Lee Smales - Researcher Profile
Professor
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Publications Title Journal Name Year ABDC Ranking
From extraordinary to ordinary: how Moody’s acquisition made ESG mainstream in credit ratings Journal of Accounting Literature 2025 A
How is Trading Behavior in Commodity Futures Affected by the 52-Week High and Low? Journal of Behavioral Finance 2025 A
Investigating proxies for retail investor attention in financial markets Accounting and Finance 2025 A
The effect of currency risk on crypto asset utilization in Türkiye Emerging Markets Review 2025 A
US Presidential news coverage: Risk, uncertainty and stocks International Review of Economics 2025 C
Are stablecoins the money market mutual funds of the future? Journal of Empirical Finance 2024 A
Cryptocurrency as an alternative inflation hedge? Accounting and Finance 2024 A
Digging deeper - Is bitcoin digital gold? A mining perspective Journal of Commodity Markets 2024 A
Flight-to-Quality - Money Market Mutual Funds and Stablecoins During the March 2023 Banking Crisis Economics Letters 2024 A
Nonstandard Errors Indian Journal of Finance 2024 C
Stock market liquidity during crisis periods: Australian evidence Accounting and Finance 2024 A
The influence of uncertainty on commodity futures returns and trading behaviour Quarterly Review of Economics and Finance 2024 B
The relevance of dark trading for information acquisition in the German stock market Finance Research Letters 2024 A
Classification of RBA monetary policy announcements using ChatGPT Finance Research Letters 2023 A
Lost in translation. When sentiment metrics for one market are derived from two different languages Journal of Behavioral and Experimental Finance 2023 A
Short interest and the stock market relation with news sentiment from traditional and social media sources Australian Economic Papers 2023 B
Investor attention and cryptocurrency price crash risk: A quantile regression approach Studies in Economics and Finance 2022 B
Investor attention in cryptocurrency markets International Review of Financial Analysis 2022 A
One session options: Playing the announcement lottery? The Journal of Futures Markets 2022 A
Spreading the fear: The central role of CBOE VIX in global stock market uncertainty Global Finance Journal 2022 A
The influence of policy uncertainty on exchange rate forecasting Journal of Forecasting 2022 A
Trading behavior in bitcoin futures: Following the “smart money” The Journal of Futures Markets 2022 A
Geopolitical risk and volatility spillovers in oil and stock markets Quarterly Review of Economics and Finance 2021 B
Investor attention and global market returns during the COVID-19 crisis International Review of Financial Analysis 2021 A
Investor attention and the response of US stock market sectors to the COVID-19 crisis Review of Behavioral Finance 2021 B
Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? Global Finance Journal 2021 A
Policy uncertainty in Australian financial markets Australian Journal of Management 2021 A
The effect of treasury auctions on 10-year Treasury note futures Accounting and Finance 2021 A
Volatility spillovers among cryptocurrencies Journal of Risk and Financial Management 2021 B
Examining the relationship between policy uncertainty and market uncertainty across the G7 International Review of Financial Analysis 2020 A
Hedging geopolitical risk with precious metals Journal of Banking & Finance 2020 A*
News sentiment as an explanation for changes in the VIX futures basis Journal of Investing 2020 B
One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns Asian Economic Papers 2020 B
Bitcoin as a safe haven: Is it even worth considering? Finance Research Letters 2019 A
Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market International Review of Economics 2019 C
The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets Journal of International Financial Markets, Institutions and Money 2019 A
Trading Behavior and Monetary Policy News Journal of Behavioral Finance 2018 A
A game theory model of regulatory response to insider trading Applied Economics Letters 2017 B
Commodity market volatility in the presence of U.S. and Chinese macroeconomic news Journal of Commodity Markets 2017 A
Does more complex language in FOMC decisions impact financial markets? Journal of International Financial Markets, Institutions and Money 2017 A
Effect of investor fear on Australian financial markets Applied Economics Letters 2017 B
The importance of fear: investor sentiment and stock market returns Applied Economics 2017 A
The Validity of Investor Sentiment Proxies International Review of Finance 2017 A
Understanding the impact of monetary policy announcements: The importance of language and surprises Journal of Banking & Finance 2017 A*
“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty International Review of Finance 2017 A
(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets Financial Markets and Portfolio Management 2016 B
FX Market Returns and Their Relationship to Investor Fear International Review of Finance 2016 A
Melancholia and Japanese stock returns – 2003 to 2012 Pacific-Basin Finance Journal 2016 A
News sentiment and bank credit risk Journal of Empirical Finance 2016 A
Order aggressiveness of different broker-types in response to monetary policy news Pacific-Basin Finance Journal 2016 A
Risk-on/Risk-off: Financial market response to investor fear Finance Research Letters 2016 A
The influence of FOMC member characteristics on the monetary policy decision-making process Journal of Banking & Finance 2016 A*
The role of political uncertainty in Australian financial markets Accounting and Finance 2016 A
Time-varying relationship of news sentiment, implied volatility and stock returns Applied Economics 2016 A
Trading behavior in S & P 500 index futures Review of Financial Economics 2016 B
Asymmetric volatility response to news sentiment in gold futures Journal of International Financial Markets, Institutions and Money 2015 A
Better the devil you know: The influence of political incumbency on Australian financial market uncertainty Research in International Business and Finance 2015 B
Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework Applied Economics Letters 2015 B
The importance of belief dispersion in the response of gold futures to macroeconomic announcements International Review of Financial Analysis 2015 A
Time-variation in the impact of news sentiment International Review of Financial Analysis 2015 A
News sentiment and the investor fear gauge Finance Research Letters 2014 A
News sentiment in the gold futures market Journal of Banking & Finance 2014 A*
Non-scheduled news arrival and high-frequency stock market dynamics. Evidence from the Australian Securities Exchange Research in International Business and Finance 2014 B
Political uncertainty and financial market uncertainty in an Australian context Journal of International Financial Markets, Institutions and Money 2014 A
Reaction to nonscheduled news during financial crisis: Australian evidence Applied Economics Letters 2014 B
The relationship between financial asset returns and the well-being of US households Applied Economics Letters 2014 B
Bond futures and order imbalance. Examining international linkages. Journal of International Financial Markets, Institutions and Money 2013 A
Impact of macroeconomic announcements on interest rate futures: High-frequency evidence from Australia Journal of Financial Research 2013 A
The determinants of RBA target rate decisions: A choice modelling approach The Economic Record 2013 A
30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements Journal of International Financial Markets, Institutions and Money 2012 A
Order imbalance, market returns and macroeconomic news. Evidence from the Australian interest rate futures market. Research in International Business and Finance 2012 B
RBA monetary policy communication: The response of Australian interest rate futures to changes in RBA monetary policy Pacific-Basin Finance Journal 2012 A
Examining the effect of RBA target rate news on the interest rate futures market International Journal of Finance & Economics 2011 B