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, C1

journal
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
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

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
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
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
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

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
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

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

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

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

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
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
2009

The Value of Alpha Forecasts in Portfolio Construction

K Fong, A Lee, D Gallagher, D Gallagher

(2009), Vol. 34, pp. 97-121, Australian Journal of Management, C1-1

journal
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, C1-1

journal

Benchmarking benchmarks: Measuring characteristic selectivity using portfolio holdings data

K Fong, D Gallagher, A Lee

(2008), Vol. 48, pp. 761-781, Accounting and Finance, C1-1

journal

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