Access Statistics for Libo Yin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Does investor attention matter? The attention-return relation in gold futures market 0 0 0 7 1 1 4 40
What drives long-term oil market volatility? Fundamentals versus Speculation 0 0 1 35 0 0 4 116
Total Working Papers 0 0 1 42 1 1 8 156

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adjusted dividend-price ratios and stock return predictability: Evidence from China 1 1 6 13 1 1 10 39
Aggregate profit instability and time variations in momentum returns: Evidence from China 0 0 1 15 3 3 6 61
Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market 0 0 2 28 0 3 7 136
Can investor attention predict oil prices? 0 0 1 27 0 0 1 167
Can investors attention on oil markets predict stock returns? 0 0 0 4 0 1 1 41
Can skewness of the futures‐spot basis predict currency spot returns? 0 1 2 15 0 1 5 66
Can skewness predict currency excess returns? 1 2 7 31 1 4 13 89
Can the intermediary capital risk predict foreign exchange rates? 0 0 0 12 0 1 1 25
Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets 0 0 0 8 1 1 1 65
Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach 0 0 0 11 0 0 1 48
Chinese Stock Returns and the Role of News-Based Uncertainty 0 0 0 5 0 0 1 13
Co-movements in commodity prices: Global, sectoral and commodity-specific factors 0 0 1 33 1 2 3 96
Common idiosyncratic volatility and returns: From an investment horizon perspective 0 0 0 4 0 0 0 18
Comparison and analysis of two nitrogen expansion cycles for BOG Re-liquefaction systems for small LNG ships 0 0 0 9 0 1 6 40
Currency strategies based on momentum, carry trade and skewness 0 0 3 36 0 0 4 108
Do foreign institutional investors stabilize the capital market? 0 0 1 24 1 1 4 112
Does NVIX matter for market volatility? Evidence from Asia-Pacific markets 0 0 0 2 1 1 5 71
Does investor attention matter? The attention-return relationships in FX markets 1 1 1 24 2 2 5 133
Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors 0 0 0 6 0 1 1 99
Does oil price respond to macroeconomic uncertainty? New evidence 0 0 1 16 0 0 3 82
Dynamic link between oil prices and exchange rates: A non-linear approach 0 0 1 24 0 1 7 96
Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility 0 0 2 23 0 0 7 93
Environmental Efficiency and Its Determinants for Manufacturing in China 0 0 0 10 0 0 1 88
Exogenous Shocks and Information Transmission in Global Copper Futures Markets 0 0 0 0 0 0 0 77
Exogenous impacts on the links between energy and agricultural commodity markets 0 0 0 13 1 1 4 105
Exogenous shocks and the spillover effects between uncertainty and oil price 0 0 1 28 0 0 5 149
Firms' profit instability and the cross-section of stock returns: Evidence from China 0 0 3 9 0 0 8 36
Firm’s quality increases and the cross-section of stock returns: Evidence from China 0 0 0 27 1 3 6 71
Forecasting the CNY-CNH pricing differential: The role of investor attention 0 0 0 17 1 3 8 104
Forecasting the oil prices: What is the role of skewness risk? 0 0 1 5 0 0 1 16
Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance 1 1 1 29 1 2 2 91
Intermediary asset pricing in commodity futures returns 0 0 2 14 0 0 4 44
International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming 0 0 0 5 1 1 1 25
Investor Attention and Stock Returns: International Evidence 2 2 3 9 2 2 6 36
Investor attention and currency performance: international evidence 0 0 1 7 0 0 3 24
Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty 0 0 1 7 0 0 1 37
It's not that important: The negligible effect of oil market uncertainty 0 0 1 6 0 0 2 47
Macroeconomic impacts on commodity prices: China vs. the United States 0 0 0 13 0 0 1 52
Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis 1 1 3 35 2 4 7 112
Macroeconomic uncertainty: does it matter for commodity prices? 2 2 2 55 2 2 2 141
News implied volatility and long-term foreign exchange market volatility 0 0 3 13 0 0 5 54
Oil and the short-term predictability of stock return volatility 0 0 2 30 0 1 5 127
Oil market uncertainty and international business cycle dynamics 0 0 0 9 0 0 2 45
Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model 0 0 4 92 0 2 15 290
Oil prices and news-based uncertainty: Novel evidence 0 0 0 31 0 0 3 105
Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach 0 0 1 8 1 1 3 25
Oil volatility risk and stock market volatility predictability: Evidence from G7 countries 0 0 0 20 0 0 0 107
Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China? 0 0 0 27 2 5 11 124
Options strategies for international portfolios with overall risk management via multi-stage stochastic programming 0 0 1 9 0 0 2 40
Our currency, your attention: Contagion spillovers of investor attention on currency returns 0 0 0 9 1 1 3 39
Predictability of structural co-movement in commodity prices: the role of technical indicators 0 0 0 12 0 0 1 47
Predicting the oil prices: Do technical indicators help? 1 1 4 66 2 3 14 213
Spillovers of macroeconomic uncertainty among major economies 1 1 1 48 1 2 2 101
Systemic risk and dynamics of contagion: a duplex inter-bank network 0 0 0 13 0 0 3 50
Systemic risk in international stock markets: Role of the oil market 0 0 0 8 0 1 1 48
The effect of oil returns on the stock markets network 0 0 0 2 0 0 0 5
The effects of investor attention on commodity futures markets 0 0 0 18 0 0 3 69
The impact of operating flexibility on firms’ performance during the COVID-19 outbreak: Evidence from China 1 1 1 13 1 1 8 53
The predictive performance of the currency futures basis for spot returns 1 1 1 8 1 1 6 58
The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China 0 0 0 4 0 1 2 33
The role of news-based implied volatility among US financial markets 0 0 1 33 0 1 3 89
Uncertainty and currency performance: A quantile-on-quantile approach 0 0 1 27 0 0 1 116
Understanding cryptocurrency volatility: The role of oil market shocks 1 2 6 32 4 5 15 106
Understanding stock market volatility: What is the role of U.S. uncertainty? 0 0 1 55 0 0 6 197
What drives long-term oil market volatility? Fundamentals versus speculation 0 0 1 11 0 1 5 76
Total Journal Articles 14 17 76 1,257 35 68 273 5,170

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Statistics updated 2025-03-03