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 3 5 13 52
What drives long-term oil market volatility? Fundamentals versus Speculation 0 0 0 35 2 2 2 118
Total Working Papers 0 0 0 42 5 7 15 170

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 0 0 3 15 2 2 6 44
Aggregate profit instability and time variations in momentum returns: Evidence from China 0 0 0 15 3 3 9 67
Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market 0 0 3 31 2 6 15 150
Can investor attention predict oil prices? 0 0 1 28 0 2 8 175
Can investors attention on oil markets predict stock returns? 0 0 0 4 1 6 7 48
Can skewness of the futures‐spot basis predict currency spot returns? 0 0 1 15 1 2 8 73
Can skewness predict currency excess returns? 0 2 5 35 0 3 10 98
Can the intermediary capital risk predict foreign exchange rates? 0 0 0 12 0 2 3 28
Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets 0 0 0 8 4 6 9 73
Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach 0 0 0 11 0 2 3 51
Chinese Stock Returns and the Role of News-Based Uncertainty 0 0 0 5 1 1 1 14
Co-movements in commodity prices: Global, sectoral and commodity-specific factors 0 0 2 35 0 1 5 99
Common idiosyncratic volatility and returns: From an investment horizon perspective 0 0 0 4 3 3 4 22
Comparison and analysis of two nitrogen expansion cycles for BOG Re-liquefaction systems for small LNG ships 0 0 0 9 1 2 4 44
Currency strategies based on momentum, carry trade and skewness 0 0 1 37 4 5 8 116
Do foreign institutional investors stabilize the capital market? 0 0 0 24 2 6 7 118
Does NVIX matter for market volatility? Evidence from Asia-Pacific markets 0 0 0 2 1 2 3 73
Does investor attention matter? The attention-return relationships in FX markets 0 0 2 25 1 6 14 145
Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors 0 0 1 7 0 2 4 102
Does oil price respond to macroeconomic uncertainty? New evidence 1 1 1 17 3 3 5 87
Dynamic link between oil prices and exchange rates: A non-linear approach 0 0 0 24 1 5 10 106
Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility 0 0 1 24 1 5 7 100
Environmental Efficiency and Its Determinants for Manufacturing in China 0 0 0 10 5 10 10 98
Exogenous Shocks and Information Transmission in Global Copper Futures Markets 0 0 0 0 2 4 5 82
Exogenous impacts on the links between energy and agricultural commodity markets 0 0 0 13 2 3 4 108
Exogenous shocks and the spillover effects between uncertainty and oil price 0 0 0 28 2 6 7 156
Firms' profit instability and the cross-section of stock returns: Evidence from China 0 1 3 12 7 10 18 54
Firm’s quality increases and the cross-section of stock returns: Evidence from China 0 1 2 29 3 5 14 82
Forecasting the CNY-CNH pricing differential: The role of investor attention 0 0 0 17 3 4 6 109
Forecasting the oil prices: What is the role of skewness risk? 0 0 0 5 2 4 4 20
Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance 0 1 6 34 3 5 11 100
Intermediary asset pricing in commodity futures returns 0 0 0 14 1 3 4 48
International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming 0 0 0 5 0 3 7 31
Investor Attention and Stock Returns: International Evidence 1 1 5 12 1 2 9 43
Investor attention and currency performance: international evidence 0 0 2 9 0 2 6 30
Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty 0 0 0 7 1 3 9 46
It's not that important: The negligible effect of oil market uncertainty 0 0 0 6 0 1 1 48
Macroeconomic impacts on commodity prices: China vs. the United States 0 0 1 14 0 1 4 56
Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis 1 2 7 41 1 3 15 123
Macroeconomic uncertainty: does it matter for commodity prices? 0 0 2 55 2 5 7 146
News implied volatility and long-term foreign exchange market volatility 1 1 1 14 5 8 12 66
Oil and the short-term predictability of stock return volatility 0 0 2 32 0 1 10 136
Oil market uncertainty and international business cycle dynamics 0 0 0 9 0 0 0 45
Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model 1 3 7 99 2 8 21 309
Oil prices and news-based uncertainty: Novel evidence 0 0 0 31 1 4 5 110
Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach 0 0 1 9 0 0 5 29
Oil volatility risk and stock market volatility predictability: Evidence from G7 countries 0 0 1 21 1 2 4 111
Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China? 0 0 1 28 3 6 16 137
Options strategies for international portfolios with overall risk management via multi-stage stochastic programming 0 0 1 10 1 1 5 45
Our currency, your attention: Contagion spillovers of investor attention on currency returns 0 0 0 9 1 1 3 41
Predictability of structural co-movement in commodity prices: the role of technical indicators 0 0 0 12 1 1 3 50
Predicting the oil prices: Do technical indicators help? 0 0 2 67 2 5 12 223
Spillovers of macroeconomic uncertainty among major economies 0 0 1 48 1 3 5 104
Systemic risk and dynamics of contagion: a duplex inter-bank network 0 1 1 14 1 2 2 52
Systemic risk in international stock markets: Role of the oil market 0 1 1 9 0 2 7 55
The effect of oil returns on the stock markets network 0 0 0 2 1 3 3 8
The effects of investor attention on commodity futures markets 0 0 1 19 1 1 8 77
The impact of operating flexibility on firms’ performance during the COVID-19 outbreak: Evidence from China 0 0 1 13 1 1 6 58
The predictive performance of the currency futures basis for spot returns 0 0 2 9 0 5 7 64
The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China 0 0 0 4 6 6 9 41
The role of news-based implied volatility among US financial markets 0 0 0 33 0 3 5 94
Uncertainty and currency performance: A quantile-on-quantile approach 0 0 0 27 0 2 2 118
Understanding cryptocurrency volatility: The role of oil market shocks 0 1 4 35 4 7 18 120
Understanding stock market volatility: What is the role of U.S. uncertainty? 0 0 2 57 1 6 15 212
What drives long-term oil market volatility? Fundamentals versus speculation 0 0 1 12 4 4 7 82
Total Journal Articles 5 16 79 1,321 103 231 481 5,600

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Statistics updated 2026-01-09