Adrian D. Lee

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

Associate Professor

70 Elgar Road

Melbourne, VIC 3125

Australia

affiliation not provided to SSRN

SCHOLARLY PAPERS

31

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SSRN CITATIONS
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SSRN RANKINGS

Top 10,947

in Total Papers Citations

84

CROSSREF CITATIONS

30

Ideas:
“  Behavioral real estate  ”

Scholarly Papers (31)

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, Adrian D. Lee and Adrian D. Lee
University of Western Australia - Business School, University of Technology Sydney (UTS) and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 2,828 (5,705)
Citation 99

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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, Adrian D. Lee and Adrian D. Lee
The Chinese University of Hong Kong and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 1,122 (24,461)
Citation 2

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

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
Kingsley Y. L. Fong, Adrian D. Lee, Adrian D. Lee and David R. Gallagher
University of New South Wales - School of Banking and Finance, affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate) and Rozetta Institute
Downloads 560 (62,177)
Citation 1

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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
Kingsley Y. L. Fong, David R. Gallagher, Adrian D. Lee and Adrian D. Lee
University of New South Wales - School of Banking and Finance, Rozetta Institute and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 4 (804,267)
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4.

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, Adrian D. Lee and Adrian D. Lee
University of New South Wales - School of Banking and Finance, Rozetta Institute and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 415 (90,387)

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Portfolio construction, Fund mimicking strategies

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, Adrian D. Lee and Adrian D. Lee
University of Western Australia - Business School, University of Technology Sydney (UTS) and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 339 (113,746)

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

6.

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, Adrian D. Lee and Adrian D. Lee
University of New South Wales - School of Banking and Finance, Rozetta Institute and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 328 (118,364)
Citation 4

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Individual investors, individual investor trade performance, market efficiency

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, Adrian D. Lee and Shan Choy
affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate) and University of Technology Sydney (UTS)
Downloads 217 (178,924)
Citation 1

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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, Adrian D. Lee and Shan Choy
affiliation not provided to SSRNDeakin 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

8.

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, affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate) and University of Sydney
Downloads 214 (181,510)
Citation 1

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Superannuation funds, investment fees, administration fees, asset allocation

9.

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, affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate) and University of Sydney
Downloads 198 (195,044)
Citation 1

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Investment fees, Performance evaluation, Superannuation funds

10.

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, Adrian D. Lee and Adrian D. Lee
Wisconsin School of Business, University of Wisconsin-Madison, The Chinese University of Hong Kong and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 117 (299,103)

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

11.

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, Adrian D. Lee and David R. Gallagher
University of New South Wales - School of Banking and Finance, affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate) and Rozetta Institute
Downloads 113 (306,661)

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Location, Information Advantages, Portfolio Management, Investment Performance

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, affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate) and University of Sydney
Downloads 108 (316,459)

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13.
Downloads 108 (316,459)

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, Adrian D. Lee and Adrian D. Lee
University of New South Wales (UNSW)Acadian Asset Management, The University of Sydney - Discipline of Finance, Rozetta Institute and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 108 (318,350)

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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
Zhe Chen, Zhe Chen, F. Douglas Foster, David R. Gallagher, Adrian D. Lee and Adrian D. Lee
University of New South Wales (UNSW)Acadian Asset Management, The University of Sydney - Discipline of Finance, Rozetta Institute and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
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Multimanager, Fund‐of‐funds, Transaction costs, Emulation funds

14.

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, Adrian D. Lee and Adrian D. Lee
University of Wollongong - School of Accounting, Economics & Finance and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 104 (324,654)

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

15.

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

Number of pages: 73 Posted: 18 Oct 2019
Maggie Hu, Adrian D. Lee and Adrian D. Lee
The Chinese University of Hong Kong and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 96 (342,003)
Citation 1

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auction, sentiment, weather, housing price, behavioral bias

16.

Street Name Fluency and Housing Prices

Number of pages: 64 Posted: 14 Oct 2019 Last Revised: 13 Apr 2021
Sumit Agarwal, Maggie Hu, Adrian D. Lee and Adrian D. Lee
National University of Singapore, The Chinese University of Hong Kong and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 95 (344,244)

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name fluency, hedonic pricing, real estate, behavioral economics

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, Adrian D. Lee and Adrian D. Lee
University of New South Wales (UNSW)Acadian Asset Management, Rozetta Institute and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 94 (349,207)

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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, Zhe Chen, David R. Gallagher, Adrian D. Lee and Adrian D. Lee
University of New South Wales (UNSW)Acadian Asset Management, Rozetta Institute and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 1 (837,250)
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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
Zhe Chen, Zhe Chen, F. Douglas Foster, David R. Gallagher, Adrian D. Lee and Adrian D. Lee
University of New South Wales (UNSW)Acadian Asset Management, The University of Sydney - Discipline of Finance, Rozetta Institute and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 91 (356,637)
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, Adrian D. Lee and Adrian D. Lee
University of New South Wales (UNSW)Acadian Asset Management, The University of Sydney - Discipline of Finance, Rozetta Institute and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)

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

19.

Who Gains from Housing Market Stimulus? Evidence from Homeowner Grants with Threshold Prices

Number of pages: 69 Posted: 10 Sep 2020 Last Revised: 26 Feb 2021
Sumit Agarwal, Maggie Hu, Adrian D. Lee and Adrian D. Lee
National University of Singapore, The Chinese University of Hong Kong and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 78 (388,169)

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

20.

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, Adrian D. Lee, Mengling Li and Huanhuan Zheng
affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate), Nanyang Technological University (NTU) and National University of Singapore
Downloads 73 (402,914)
Citation 1

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

21.

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, Adrian D. Lee and Dihan Zou
The Chinese University of Hong Kong, affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate) and University of North Carolina (UNC) at Chapel Hill
Downloads 69 (415,423)

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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, Adrian D. Lee and Adrian D. Lee
University of New South Wales - School of Banking and Finance, The University of Sydney - Discipline of Finance, Rozetta Institute and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 67 (427,316)

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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
Kingsley Y. L. Fong, F. Douglas Foster, David R. Gallagher, Adrian D. Lee and Adrian D. Lee
University of New South Wales - School of Banking and Finance, The University of Sydney - Discipline of Finance, Rozetta Institute and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 1 (837,250)
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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, Adrian D. Lee and Adrian D. Lee
UNSW Australia Business School, School of Economics and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 49 (497,301)

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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, Adrian D. Lee and Adrian D. Lee
UNSW Australia Business School, School of Economics and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)

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Hedonic regression, housing, excess returns, risk

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, Adrian D. Lee and Adrian D. Lee
University of Technology, Sydney - Economics Discipline Group and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 42 (530,408)

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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, Adrian D. Lee and Adrian D. Lee
University of Technology, Sydney - Economics Discipline Group and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 0
Citation 2
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25.

Evading Capital Controls via Cryptocurrencies: Evidence from the Blockchain

Number of pages: 55 Posted: 08 Nov 2021
Maggie Hu, Adrian D. Lee, Adrian D. Lee and Tālis J. Putniņš
The Chinese University of Hong Kong, affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate) and University of Technology Sydney (UTS)
Downloads 31 (576,649)

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bitcoin, blockchain, capital flight, cryptocurrency

26.

Superannuation Fees, Asset Allocation and Fund Performance

Number of pages: 39 Posted: 14 Sep 2021
University of Wollongong - School of Accounting, Economics & Finance, The University of Sydney, The University of Sydney - Discipline of Finance, affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate) and University of Sydney
Downloads 30 (582,380)

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Superannuation funds, investment fees, administration fees, asset allocation

27.

The Influence of Individual Investors on Ex-Dividend Day Returns

Number of pages: 39 Posted: 14 Sep 2021
Andrew Ainsworth, Adrian D. Lee and Adrian D. Lee
University of Wollongong - School of Accounting, Economics & Finance and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 24 (620,765)

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

28.

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

Number of pages: 83 Posted: 12 Jul 2021 Last Revised: 07 Aug 2021
Wei Hu, Peter Lam, Adrian D. Lee and Adrian D. Lee
University of Technology Sydney (UTS), University of Technology, Sydney - Discipline of Accounting and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 24 (620,765)

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

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, Adrian D. Lee and Terry S. Walter
University of Wollongong - School of Accounting, Economics & Finance, affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate) and University of Sydney
Downloads 13 (727,182)

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

Can Firm‐Specific Dividend Drop‐Off Ratios Be Used to Infer Shareholder Marginal Tax Rates?

Accounting & Finance, Vol. 60, Issue 1, pp. 507-534, 2020
Number of pages: 28 Posted: 19 Mar 2020
Andrew Ainsworth, Adrian D. Lee, Adrian D. Lee and Terry S. Walter
University of Wollongong - School of Accounting, Economics & Finance, affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate) and University of Sydney
Downloads 1 (837,250)
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Firm‐specific ex‐dividend day pricing, Taxes, Transaction costs

30.

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

Accounting & Finance, Vol. 57, Issue 1, pp. 113-129, 2017
Number of pages: 17 Posted: 19 Mar 2020
Zhe Chen, David R. Gallagher, Adrian D. Lee and Adrian D. Lee
Centre for International Finance and Regulation (CIFR), Rozetta Institute and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 1 (800,590)
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Managed funds, Portfolio holdings disclosure, Copycat funds

31.

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, Adrian D. Lee and Adrian D. Lee
Moody's Economy.com and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 0 (818,024)
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Other Papers (2)

Total Downloads: 298
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, Adrian D. Lee and Adrian D. Lee
University of New South Wales - School of Banking and Finance, Rozetta Institute and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 225

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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, Adrian D. Lee and Adrian D. Lee
University of New South Wales - School of Banking and Finance, Rozetta Institute and affiliation not provided to SSRNDeakin University - Department of Finance (Property and Real Estate)
Downloads 73

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