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Policy uncertainty in Australian financial markets

Smales, Lee A. - In: Australian journal of management 46 (2021) 3, pp. 523-547

Persistent link: https://www.econbiz.de/10012592736

Examining the relationship between policy uncertainty and market uncertainty across the G7

Smales, Lee A. - In: International review of financial analysis 71 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012436468

Order aggressiveness of different broker-types in response to monetary policy news

Smales, Lee A. - In: Pacific-Basin finance journal 40 (2016), pp. 367-383

Persistent link: https://www.econbiz.de/10011712261

News sentiment and the investor fear gauge

Smales, Lee A. - In: Finance research letters 11 (2014) 2, pp. 122-130

Persistent link: https://www.econbiz.de/10010441203

Classification of RBA monetary policy announcements using ChatGPT

Smales, Lee A. - In: Finance research letters 58 (2023) 3, pp. 1-10

Persistent link: https://www.econbiz.de/10014631414

Spreading the fear : the central role of CBOE VIX in global stock market uncertainty

Smales, Lee A. - In: Global finance journal 51 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013431588

Investor attention and cryptocurrency price crash risk : a quantile regression approach

Smales, Lee A. - In: Studies in economics and finance 39 (2022) 3, pp. 490-505

Persistent link: https://www.econbiz.de/10013355193

The effect of treasury auctions on 10‐year Treasury note futures

Smales, Lee A. - In: Accounting & Finance 61 (2020) S1, pp. 1517-1555

Persistent link: https://www.econbiz.de/10012280911

Investor attention and the response of US stock market sectors to the COVID-19 crisis

Smales, Lee A. - In: Review of Behavioral Finance 13 (2020) 1, pp. 20-39

Purpose: COVID-19 has had an immense impact on global stock markets, with no sector escaping its effects. Investor attention towards COVID-19 surged as the virus spread, the number of cases grew and its consequences imposed on everyday life. We assess whether this increase in investor attention...

Persistent link: https://www.econbiz.de/10012413956

Volatility spillovers among cryptocurrencies

Smales, Lee A. - In: Journal of Risk and Financial Management 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/10013201177