Lee A. Smales : Citation Profile

Are you Lee A. Smales?

University of Western Australia

14

H index

26

i10 index

867

Citations

RESEARCH PRODUCTION:

59

Articles

4

Papers

RESEARCH ACTIVITY:

   12 years (2012 - 2024). See details.
   Cites by year: 72
   Journals where Lee A. Smales has often published
   Relations with other researchers
   Recent citing documents: 285.    Total self citations: 36 (3.99 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psm185
   Updated: 2024-12-03    RAS profile: 2024-06-07    
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Relations with other researchers

Works with:

Jurkatis, Simon (4)

Renault, Thomas (4)

Deev, Oleg (4)

FERROUHI, EL MEHDI (4)

Wolff, Christian (4)

Korajczyk, Robert (4)

CAPELLE-BLANCARD, Gunther (4)

Dreber, Anna (4)

Gehrig, Thomas (4)

Pastor, Lubos (4)

Horenstein, Alex (4)

Walther, Thomas (4)

Talavera, Oleksandr (4)

Reitz, Stefan (4)

Palan, Stefan (4)

Stefanova, Denitsa (4)

Bos, Charles (4)

Füllbrunn, Sascha (4)

Sojli, Elvira (4)

Deku, Solomon (4)

Liew, Chee (4)

Frijns, Bart (4)

Vilkov, Grigory (4)

Schenk-Hoppé, Klaus (4)

Pasquariello, Paolo (4)

Davies, Ryan (4)

Schwarz, Marco (4)

Verousis, Thanos (4)

Caporin, Massimiliano (4)

Schuerhoff, Norman (4)

Zhang, S. Sarah (4)

Chernov, Mikhail (4)

Dimpfl, Thomas (4)

Colliard, Jean-Edouard (4)

Huang, Wenqian (4)

Lof, Matthijs (4)

Johannesson, Magnus (4)

Jalkh, Naji (4)

Frömmel, Michael (4)

Harris, Jeffrey (4)

Sarno, Lucio (4)

Foucault, Thierry (4)

Ranaldo, Angelo (4)

Rinne, Kalle (4)

Nielsson, Ulf (4)

Menkveld, Albert (4)

Shachar, Or (4)

Ødegaard, Bernt (4)

Brownlees, Christian (4)

Ait-Sahalia, Yacine (4)

Hurlin, Christophe (4)

Hautsch, Nikolaus (4)

Degryse, Hans (3)

Koetter, Michael (3)

Voigt, Stefan (3)

Bohorquez Correa, Santiago (3)

Neszveda, Gabor (3)

Holzmeister, Felix (3)

Xiu, Dacheng (3)

Alexeev, Vitali (3)

Xia, Shuo (3)

Eugster, Nicolas (3)

Mihet, Roxana (3)

Wilhelmsson, Anders (3)

Aloosh, Arash (3)

Roy, Saurabh (3)

Güçbilmez, Ufuk (3)

Taylor, Nick (3)

Gorbenko, Arseny (2)

Kassner, Bernhard (2)

Hjalmarsson, Erik (2)

Roy, Saurabh (2)

Lajaunie, Quentin (2)

Chow, Nikolai Sheung-Chi (2)

Gerritsen, Dirk (2)

Pelizzon, Loriana (2)

Bouri, Elie (2)

Rakowski, David (2)

Patel, Vinay (2)

Wong, Wing-Keung (2)

Prokopczuk, Marcel (2)

Putnins, Talis (2)

Patton, Andrew (2)

Theissen, Erik (2)

Abudy, Menachem (2)

LINTON, OLIVER (2)

He, Xuezhong (Tony) (2)

Kearney, Fearghal (2)

van Kervel, Vincent (2)

Heath, Davidson (2)

Ferrara, Gerardo (2)

Söderlind, Paul (2)

Dumitrescu, Ariadna (2)

Lopez-Lira, Alejandro (2)

Scaillet, Olivier (2)

PASCUAL, ROBERTO (2)

Bjønnes, Geir (2)

Moinas, Sophie (2)

Zhou, Chen (2)

Vogel, Sebastian (2)

Tonks, Ian (2)

Park, Andreas (2)

Gil-Bazo, Javier (2)

Adrian, Tobias (2)

Regis, Luca (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)

Clements, Adam (8)

lucey, brian (8)

Sensoy, Ahmet (7)

Brzeszczynski, Janusz (7)

Foglia, Matteo (7)

Apergis, Nicholas (7)

Będowska-Sójka, Barbara (7)

Maghyereh, Aktham (7)

Hassan, M. Kabir (7)

Cites to:

Gürkaynak, Refet (33)

lucey, brian (28)

Swanson, Eric (27)

Wurgler, Jeffrey (25)

Kurov, Alexander (24)

Baker, Malcolm (24)

Blinder, Alan (22)

Jansen, David-Jan (21)

Bouri, Elie (21)

GUPTA, RANGAN (20)

Fratzscher, Marcel (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
Applied Economics2
Journal of Futures Markets2
Journal of Commodity Markets2
Research in International Business and Finance2
Financial Markets and Portfolio Management2
Global Finance Journal2
Pacific-Basin 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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2024.

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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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2023A novel approach to portfolio selection using news volume and sentiment. (2023). Wang, Wanbin Walter ; Ho, Kinyip. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:4:p:903-917.

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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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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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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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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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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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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 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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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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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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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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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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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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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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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
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]		article4
2017“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty In: International Review of Finance.
[Full Text][Citation analysis]		article12
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]		article2
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]		article20
2020Examining the relationship between policy uncertainty and market uncertainty across the G7 In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article10
2021Investor attention and global market returns during the COVID-19 crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article62
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]		article44
2016Risk-on/Risk-off: Financial market response to investor fear In: Finance Research Letters.
[Full Text][Citation analysis]		article11
2019Bitcoin as a safe haven: Is it even worth considering? In: Finance Research Letters.
[Full Text][Citation analysis]		article145
2023Classification of RBA monetary policy announcements using ChatGPT In: Finance Research Letters.
[Full Text][Citation analysis]		article3
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]		article14
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]		article26
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]		article103
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]		article17
2017Understanding the impact of monetary policy announcements: The importance of language and surprises In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article12
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]		article17
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]		article48
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]		paper9
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		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]		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
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]		article51
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]		article4
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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