All Stories

  1. The importance of belief dispersion in the response of gold futures to macroeconomic announcements

    Article • International Review of Financial Analysis, October 2015, Elsevier

    Dr Lee A Smales

  2. The role of political uncertainty in Australian financial markets

    Article • Accounting and Finance, March 2015, Wiley

    Dr Lee A Smales

  3. Time-variation in the impact of news sentiment

    Article • International Review of Financial Analysis, January 2015, Elsevier

    Dr Lee A Smales

  4. Asymmetric volatility response to news sentiment in gold futures

    Article • Journal of International Financial Markets Institutions and Money, January 2015, Elsevier

    Dr Lee A Smales

  5. News sentiment in the gold futures market

    Article • Journal of Banking & Finance, December 2014, Elsevier

    Dr Lee A Smales

  6. Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework

    Article • Applied Economics Letters, November 2014, Taylor & Francis

    Dr Lee A Smales

  7. Political uncertainty and financial market uncertainty in an Australian context

    Article • Journal of International Financial Markets Institutions and Money, September 2014, Elsevier

    Dr Lee A Smales

  8. Non-scheduled news arrival and high-frequency stock market dynamics

    Article • Research in International Business and Finance, August 2014, Elsevier

    Dr Lee A Smales

  9. Reaction to nonscheduled news during financial crisis: Australian evidence

    Article • Applied Economics Letters, June 2014, Taylor & Francis

    Dr Lee A Smales

  10. News sentiment and the investor fear gauge

    Article • Finance Research Letters, June 2014, Elsevier

    Dr Lee A Smales

  11. The relationship between financial asset returns and the well-being of US households

    Article • Applied Economics Letters, May 2014, Taylor & Francis

    Dr Lee A Smales

  12. Bond futures and order imbalance

    Article • Journal of International Financial Markets Institutions and Money, October 2013, Elsevier

    Dr Lee A Smales

  13. IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA

    Article • The Journal of Financial Research, September 2013, Wiley

    Dr Lee A Smales

  14. The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach

    Article • Economic Record, July 2013, Wiley

    Dr Lee A Smales

  15. A Note on the Relationship between Financial Asset Returns and Well-Being

    Article • SSRN Electronic Journal, January 2013, Elsevier

    Dr Lee A Smales

  16. RBA monetary policy communication: The response of Australian interest rate futures to changes in RBA monetary policy

    Article • Pacific-Basin Finance Journal, November 2012, Elsevier

    Dr Lee A Smales

  17. 30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements

    Article • Journal of International Financial Markets Institutions and Money, October 2012, Elsevier

    Dr Lee A Smales

  18. Order imbalance, market returns and macroeconomic news

    Article • Research in International Business and Finance, August 2012, Elsevier

    Dr Lee A Smales

  19. News Sentiment and Measures of Bank Credit Risk

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Lee A Smales

  20. News Sentiment and Measures of Bank Credit Risk

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Lee A Smales

  21. News Sentiment in the Gold Futures Market

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Lee A Smales

  22. Bond Futures and Order Imbalance: An International Comparison

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Lee A Smales

  23. News Sentiment and Measures of Bank Credit Risk

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Lee A Smales

  24. Order Aggressiveness of Different Broker-Types in Response to Monetary Policy News

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Lee A Smales

  25. Trading Behaviour in Closely Related Markets for S&P 500 Index Futures

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Lee A Smales

  26. Time-Varying Relationship of News Sentiment, Implied Volatility and Stock Returns

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Lee A Smales

  27. Examining the Effect of Target Rate News on Australian Interest Rate Futures

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Lee A Smales

  28. Better the Devil You Know: The Role of Political Uncertainty in Determining Financial Market Uncertainty

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Lee A Smales

  29. Non-Scheduled News Arrival and High-Frequency Stock Market Dynamics: Evidence from the ASX

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Lee A Smales

  30. Determining the Best Response Function of Regulators in the Presence of Insider Trading

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Lee A Smales

  31. RBA Monetary Policy Communication: The Response of Australian Interest Rate Futures to Changes in RBA Monetary Policy

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Lee A Smales

  32. Impact of Macroeconomic Announcements on Interest Rate Futures: High-Frequency Evidence from Australia

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Lee A Smales

  33. Order Imbalance, Market Returns and Macroeconomic News: Evidence from the Australian Interest Rate Futures Market

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Lee A Smales

  34. 30-Day Interbank Futures: Investigating the Process of Price Discovery Following RBA Cash Target Rate Announcements

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Lee A Smales

  35. Non-Scheduled News Arrival and High-Frequency Stock Market Dynamics: Evidence from the Australian Stock Exchange

    Article • SSRN Electronic Journal, Elsevier

    Dr Lee A Smales

  36. Investigating the Determinants of RBA Target Rate Decisions: An Application of the Multinomial Logit Model

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Lee A Smales

  37. Non-Scheduled News Arrival and High-Frequency Stock Market Dynamics: Evidence from the Australian Securities Exchange

    Article • SSRN Electronic Journal, Elsevier

    Dr Lee A Smales