Lee A. Smales

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Affiliations

• University of Western Australia / Business School
  • EDIRC entry
  • location:

Research profile

author of:

• The role of political uncertainty in Australian financial markets (RePEc:bla:acctfi:v:56:y:2016:i:2:p:545-575)
  by Lee A. Smales & Henk Berkman
• The effect of treasury auctions on 10‐year Treasury note futures (RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1517-1555)
  by Lee A. Smales
• Short interest and the stock market relation with news sentiment from traditional and social media sources (RePEc:bla:ausecp:v:62:y:2023:i:2:p:321-334)
  by Ben Chamberlain & Zhangxin (Frank) Liu & Lee A. Smales
• One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns (RePEc:bla:econpa:v:39:y:2020:i:2:p:118-132)
  by Lee Alan Smales
• The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach (RePEc:bla:ecorec:v:89:y:2013:i:287:p:556-569)
  by Lee A. Smales
• FX Market Returns and Their Relationship to Investor Fear (RePEc:bla:irvfin:v:16:y:2016:i:4:p:659-675)
  by Lee A. Smales & Jardee N. Kininmonth
• “Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty (RePEc:bla:irvfin:v:17:y:2017:i:3:p:451-459)
  by Lee A. Smales
• The Validity of Investor Sentiment Proxies (RePEc:bla:irvfin:v:17:y:2017:i:3:p:473-477)
  by Felix Chan & Robert B. Durand & Joyce Khuu & Lee A. Smales
• Impact Of Macroeconomic Announcements On Interest Rate Futures: High-Frequency Evidence From Australia (RePEc:bla:jfnres:v:36:y:2013:i:3:p:371-388)
  by Lee A. Smales
• Lost in translation. When sentiment metrics for one market are derived from two different languages (RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000394)
  by Durand, Robert B. & Khuu, Joyce & Smales, Lee A.
• Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis (RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004901)
  by Oefele, Nico & Baur, Dirk G. & Smales, Lee A.
• News sentiment and bank credit risk (RePEc:eee:empfin:v:38:y:2016:i:pa:p:37-61)
  by Smales, Lee A.
• Time-variation in the impact of news sentiment (RePEc:eee:finana:v:37:y:2015:i:c:p:40-50)
  by Smales, Lee A.
• The importance of belief dispersion in the response of gold futures to macroeconomic announcements (RePEc:eee:finana:v:41:y:2015:i:c:p:292-302)
  by Smales, Lee A. & Yang, Yi
• Examining the relationship between policy uncertainty and market uncertainty across the G7 (RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301848)
  by Smales, Lee A.
• Investor attention and global market returns during the COVID-19 crisis (RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302593)
  by Smales, L.A.
• Investor attention in cryptocurrency markets (RePEc:eee:finana:v:79:y:2022:i:c:s105752192100288x)
  by Smales, L.A.
• News sentiment and the investor fear gauge (RePEc:eee:finlet:v:11:y:2014:i:2:p:122-130)
  by Smales, Lee A.
• Risk-on/Risk-off: Financial market response to investor fear (RePEc:eee:finlet:v:17:y:2016:i:c:p:125-134)
  by Smales, L.A.
• Bitcoin as a safe haven: Is it even worth considering? (RePEc:eee:finlet:v:30:y:2019:i:c:p:385-393)
  by Smales, L.A.
• Classification of RBA monetary policy announcements using ChatGPT (RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008863)
  by Smales, Lee A.
• Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? (RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320301162)
  by Smales, L.A.
• Spreading the fear: The central role of CBOE VIX in global stock market uncertainty (RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000776)
  by Smales, Lee A.
• 30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements (RePEc:eee:intfin:v:22:y:2012:i:4:p:1006-1023)
  by Smales, Lee A.
• Bond futures and order imbalance (RePEc:eee:intfin:v:26:y:2013:i:c:p:113-132)
  by Smales, Lee A.
• Political uncertainty and financial market uncertainty in an Australian context (RePEc:eee:intfin:v:32:y:2014:i:c:p:415-435)
  by Smales, Lee A.
• Asymmetric volatility response to news sentiment in gold futures (RePEc:eee:intfin:v:34:y:2015:i:c:p:161-172)
  by Smales, Lee A.
• Does more complex language in FOMC decisions impact financial markets? (RePEc:eee:intfin:v:51:y:2017:i:c:p:171-189)
  by Smales, L.A. & Apergis, N.
• The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets (RePEc:eee:intfin:v:60:y:2019:i:c:p:19-38)
  by Smales, L.A. & Lucey, B.M.
• Hedging geopolitical risk with precious metals (RePEc:eee:jbfina:v:117:y:2020:i:c:s037842662030090x)
  by Baur, Dirk G. & Smales, Lee A.
• News sentiment in the gold futures market (RePEc:eee:jbfina:v:49:y:2014:i:c:p:275-286)
  by Smales, Lee A.
• The influence of FOMC member characteristics on the monetary policy decision-making process (RePEc:eee:jbfina:v:64:y:2016:i:c:p:216-231)
  by Smales, Lee A. & Apergis, Nick
• Understanding the impact of monetary policy announcements: The importance of language and surprises (RePEc:eee:jbfina:v:80:y:2017:i:c:p:33-50)
  by Smales, L.A. & Apergis, N.
• Commodity market volatility in the presence of U.S. and Chinese macroeconomic news (RePEc:eee:jocoma:v:7:y:2017:i:c:p:15-27)
  by Smales, L.A.
• Order aggressiveness of different broker-types in response to monetary policy news (RePEc:eee:pacfin:v:40:y:2016:i:pb:p:367-383)
  by Smales, Lee A.
• Melancholia and Japanese stock returns – 2003 to 2012 (RePEc:eee:pacfin:v:40:y:2016:i:pb:p:424-437)
  by Khuu, Joyce & Durand, Robert B. & Smales, Lee A.
• Geopolitical risk and volatility spillovers in oil and stock markets (RePEc:eee:quaeco:v:80:y:2021:i:c:p:358-366)
  by Smales, L.A.
• Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market (RePEc:eee:reveco:v:59:y:2019:i:c:p:234-252)
  by Smales, L.A.
• Trading behavior in S&P 500 index futures (RePEc:eee:revfin:v:28:y:2016:i:c:p:46-55)
  by Smales, Lee A.
• Non-scheduled news arrival and high-frequency stock market dynamics (RePEc:eee:riibaf:v:32:y:2014:i:c:p:122-138)
  by Smales, Lee A.
• Better the devil you know: The influence of political incumbency on Australian financial market uncertainty (RePEc:eee:riibaf:v:33:y:2015:i:c:p:59-74)
  by Smales, Lee A.
• Investor attention and the response of US stock market sectors to the COVID-19 crisis (RePEc:eme:rbfpps:rbf-06-2020-0138)
  by Lee A. Smales
• Investor attention and cryptocurrency price crash risk: a quantile regression approach (RePEc:eme:sefpps:sef-09-2021-0371)
  by Lee A. Smales
• Trading Behavior in Agricultural Commodity Futures around the 52-Week High (RePEc:gam:jcommo:v:1:y:2022:i:1:p:2-17:d:844212)
  by Lee A. Smales
• Volatility Spillovers among Cryptocurrencies (RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:493-:d:657044)
  by Lee A. Smales
• Non-Standard Errors (RePEc:grz:wpsses:2021-08)
  by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & To
• Non-Standard Errors (RePEc:hhs:lunewp:2021_017)
  by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena
• Non-Standard Errors (RePEc:inn:wpaper:2021-31)
  by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi
• (Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets (RePEc:kap:fmktpm:v:30:y:2016:i:1:d:10.1007_s11408-016-0262-z)
  by Nicholas Apergis & Alexandros Gabrielsen & Lee A. Smales
• (Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets (RePEc:kap:fmktpm:v:30:y:2016:i:1:p:63-94)
  by Nicholas Apergis & Alexandros Gabrielsen & Lee Smales
• Policy uncertainty in Australian financial markets (RePEc:sae:ausman:v:46:y:2021:i:3:p:523-547)
  by Lee A. Smales
• The relationship between financial asset returns and the well-being of US households (RePEc:taf:apeclt:v:21:y:2014:i:17:p:1184-1188)
  by Lee A. Smales
• Reaction to nonscheduled news during financial crisis: Australian evidence (RePEc:taf:apeclt:v:21:y:2014:i:17:p:1214-1220)
  by L. A. Smales
• Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework (RePEc:taf:apeclt:v:22:y:2015:i:9:p:710-716)
  by Lee A. Smales & Barry O'Grady & Yi Yang
• Effect of investor fear on Australian financial markets (RePEc:taf:apeclt:v:24:y:2017:i:16:p:1148-1153)
  by Lee A. Smales
• A game theory model of regulatory response to insider trading (RePEc:taf:apeclt:v:24:y:2017:i:7:p:448-455)
  by L.A. Smales & Matthius Thul
• Time-varying relationship of news sentiment, implied volatility and stock returns (RePEc:taf:applec:v:48:y:2016:i:51:p:4942-4960)
  by Lee A. Smales
• The importance of fear: investor sentiment and stock market returns (RePEc:taf:applec:v:49:y:2017:i:34:p:3395-3421)
  by L.A. Smales
• Trading Behavior and Monetary Policy News (RePEc:taf:hbhfxx:v:19:y:2018:i:4:p:365-380)
  by Lee A. Smales
• The influence of policy uncertainty on exchange rate forecasting (RePEc:wly:jforec:v:41:y:2022:i:5:p:997-1016)
  by Lee A. Smales
• One session options: Playing the announcement lottery? (RePEc:wly:jfutmk:v:42:y:2022:i:2:p:192-211)
  by Lee A. Smales & Zhangxin (Frank) Liu & Cameron D. Robertson
• Trading behavior in bitcoin futures: Following the “smart money” (RePEc:wly:jfutmk:v:42:y:2022:i:7:p:1304-1323)
  by Dirk G. Baur & Lee A. Smales
• Trading behavior in S&P 500 index futures (RePEc:wly:revfec:v:28:y:2016:i:1:p:46-55)
  by Lee A. Smales