Details about Adrian Lee

Access statistics for papers by Adrian Lee.

Last updated 2022-08-01. Update your information in the RePEc Author Service.

Short-id: ple621

Working Papers

2014

1. Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney
   Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney View citations (8)
   Also in Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney (2014) View citations (8)
   See also Journal Article Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney, The Economic Record, The Economic Society of Australia (2014) View citations (8) (2014)

2007

2. Where Do Australian Active Equity Managers Outperform?
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney

Journal Articles

2022

1. Street Name Fluency and Housing Prices
   The Journal of Real Estate Finance and Economics, 2022, 65, (2), 181-229

2021

2. COVID-19 and Housing Prices: Australian Evidence with Daily Hedonic Returns
   Finance Research Letters, 2021, 43, (C) View citations (13)
3. Melting pot or salad bowl: Cultural distance and housing investments
   Real Estate Economics, 2021, 49, (S1), 235-267 View citations (3)

2020

4. Bitcoin: Speculative asset or innovative technology?
   Journal of International Financial Markets, Institutions and Money, 2020, 67, (C) View citations (20)
5. Can firm‐specific dividend drop‐off ratios be used to infer shareholder marginal tax rates?
   Accounting and Finance, 2020, 60, (1), 507-534
6. Outshine to Outbid: Weather-Induced Sentiment and the Housing Market
   Management Science, 2020, 66, (3), 1440-1472 View citations (4)

2019

7. CFDs, forwards, futures and the cost-of-carry
   Pacific-Basin Finance Journal, 2019, 54, (C), 183-198

2018

8. Bitcoin: Medium of exchange or speculative assets?
   Journal of International Financial Markets, Institutions and Money, 2018, 54, (C), 177-189 View citations (484)

2017

9. Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure
   Accounting and Finance, 2017, 57, 101-116 View citations (2)
   Also in Accounting and Finance, 2017, 57, (1), 113-129 (2017) View citations (2)

2016

10. How has the Relevance of Institutional Brokerage Changed?
    International Review of Finance, 2016, 16, (4), 499-524 View citations (2)

2015

11. A model of emulation funds
    Accounting and Finance, 2015, 55, (3), 717-748 View citations (1)
12. Global information distribution in the gold OTC markets
    International Review of Financial Analysis, 2015, 41, (C), 206-217 View citations (19)

2014

13. Contracts for dummies? The performance of investors in contracts for difference
    Accounting and Finance, 2014, 54, (3), 965-997 View citations (3)
14. Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney
    The Economic Record, 2014, 90, 16-40 View citations (8)
    See also Working Paper Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney, Working Paper Series (2014) View citations (8) (2014)
15. Estimating the Excess Returns to Housing at a Disaggregated Level: An Application to Sydney 2003–2011
    Real Estate Economics, 2014, 42, (3), 756-790 View citations (5)
16. Individual Investors and Broker Types
    Journal of Financial and Quantitative Analysis, 2014, 49, (2), 431-451 View citations (35)
17. Waiting costs and limit order book liquidity: Evidence from the ex-dividend deadline in Australia
    Journal of Financial Markets, 2014, 20, (C), 101-128 View citations (5)

2013

18. Does portfolio emulation outperform its target funds?
    Australian Journal of Management, 2013, 38, (2), 401-427 View citations (2)

2009

19. The Value of Alpha Forecasts in Portfolio Construction
    Australian Journal of Management, 2009, 34, (1), 97-121

2008

20. Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data
    Accounting and Finance, 2008, 48, (5), 761-781 View citations (11)
21. The State of Origin of Australian Equity: Does Active Fund Manager Location Matter?
    Australian Journal of Management, 2008, 32, (3), 503-523 View citations (3)