Adrian D. Lee

Deakin University - Department of Finance (Property and Real Estate)

Associate Professor

70 Elgar Road

Melbourne, VIC 3125

Australia

  • Deakin University - Department of Finance (Property and Real Estate)

SCHOLARLY PAPERS

29

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SSRN CITATIONS
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Top 8,604

in Total Papers Citations

160

CROSSREF CITATIONS

22

Ideas:
“  Behavioral real estate  ”

  • Deakin University - Department of Finance (Property and Real Estate)

Scholarly Papers (29)

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1.

Bitcoin: Medium of Exchange or Speculative Assets?

Number of pages: 31 Posted: 07 Feb 2015 Last Revised: 26 Sep 2017
Dirk G. Baur, Kihoon Hong and Adrian D. Lee
University of Western Australia - Business School, University of Technology Sydney (UTS) and Deakin University - Department of Finance (Property and Real Estate)
Downloads 3,499 (5,802)
Citation 159

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Bitcoin; digital currency; alternative currency; medium of exchange; asset class; safe haven

2.

Airbnb, COVID-19 Risk and Lockdowns: Local and Global Evidence

Number of pages: 70 Posted: 30 Apr 2020 Last Revised: 02 Dec 2020
Maggie Hu and Adrian D. Lee
The Chinese University of Hong Kong and Deakin University - Department of Finance (Property and Real Estate)
Downloads 1,763 (17,253)
Citation 2

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Airbnb, travel activity, COVID-19, lockdown, confinement orders, social distancing

3.

Benchmarking Benchmarks: Measuring Characteristic Selectivity Using Portfolio Holdings Data

Accounting & Finance, Volume 48, Issue 5, December 2008, Pages 761-781 https://doi.org/10.1111/j.1467-629X.2008.00263.x
Number of pages: 37 Posted: 27 Mar 2007 Last Revised: 14 Feb 2023
Kingsley Y. L. Fong, Adrian D. Lee and David R. Gallagher
University of New South Wales - School of Banking and Finance, Deakin University - Department of Finance (Property and Real Estate) and Rozetta Institute
Downloads 597 (79,019)
Citation 1

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Equity fund benchmarking, Characteristic-based benchmarks

4.

Evading Capital Controls via Cryptocurrencies: Evidence from the Blockchain

Number of pages: 61 Posted: 08 Nov 2021 Last Revised: 10 Sep 2023
Maggie Hu, Adrian D. Lee and Tālis J. Putniņš
The Chinese University of Hong Kong, Deakin University - Department of Finance (Property and Real Estate) and University of Technology Sydney (UTS)
Downloads 507 (96,839)
Citation 3

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bitcoin, blockchain, capital flight, cryptocurrency, capital control

5.

The Value of Alpha Forecasts in Portfolio Construction

Number of pages: 31 Posted: 03 Aug 2007 Last Revised: 19 May 2008
Kingsley Y. L. Fong, David R. Gallagher and Adrian D. Lee
University of New South Wales - School of Banking and Finance, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 491 (100,667)

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Portfolio construction, Fund mimicking strategies

6.

Virtual Currencies: Media of Exchange or Speculative Asset?

SWIFT Institute Working Paper No. 2014-007
Number of pages: 33 Posted: 06 Jul 2016
Dirk G. Baur, Kihoon Hong and Adrian D. Lee
University of Western Australia - Business School, University of Technology Sydney (UTS) and Deakin University - Department of Finance (Property and Real Estate)
Downloads 464 (107,693)

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Bitcoin; Virtual Currency; Digital Currency; Alternative Currency; Medium of Exchange; Asset Class; Safe Haven

7.

Individual Investors and Broker Types

Number of pages: 42 Posted: 19 Mar 2010 Last Revised: 08 Nov 2012
Kingsley Y. L. Fong, David R. Gallagher and Adrian D. Lee
University of New South Wales - School of Banking and Finance, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 384 (134,177)
Citation 14

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Individual investors, individual investor trade performance, market efficiency

8.

Contracts for Dummies? The Performance of Investors in Contracts for Difference

Accounting & Finance, Forthcoming
Number of pages: 42 Posted: 15 Feb 2012 Last Revised: 20 Mar 2013
Adrian D. Lee and Shan Choy
Deakin University - Department of Finance (Property and Real Estate) and University of Technology Sydney (UTS)
Downloads 254 (207,288)
Citation 1

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contracts for difference, CFDs, individual investors, trading costs

9.

Superannuation Fees and Asset Allocation

CIFR Paper No. 114/2016
Number of pages: 36 Posted: 09 Aug 2016
Andrew Ainsworth, Shumi M. Akhtar, Adam James Corbett, Adrian D. Lee and Terry S. Walter
University of Wollongong - School of Accounting, Economics & Finance, The University of Sydney, The University of Sydney - Discipline of Finance, Deakin University - Department of Finance (Property and Real Estate) and University of Sydney
Downloads 239 (220,824)
Citation 1

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Superannuation funds, investment fees, administration fees, asset allocation

10.

Superannuation Fund Performance and Fund Fees

CIFR Paper No. 115/2016
Number of pages: 32 Posted: 09 Aug 2016
Andrew Ainsworth, Shumi M. Akhtar, Adam James Corbett, Adrian D. Lee and Terry S. Walter
University of Wollongong - School of Accounting, Economics & Finance, The University of Sydney, The University of Sydney - Discipline of Finance, Deakin University - Department of Finance (Property and Real Estate) and University of Sydney
Downloads 228 (231,211)
Citation 1

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Investment fees, Performance evaluation, Superannuation funds

11.

Market Impacts and Unintended Consequences of Housing Assistance Policies with Price Threshold

Downloads 187 (276,079)

Market Impacts and Unintended Consequences of Housing Assistance Policies with Price Threshold

Number of pages: 70 Posted: 10 Sep 2020 Last Revised: 11 Oct 2023
Sumit Agarwal, Maggie Hu and Adrian D. Lee
National University of Singapore, The Chinese University of Hong Kong and Deakin University - Department of Finance (Property and Real Estate)
Downloads 177 (289,548)

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Housing assistance policy, real estate pricing, price bunching, price inflation, economic stimulus

Market Impacts and Unintended Consequences of Housing Assistance Policies with Price Threshold

Number of pages: 72 Posted: 25 Oct 2023
Sumit Agarwal, Maggie Hu and Adrian D. Lee
National University of Singapore, The Chinese University of Hong Kong and Deakin University - Department of Finance (Property and Real Estate)
Downloads 10 (1,016,220)

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Housing assistance policy, real estate pricing, price bunching, price inflation, economic stimulus

12.

Outshine to Outbid: Weather-Induced Sentiment and the Housing Market

Number of pages: 73 Posted: 18 Oct 2019
Maggie Hu and Adrian D. Lee
The Chinese University of Hong Kong and Deakin University - Department of Finance (Property and Real Estate)
Downloads 179 (286,831)
Citation 7

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auction, sentiment, weather, housing price, behavioral bias

13.

Street Name Fluency and Housing Prices

Number of pages: 64 Posted: 14 Oct 2019 Last Revised: 13 Apr 2021
Sumit Agarwal, Maggie Hu and Adrian D. Lee
National University of Singapore, The Chinese University of Hong Kong and Deakin University - Department of Finance (Property and Real Estate)
Downloads 178 (288,290)

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name fluency, hedonic pricing, real estate, behavioral economics

14.

Melting Pot or Salad Bowl: Cultural Distance and Housing Investments

Number of pages: 71 Posted: 17 Aug 2015 Last Revised: 03 Feb 2020
Yongheng Deng, Maggie Hu and Adrian D. Lee
Wisconsin School of Business, University of Wisconsin-Madison, The Chinese University of Hong Kong and Deakin University - Department of Finance (Property and Real Estate)
Downloads 161 (314,197)

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cultural distance, housing investment, housing price, information friction, home bias

15.

COVID-19 and Housing Prices: Australian Evidence with Daily Hedonic Returns

Number of pages: 18 Posted: 20 Jan 2021 Last Revised: 12 Feb 2021
Maggie Hu, Adrian D. Lee and Dihan Zou
The Chinese University of Hong Kong, Deakin University - Department of Finance (Property and Real Estate) and University of North Carolina (UNC) at Chapel Hill
Downloads 156 (322,706)

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16.

A Model of Emulation Funds

FIRN Research Paper
Number of pages: 47 Posted: 19 Sep 2013
Zhe Chen, Zhe Chen, F. Douglas Foster, David R. Gallagher and Adrian D. Lee
University of New South Wales (UNSW)Acadian Asset Management, The University of Sydney - Discipline of Finance, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 135 (364,306)

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multi-manager, fund-of-funds, transaction costs, emulation funds

17.

Are Australian Superannuation Industry Fees Too High?

CIFR Paper No. 116/2016
Number of pages: 25 Posted: 02 Aug 2016 Last Revised: 02 Nov 2016
Andrew Ainsworth, Shumi M. Akhtar, Adam James Corbett, Adrian D. Lee and Terry S. Walter
University of Wollongong - School of Accounting, Economics & Finance, The University of Sydney, The University of Sydney - Discipline of Finance, Deakin University - Department of Finance (Property and Real Estate) and University of Sydney
Downloads 129 (377,227)

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18.

Bitcoin: Speculative Asset or Innovative Technology?

Journal of International Financial Markets, Institutions & Money, 2020
Number of pages: 30 Posted: 15 May 2020
Adrian D. Lee, Mengling Li and Huanhuan Zheng
Deakin University - Department of Finance (Property and Real Estate), Nanyang Technological University (NTU) and National University of Singapore
Downloads 126 (381,753)
Citation 3

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Fintech; cryptocurrency; Tech-savvy investor; Heterogeneity; Speculation

19.

The State of Origin of Australian Equity: Does Active Fund Manager Location Matter?

Australian Journal of Management, Forthcoming, UNSW Australian School of Business Research
Number of pages: 29 Posted: 30 May 2007 Last Revised: 01 Sep 2008
Kingsley Y. L. Fong, Adrian D. Lee and David R. Gallagher
University of New South Wales - School of Banking and Finance, Deakin University - Department of Finance (Property and Real Estate) and Rozetta Institute
Downloads 125 (384,095)

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Location, Information Advantages, Portfolio Management, Investment Performance

20.

Waiting Costs and Limit Order Book Liquidity: Evidence from the Ex-Dividend Deadline in Australia

Number of pages: 53 Posted: 17 Mar 2011 Last Revised: 17 Mar 2014
Andrew Ainsworth and Adrian D. Lee
University of Wollongong - School of Accounting, Economics & Finance and Deakin University - Department of Finance (Property and Real Estate)
Downloads 121 (393,586)
Citation 1

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order aggressiveness, liquidity, bid-ask spread, ex-dividend day

21.

Does Portfolio Emulation Outperform its Target Funds?

Downloads 119 (398,368)

Does Portfolio Emulation Outperform its Target Funds?

Number of pages: 40 Posted: 01 Sep 2012
Zhe Chen, Zhe Chen, F. Douglas Foster, David R. Gallagher and Adrian D. Lee
University of New South Wales (UNSW)Acadian Asset Management, The University of Sydney - Discipline of Finance, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 119 (400,114)
Citation 1

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Portfolio emulation, multi-manager, fund-of-funds, offsetting trades, market impact, brokerage

Does Portfolio Emulation Outperform Its Target Funds?

Australian Journal of Management, Vol. 38, No. 2, 2013
Posted: 30 Jul 2013
Zhe Chen, Zhe Chen, F. Douglas Foster, David R. Gallagher and Adrian D. Lee
University of New South Wales (UNSW)Acadian Asset Management, The University of Sydney - Discipline of Finance, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)

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Brokerage, fund-of-funds, market impact, multi-manager, offsetting trades, portfolio emulation

22.

Testing the Effect of Portfolio Holdings Disclosure in an Environment Absent of Mandatory Disclosure

CIFR Paper No. 019/2014
Number of pages: 32 Posted: 23 May 2014 Last Revised: 12 Mar 2015
Zhe Chen, Zhe Chen, David R. Gallagher and Adrian D. Lee
University of New South Wales (UNSW)Acadian Asset Management, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 117 (403,264)
Citation 1

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Managed funds, portfolio holdings disclosure, copycat funds

23.

Superannuation Fees, Asset Allocation and Fund Performance

Number of pages: 39 Posted: 14 Sep 2021
Andrew Ainsworth, Shumi M. Akhtar, Adam James Corbett, Adrian D. Lee and Terry S. Walter
University of Wollongong - School of Accounting, Economics & Finance, The University of Sydney, The University of Sydney - Discipline of Finance, Deakin University - Department of Finance (Property and Real Estate) and University of Sydney
Downloads 105 (436,081)

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Superannuation funds, investment fees, administration fees, asset allocation

24.

How has the Relevance of Institutional Brokerage Changed?

Number of pages: 32 Posted: 03 Oct 2011 Last Revised: 10 Aug 2014
Kingsley Y. L. Fong, F. Douglas Foster, David R. Gallagher and Adrian D. Lee
University of New South Wales - School of Banking and Finance, The University of Sydney - Discipline of Finance, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 86 (496,920)

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transaction costs, price impact, brokers

25.

Sharing the Dividend Tax Credit Pie: The Influence of Individual Investors on Ex-Dividend Day Returns

Journal of Financial Markets, Forthcoming
Number of pages: 43 Posted: 14 Sep 2021 Last Revised: 14 Jun 2022
Andrew Ainsworth and Adrian D. Lee
University of Wollongong - School of Accounting, Economics & Finance and Deakin University - Department of Finance (Property and Real Estate)
Downloads 80 (518,993)

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dividend clienteles, individual investors, ex-dividend day premium, order choice

26.

Estimating the Excess Returns to Housing at a Disaggregated Level: An Application to Sydney 2003-11

Downloads 72 (551,239)

Estimating the Excess Returns to Housing at a Disaggregated Level: An Application to Sydney 2003-11

Number of pages: 26 Posted: 21 Feb 2012 Last Revised: 23 Feb 2023
Daniel Melser and Adrian D. Lee
UNSW Australia Business School, School of Economics and Deakin University - Department of Finance (Property and Real Estate)
Downloads 72 (558,462)

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hedonic regression, housing, excess returns, risk

Estimating the Excess Returns to Housing at a Disaggregated Level: An Application to Sydney 2003-11

Real Estate Economics, Forthcoming
Posted: 07 Feb 2013
Daniel Melser and Adrian D. Lee
UNSW Australia Business School, School of Economics and Deakin University - Department of Finance (Property and Real Estate)

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Hedonic regression, housing, excess returns, risk

27.

Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney

Downloads 70 (559,722)

Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney

Economic Record, Forthcoming
Number of pages: 42 Posted: 27 Mar 2014
Anastasia Klimova and Adrian D. Lee
University of Technology, Sydney - Economics Discipline Group and Deakin University - Department of Finance (Property and Real Estate)
Downloads 58 (626,981)

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Crime, murder, homicide, house prices, rent, hedonic model

Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney

Economic Record, Vol. 90, pp. 16-40, 2014
Number of pages: 37 Posted: 06 Mar 2023
Anastasia Klimova and Adrian D. Lee
University of Technology, Sydney - Economics Discipline Group and Deakin University - Department of Finance (Property and Real Estate)
Downloads 12 (995,607)

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Crime, murder, homicide, house prices, rent, hedonic model

28.

Leaving the (fund) gate ajar: investor protection or marketing ploy?

Number of pages: 53 Posted: 12 Jul 2021 Last Revised: 25 Aug 2023
Cecilia Wei Hu, Peter Lam and Adrian D. Lee
Deakin University, University of Technology, Sydney - Discipline of Accounting and Deakin University - Department of Finance (Property and Real Estate)
Downloads 53 (642,474)

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mutual funds, inflow gate, fund flow restriction, fund marketing, retail investors, emerging fund market

29.

Can Firm-Specific Dividend Drop-Off Ratios be Used to Infer Shareholder Marginal Tax Rates?

Accounting & Finance, Forthcoming
Number of pages: 38 Posted: 01 Jul 2020
Andrew Ainsworth, Adrian D. Lee and Terry S. Walter
University of Wollongong - School of Accounting, Economics & Finance, Deakin University - Department of Finance (Property and Real Estate) and University of Sydney
Downloads 30 (795,586)

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Ex-dividend day,drop off ratio, marginal tax rate

Other Papers (2)

Total Downloads: 320
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1.

Who Wins and Who Loses Among Individual Investors?

Number of pages: 46 Posted: 22 Mar 2009 Last Revised: 08 Nov 2012
Kingsley Y. L. Fong, David R. Gallagher and Adrian D. Lee
University of New South Wales - School of Banking and Finance, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 239

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Individual investors, individual investor trade performance, market efficiency

2.

Do Institutions Really Exploit Individuals? The Intraday Losses and Offsetting Returns of Discount and Premium Retail Investors

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 40 Posted: 24 Aug 2008 Last Revised: 14 Nov 2008
Kingsley Y. L. Fong, David R. Gallagher and Adrian D. Lee
University of New South Wales - School of Banking and Finance, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 81

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