Western Australia | 14 H index 26 i10 index 841 Citations RESEARCH PRODUCTION: 59 Articles 4 Papers RESEARCH ACTIVITY: 12 years (2012 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psm185 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Lee A. Smales. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Modelling 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2023 | Examination 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. Full description at Econpapers || Download paper | |
2023 | Quantile 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. Full description at Econpapers || Download paper | |
2023 | Beyond 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. Full description at Econpapers || Download paper | |
2023 | Investor 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. Full description at Econpapers || Download paper | |
2023 | Modeling 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Is 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. Full description at Econpapers || Download paper | |
2023 | Predictability 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. Full description at Econpapers || Download paper | |
2024 | Sensitivity 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. Full description at Econpapers || Download paper | |
2024 | Dynamics 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2024 | From 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2024 | Dynamic 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Searching 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. Full description at Econpapers || Download paper | |
2023 | Stablecoins 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. Full description at Econpapers || Download paper | |
2023 | Geopolitical 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. Full description at Econpapers || Download paper | |
2024 | Clustering 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. Full description at Econpapers || Download paper | |
2024 | Determinants 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. Full description at Econpapers || Download paper | |
2024 | Crypto 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Geopolitical 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Geopolitical 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. Full description at Econpapers || Download paper | |
2024 | Common 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. Full description at Econpapers || Download paper | |
2023 | Conditional 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. Full description at Econpapers || Download paper | |
2024 | Global 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2023 | Are 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. Full description at Econpapers || Download paper | |
2023 | Is 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. Full description at Econpapers || Download paper | |
2023 | Analysis 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Short- 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. Full description at Econpapers || Download paper | |
2023 | Investigating 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. Full description at Econpapers || Download paper | |
2023 | Risk 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. Full description at Econpapers || Download paper | |
2024 | Time-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. Full description at Econpapers || Download paper | |
2024 | Geopolitical 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. Full description at Econpapers || Download paper | |
2024 | Quantile 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. Full description at Econpapers || Download paper | |
2023 | COVID-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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | Geopolitical 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. Full description at Econpapers || Download paper | |
2023 | CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | State 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | Do cryptocurrencies feel the music?. (2023). Hadhri, Sinda. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002958. Full description at Econpapers || Download paper | |
2023 | Domestic 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. Full description at Econpapers || Download paper | |
2023 | Predicting 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. Full description at Econpapers || Download paper | |
2023 | Geopolitical 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. Full description at Econpapers || Download paper | |
2023 | Understanding 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. Full description at Econpapers || Download paper | |
2023 | Political 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. Full description at Econpapers || Download paper | |
2023 | Connectedness 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. Full description at Econpapers || Download paper | |
2023 | Effect 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. Full description at Econpapers || Download paper | |
2024 | Google 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. Full description at Econpapers || Download paper | |
2024 | Is 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. Full description at Econpapers || Download paper | |
2024 | Non-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. Full description at Econpapers || Download paper | |
2024 | Asymmetric 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. Full description at Econpapers || Download paper | |
2024 | Do 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. Full description at Econpapers || Download paper | |
2024 | Does 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. Full description at Econpapers || Download paper | |
2024 | Quantile 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. Full description at Econpapers || Download paper | |
2024 | Geopolitical 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. Full description at Econpapers || Download paper | |
2024 | Dynamic 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. Full description at Econpapers || Download paper | |
2024 | Trading 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. Full description at Econpapers || Download paper | |
2024 | Time-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. Full description at Econpapers || Download paper | |
2023 | Geopolitical risk and household stock market participation. (2023). Lee, Kiryoung. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005074. Full description at Econpapers || Download paper | |
2023 | Safe havens for Bitcoin. (2023). Krištoufek, Ladislav ; Nedved, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006134. Full description at Econpapers || Download paper | |
2023 | Can 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. Full description at Econpapers || Download paper | |
2023 | Words 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. Full description at Econpapers || Download paper | |
2023 | Linkages 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. Full description at Econpapers || Download paper | |
2023 | Should you listen to crypto YouTubers?. (2023). Brauneis, Alexander ; Moser, Stefanie. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001551. Full description at Econpapers || Download paper | |
2023 | Geopolitical 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. Full description at Econpapers || Download paper | |
2023 | Role 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. Full description at Econpapers || Download paper | |
2023 | Regulatory 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. Full description at Econpapers || Download paper | |
2023 | Time-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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Impactful 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. Full description at Econpapers || Download paper | |
2023 | Predicting 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. Full description at Econpapers || Download paper | |
2023 | Climate 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2024 | Impact 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. Full description at Econpapers || Download paper | |
2024 | Can ChatGPT assist in picking stocks?. (2024). Val, Joel ; Pelster, Matthias. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011583. Full description at Econpapers || Download paper | |
2024 | Brexits 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | ESG performance and investment efficiency. (2024). Weng, Xiaowen ; Lian, Yuanqiang. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001144. Full description at Econpapers || Download paper | |
2024 | ChatGPT 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. Full description at Econpapers || Download paper | |
2024 | Hedging 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. Full description at Econpapers || Download paper | |
2023 | Time-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. Full description at Econpapers || Download paper | |
2023 | Gold 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Spreading 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. Full description at Econpapers || Download paper | |
2023 | Which 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2016 | The role of political uncertainty in Australian financial markets In: Accounting and Finance. [Full Text][Citation analysis] | article | 12 |
2023 | Short interest and the stock market relation with news sentiment from traditional and social media sources In: Australian Economic Papers. [Full Text][Citation analysis] | article | 0 |
2020 | One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns In: Economic Papers. [Full Text][Citation analysis] | article | 11 |
2013 | The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach In: The Economic Record. [Full Text][Citation analysis] | article | 2 |
2016 | FX Market Returns and Their Relationship to Investor Fear In: International Review of Finance. [Full Text][Citation analysis] | article | 4 |
2017 | “Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty In: International Review of Finance. [Full Text][Citation analysis] | article | 12 |
2017 | The Validity of Investor Sentiment Proxies In: International Review of Finance. [Full Text][Citation analysis] | article | 6 |
2013 | IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA In: Journal of Financial Research. [Full Text][Citation analysis] | article | 4 |
2023 | Lost 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] | article | 0 |
2024 | Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2016 | News sentiment and bank credit risk In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 16 |
2015 | Time-variation in the impact of news sentiment In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
2015 | The importance of belief dispersion in the response of gold futures to macroeconomic announcements In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 20 |
2020 | Examining the relationship between policy uncertainty and market uncertainty across the G7 In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
2021 | Investor attention and global market returns during the COVID-19 crisis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 60 |
2022 | Investor attention in cryptocurrency markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 20 |
2014 | News sentiment and the investor fear gauge In: Finance Research Letters. [Full Text][Citation analysis] | article | 43 |
2016 | Risk-on/Risk-off: Financial market response to investor fear In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
2019 | Bitcoin as a safe haven: Is it even worth considering? In: Finance Research Letters. [Full Text][Citation analysis] | article | 143 |
2023 | Classification of RBA monetary policy announcements using ChatGPT In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2021 | Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? In: Global Finance Journal. [Full Text][Citation analysis] | article | 1 |
2022 | Spreading the fear: The central role of CBOE VIX in global stock market uncertainty In: Global Finance Journal. [Full Text][Citation analysis] | article | 12 |
2012 | 30-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] | article | 3 |
2013 | Bond futures and order imbalance In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
2014 | Political uncertainty and financial market uncertainty in an Australian context In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 15 |
2015 | Asymmetric volatility response to news sentiment in gold futures In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 24 |
2017 | Does more complex language in FOMC decisions impact financial markets? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 12 |
2019 | The 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] | article | 13 |
2020 | Hedging geopolitical risk with precious metals In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 96 |
2014 | News sentiment in the gold futures market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 58 |
2016 | The influence of FOMC member characteristics on the monetary policy decision-making process In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 17 |
2017 | Understanding the impact of monetary policy announcements: The importance of language and surprises In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
2024 | Digging deeper - Is bitcoin digital gold? A mining perspective In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 0 |
2017 | Commodity market volatility in the presence of U.S. and Chinese macroeconomic news In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 16 |
2016 | Order aggressiveness of different broker-types in response to monetary policy news In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 2 |
2016 | Melancholia and Japanese stock returns – 2003 to 2012 In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 3 |
2021 | Geopolitical risk and volatility spillovers in oil and stock markets In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 45 |
2019 | Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
2016 | Trading behavior in S&P 500 index futures In: Review of Financial Economics. [Full Text][Citation analysis] | article | 4 |
2016 | Trading 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 | |
2014 | Non-scheduled news arrival and high-frequency stock market dynamics In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 10 |
2015 | Better 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] | article | 7 |
2024 | Nonstandard errors In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 9 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2020 | Investor attention and the response of US stock market sectors to the COVID-19 crisis In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 7 |
2022 | Investor attention and cryptocurrency price crash risk: a quantile regression approach In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
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2021 | Volatility Spillovers among Cryptocurrencies In: JRFM. [Full Text][Citation analysis] | article | 1 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
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] | article | 5 |
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 | |
2014 | The relationship between financial asset returns and the well-being of US households In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2014 | Reaction to nonscheduled news during financial crisis: Australian evidence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2015 | Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2017 | Effect of investor fear on Australian financial markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2017 | A game theory model of regulatory response to insider trading In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2016 | Time-varying relationship of news sentiment, implied volatility and stock returns In: Applied Economics. [Full Text][Citation analysis] | article | 10 |
2017 | The importance of fear: investor sentiment and stock market returns In: Applied Economics. [Full Text][Citation analysis] | article | 50 |
2018 | Trading Behavior and Monetary Policy News In: Journal of Behavioral Finance. [Full Text][Citation analysis] | article | 0 |
2022 | The influence of policy uncertainty on exchange rate forecasting In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2022 | One session options: Playing the announcement lottery? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
2022 | Trading behavior in bitcoin futures: Following the “smart money” In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team