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Political uncertainty and financial market uncertainty in an Australian context

Smales, Lee A. - In: Journal of international financial markets, … 32 (2014), pp. 415-435

Persistent link: https://www.econbiz.de/10011299782

Time-variation in the impact of news sentiment

Smales, Lee A. - In: International review of financial analysis 37 (2015), pp. 40-50

Persistent link: https://www.econbiz.de/10011316615

Better the devil you know : the influence of political incumbency on Australian financial market uncertainty

Smales, Lee A. - In: Research in international business and finance 33 (2015), pp. 59-74

Persistent link: https://www.econbiz.de/10011325891

Impact of macroeconomic announcements on interest rate futures : high-frequency evidence from Australia

Smales, Lee A. - In: The journal of financial research 36 (2013) 3, pp. 371-388

Persistent link: https://www.econbiz.de/10010250256

Non-scheduled news arrival and high-frequency stock market dynamics : evidence from the Australian Securities Exchange

Smales, Lee A. - In: Research in international business and finance 32 (2014), pp. 122-138

Persistent link: https://www.econbiz.de/10010434470

Order imbalance, market returns and macroeconomic news evidence from the Australian interest rate futures market

Smales, Lee A. - In: Research in international business and finance 26 (2012) 3, pp. 410-427

Persistent link: https://www.econbiz.de/10009615910

Asymmetric volatility response to news sentiment in gold futures

Smales, Lee A. - In: Journal of international financial markets, … 34 (2015), pp. 161-172

Persistent link: https://www.econbiz.de/10011474506

News sentiment as an explanation for changes in the VIX futures basis

Smales, Lee A. - In: The journal of investing : JOI 29 (2020) 4, pp. 92-102

Persistent link: https://www.econbiz.de/10013177885

Volatility spillovers among cryptocurrencies

Smales, Lee A. - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-12

The cryptocurrency market has experienced stunning growth, with market value exceeding USD 1.5 trillion. We use a DCC-MGARCH model to examine the return and volatility spillovers across three distinct classes of cryptocurrencies: coins, tokens, and stablecoins. Our results demonstrate that...

Persistent link: https://www.econbiz.de/10012792439

The role of political uncertainty in Australian financial markets

Smales, Lee A. - In: Accounting and finance : journal of the Accounting … 56 (2016) 2, pp. 545-575

Persistent link: https://www.econbiz.de/10011585993