Profile image of Adrian Lee

Dr Adrian Lee

STAFF PROFILE

Position

Associate Professor, Property and Real Estate

Faculty

Faculty of Business and Law

Department

BL Deakin Business School

Campus

Melbourne Burwood Campus

Contact

adrian.lee@deakin.edu.au
+61 3 924 46602

Publications

Filter by

2020

Outshine to outbid: weather-induced sentiment and the housing market

M Hu, A Lee

(2020), Vol. 66, pp. 1440-1472, Management science, Catonsville, Md., C1

journal article

Melting pot or salad bowl: cultural distance and housing investments

Y Deng, M Hu, A Lee

(2020), pp. 1-33, Real estate economics, Chichester, Eng., C1

journal article

Benchmarking Impact: Australian Impact Investor Insights, Activity and Performance Report 2020

Fabienne Michaux, Adrian Lee, Ameeta Jain

(2020), Sydney, N.S.W., A6

research report/technical paper
2019

CFDs, forwards, futures and the cost-of-carry

F Douglas Foster, A Lee, W Liu

(2019), Vol. 54, pp. 183-198, Pacific basin finance journal, Amsterdam, The Netherlands, C1-1

journal article
2018

Bitcoin: medium of exchange or speculative assets?

Dirk Baur, KiHoon Hong, Adrian Lee

(2018), Vol. 54, pp. 177-189, Journal of international financial markets, institutions and money, Amsterdam, The Netherlands, C1-1

journal article

Can firm-specific dividend drop-off ratios be used to infer shareholder marginal tax rates?

A Ainsworth, A Lee, T Walter

(2018), pp. 1-28, Accounting and Finance, London, Eng., C1-1

journal article
2017

Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure

Z Chen, D Gallagher, A Lee

(2017), Vol. 57, pp. 101-116, Accounting and finance, Chichester, Eng., C1-1

journal article
2016

How has the relevance of institutional brokerage changed?

K Fong, F Foster, D Gallagher, A Lee

(2016), Vol. 16, pp. 499-524, International review of finance, Chichester, Eng., C1-1

journal article
2015

A model of emulation funds

Z Chen, F Foster, D Gallagher, A Lee

(2015), Vol. 55, pp. 717-748, Accounting and finance, Chichester, Eng., C1-1

journal article

Global information distribution in the gold OTC markets

E Chai, A Lee, J Wang

(2015), Vol. 41, pp. 206-217, International Review of Financial Analysis, Amsterdam, The Netherlands, C1-1

journal article
2014

Contracts for dummies? The performance of investors in contracts for difference

A Lee, S Choy

(2014), Vol. 54, pp. 965-997, Accounting and finance, Chichester, Eng., C1-1

journal article

Does a nearby murder affect housing prices and rents? The case of Sydney

A Klimova, A Lee

(2014), Vol. 90, pp. 16-40, Economic record, Chichester, Eng., C1-1

journal article

Individual investors and broker types

K Fong, D Gallagher, A Lee

(2014), Vol. 49, pp. 431-451, Journal of financial and quantitative analysis, Cambridge, Eng., C1-1

journal article

Waiting costs and limit order book liquidity: Evidence from the ex-dividend deadline in Australia

A Ainsworth, A Lee

(2014), Vol. 20, pp. 101-128, Journal of Financial Markets, Amsterdam, The Netherlands, C1-1

journal article

Estimating the excess returns to housing at a disaggregated level: an application to Sydney 2003-2011

Daniel Melser, Adrian Lee

(2014), Vol. 42, pp. 756-790, Real estate economics, Chichester, Eng., C1-1

journal article
2013

Does portfolio emulation outperform its target funds?

Z Chen, F Foster, D Gallagher, A Lee

(2013), Vol. 38, pp. 401-427, Australian Journal of Management, London, Eng., C1-1

journal article
2009

The value of alpha forecasts in portfolio construction

K Fong, D Gallagher, A Lee

(2009), Vol. 34, pp. 97-121, Australian journal of management, London, Eng., C1-1

journal article
2008

The state of origin of Australian equity: does active fund manager location matter?

K Fong, D Gallagher, A Lee

(2008), Vol. 32, pp. 503-523, Australian journal of management, London, Eng., C1-1

journal article

Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data

K Fong, D Gallagher, A Lee

(2008), Vol. 48, pp. 761-781, Accounting and finance, Chichester, Eng., C1-1

journal article

Funded Projects at Deakin

Industry and Other Funding

2020 AUSTRALIAN IMPACT INVESTMENT SURVEY.

Ms Fab Michaux, Dr Adrian Lee, Dr Ameeta Jain

  • 2019: $42,500

Supervisions

No completed student supervisions to report