Adrian D. Lee

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

Associate Professor

70 Elgar Road

Melbourne, VIC 3125

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

21

DOWNLOADS
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5,384

SSRN CITATIONS
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SSRN RANKINGS

Top 14,523

in Total Papers Citations

34

CROSSREF CITATIONS

29

Ideas:
“  Behavioral real estate  ”

Scholarly Papers (21)

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 2,408 (5,554)
Citation 47

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

Benchmarking Benchmarks: Measuring Characteristic Selectivity Using Portfolio Holdings Data

Accounting and Finance, Forthcoming
Number of pages: 32 Posted: 27 Mar 2007 Last Revised: 27 Jul 2008
University of New South Wales - School of Banking and Finance, Deakin University - Department of Finance (Property and Real Estate) and Rozetta Institute
Downloads 545 (51,018)

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Equity fund benchmarking, Characteristic-based benchmarks

Benchmarking Benchmarks: Measuring Characteristic Selectivity Using Portfolio Holdings Data

Accounting & Finance, Vol. 48, No. 5, pp. 761-781, December 2008
Number of pages: 21 Posted: 03 Nov 2008
University of New South Wales - School of Banking and Finance, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 4 (673,793)
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3.

The Value of Alpha Forecasts in Portfolio Construction

Number of pages: 31 Posted: 03 Aug 2007 Last Revised: 19 May 2008
University of New South Wales - School of Banking and Finance, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 401 (75,455)

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Portfolio construction, Fund mimicking strategies

4.

Individual Investors and Broker Types

Number of pages: 42 Posted: 19 Mar 2010 Last Revised: 08 Nov 2012
University of New South Wales - School of Banking and Finance, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 309 (101,352)
Citation 1

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Individual investors, individual investor trade performance, market efficiency

5.

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 267 (118,538)

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

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 201 (156,519)

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contracts for difference, CFDs, individual investors, trading costs

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

Accounting & Finance, Vol. 54, Issue 3, pp. 965-997, 2014
Number of pages: 33 Posted: 24 Sep 2014
Adrian D. Lee and Shan Choy
Deakin University - Department of Finance (Property and Real Estate) and University of Technology Sydney (UTS)
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Contracts for difference, Individual investors, Trading costs

7.

Superannuation Fees and Asset Allocation

CIFR Paper No. 114/2016
Number of pages: 36 Posted: 09 Aug 2016
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 199 (158,226)
Citation 1

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Superannuation funds, investment fees, administration fees, asset allocation

8.

Superannuation Fund Performance and Fund Fees

CIFR Paper No. 115/2016
Number of pages: 32 Posted: 09 Aug 2016
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 172 (180,440)
Citation 1

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Investment fees, Performance evaluation, Superannuation funds

9.

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
University of New South Wales - School of Banking and Finance, Deakin University - Department of Finance (Property and Real Estate) and Rozetta Institute
Downloads 109 (258,782)

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Location, Information Advantages, Portfolio Management, Investment Performance

10.
Downloads 104 (267,470)

A Model of Emulation Funds

FIRN Research Paper
Number of pages: 47 Posted: 19 Sep 2013
Acadian Asset Management, The University of Sydney - Discipline of Finance, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 104 (269,098)

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

A Model of Emulation Funds

Accounting & Finance, Vol. 55, Issue 3, pp. 717-748, 2015
Number of pages: 32 Posted: 03 Sep 2015
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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Multimanager, Fund‐of‐funds, Transaction costs, Emulation funds

11.

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 99 (276,606)

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

12.

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
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 98 (278,447)

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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, David R. Gallagher and Adrian D. Lee
Acadian Asset Management, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 92 (292,197)

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Managed funds, portfolio holdings disclosure, copycat funds

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

Accounting & Finance, Vol. 57, pp. 101-116, 2017
Number of pages: 16 Posted: 05 Apr 2017
Zhe Chen, David R. Gallagher and Adrian D. Lee
Acadian Asset Management, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 1 (707,227)
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Managed funds, Portfolio holdings disclosure, Copycat funds

Does Portfolio Emulation Outperform its Target Funds?

Number of pages: 40 Posted: 01 Sep 2012
Acadian Asset Management, The University of Sydney - Discipline of Finance, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 85 (307,359)
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
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

15.

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 Rong Hu and Adrian D. Lee
Wisconsin School of Business, University of Wisconsin-Madison, Chinese University of Hong Kong and Deakin University - Department of Finance (Property and Real Estate)
Downloads 67 (349,269)

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

How has the Relevance of Institutional Brokerage Changed?

Number of pages: 32 Posted: 03 Oct 2011 Last Revised: 10 Aug 2014
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 63 (365,330)

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transaction costs, price impact, brokers

How Has the Relevance of Institutional Brokerage Changed?

International Review of Finance, Vol. 16, Issue 4, pp. 499-524, 2016
Number of pages: 26 Posted: 07 Dec 2016
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 1 (707,227)
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Estimating the Excess Returns to Housing at a Disaggregated Level: An Application to Sydney 2003-11

Number of pages: 26 Posted: 21 Feb 2012
Daniel Melser and Adrian D. Lee
UNSW Australia Business School, School of Economics and Deakin University - Department of Finance (Property and Real Estate)
Downloads 49 (412,654)

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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

18.

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

Number of pages: 73 Posted: 18 Oct 2019
Maggie Rong Hu and Adrian D. Lee
Chinese University of Hong Kong and Deakin University - Department of Finance (Property and Real Estate)
Downloads 47 (412,634)

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auction, sentiment, weather, housing price, behavioral bias

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 37 (462,405)

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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: 25 Posted: 03 Jun 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 0
Citation 1
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20.

Street Name Fluency and Housing Prices

Number of pages: 76 Posted: 14 Oct 2019 Last Revised: 17 Oct 2019
Sumit Agarwal, Maggie Rong Hu and Adrian D. Lee
National University of Singapore, Chinese University of Hong Kong and Deakin University - Department of Finance (Property and Real Estate)
Downloads 26 (505,370)

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name fluency, hedonic pricing, real estate, behavioral economics

21.

Estimating the Excess Returns to Housing at a Disaggregated Level: An Application to Sydney 2003–201

Real Estate Economics, Vol. 42, Issue 3, pp. 756-790, 2014
Number of pages: 35 Posted: 28 Aug 2014
Daniel Melser and Adrian D. Lee
Moody's Economy.com and Deakin University - Department of Finance (Property and Real Estate)
Downloads 0 (691,249)
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Other Papers (2)

Total Downloads: 296
1.

Who Wins and Who Loses Among Individual Investors?

Number of pages: 46 Posted: 22 Mar 2009 Last Revised: 08 Nov 2012
University of New South Wales - School of Banking and Finance, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 223

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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
University of New South Wales - School of Banking and Finance, Rozetta Institute and Deakin University - Department of Finance (Property and Real Estate)
Downloads 73

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