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Details about Adrian Lee

E-mail:
Homepage:http://datasearch.uts.edu.au/business/staff/finance/details.cfm?StaffId=8430
Workplace:Business School, Deakin University, (more information at EDIRC)

Access statistics for papers by Adrian Lee.

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

Short-id: ple621


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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 Downloads View citations (8)
    Also in Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney (2014) Downloads 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) Downloads View citations (8) (2014)

2007

  1. 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 Downloads

2021

  1. COVID-19 and Housing Prices: Australian Evidence with Daily Hedonic Returns
    Finance Research Letters, 2021, 43, (C) Downloads View citations (12)
  2. Melting pot or salad bowl: Cultural distance and housing investments
    Real Estate Economics, 2021, 49, (S1), 235-267 Downloads View citations (3)

2020

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

2019

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

2018

  1. Bitcoin: Medium of exchange or speculative assets?
    Journal of International Financial Markets, Institutions and Money, 2018, 54, (C), 177-189 Downloads View citations (470)

2017

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

2016

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

2015

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

2014

  1. Contracts for dummies? The performance of investors in contracts for difference
    Accounting and Finance, 2014, 54, (3), 965-997 Downloads View citations (3)
  2. Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney
    The Economic Record, 2014, 90, 16-40 Downloads View citations (8)
    See also Working Paper Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney, Working Paper Series (2014) Downloads View citations (8) (2014)
  3. Estimating the Excess Returns to Housing at a Disaggregated Level: An Application to Sydney 2003–2011
    Real Estate Economics, 2014, 42, (3), 756-790 Downloads View citations (5)
  4. Individual Investors and Broker Types
    Journal of Financial and Quantitative Analysis, 2014, 49, (2), 431-451 Downloads View citations (34)
  5. Waiting costs and limit order book liquidity: Evidence from the ex-dividend deadline in Australia
    Journal of Financial Markets, 2014, 20, (C), 101-128 Downloads View citations (5)

2013

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

2009

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

2008

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