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 9 26 35 75
What drives long-term oil market volatility? Fundamentals versus Speculation 0 0 0 35 1 11 11 127
Total Working Papers 0 0 0 42 10 37 46 202

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 2 15 1 9 12 51
Aggregate profit instability and time variations in momentum returns: Evidence from China 0 0 0 15 1 9 12 73
Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market 0 0 3 31 1 11 23 159
Can investor attention predict oil prices? 0 0 1 28 0 2 10 177
Can investors attention on oil markets predict stock returns? 0 0 0 4 0 3 9 50
Can skewness of the futures‐spot basis predict currency spot returns? 1 1 1 16 1 4 10 76
Can skewness predict currency excess returns? 0 0 4 35 0 3 12 101
Can the intermediary capital risk predict foreign exchange rates? 0 0 0 12 1 5 8 33
Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets 0 0 0 8 0 5 9 74
Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach 0 0 0 11 2 6 9 57
Chinese Stock Returns and the Role of News-Based Uncertainty 0 0 0 5 0 3 3 16
Co-movements in commodity prices: Global, sectoral and commodity-specific factors 0 0 2 35 1 3 6 102
Common idiosyncratic volatility and returns: From an investment horizon perspective 0 0 0 4 1 6 7 25
Comparison and analysis of two nitrogen expansion cycles for BOG Re-liquefaction systems for small LNG ships 0 0 0 9 0 3 6 46
Currency strategies based on momentum, carry trade and skewness 0 0 1 37 1 7 11 119
Do foreign institutional investors stabilize the capital market? 0 0 0 24 0 6 10 122
Does NVIX matter for market volatility? Evidence from Asia-Pacific markets 0 0 0 2 1 2 3 74
Does investor attention matter? The attention-return relationships in FX markets 0 1 2 26 2 7 18 151
Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors 0 0 1 7 0 1 4 103
Does oil price respond to macroeconomic uncertainty? New evidence 0 1 1 17 0 4 6 88
Dynamic link between oil prices and exchange rates: A non-linear approach 0 0 0 24 0 5 14 110
Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility 0 1 2 25 3 9 15 108
Environmental Efficiency and Its Determinants for Manufacturing in China 0 0 0 10 0 8 13 101
Exogenous Shocks and Information Transmission in Global Copper Futures Markets 0 0 0 0 1 6 9 86
Exogenous impacts on the links between energy and agricultural commodity markets 0 0 0 13 1 7 8 113
Exogenous shocks and the spillover effects between uncertainty and oil price 0 0 0 28 0 3 8 157
Firms' profit instability and the cross-section of stock returns: Evidence from China 0 0 3 12 6 17 28 64
Firm’s quality increases and the cross-section of stock returns: Evidence from China 0 0 2 29 0 6 14 85
Forecasting the CNY-CNH pricing differential: The role of investor attention 0 0 0 17 0 7 9 113
Forecasting the oil prices: What is the role of skewness risk? 0 0 0 5 0 7 9 25
Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance 0 0 5 34 4 15 21 112
Intermediary asset pricing in commodity futures returns 0 0 0 14 0 3 6 50
International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming 0 0 0 5 0 1 7 32
Investor Attention and Stock Returns: International Evidence 0 1 3 12 0 3 9 45
Investor attention and currency performance: international evidence 0 0 2 9 0 2 8 32
Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty 0 1 1 8 0 4 12 49
It's not that important: The negligible effect of oil market uncertainty 0 0 0 6 0 2 3 50
Macroeconomic impacts on commodity prices: China vs. the United States 0 0 1 14 1 4 8 60
Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis 0 2 7 42 0 3 13 125
Macroeconomic uncertainty: does it matter for commodity prices? 0 0 0 55 3 7 10 151
News implied volatility and long-term foreign exchange market volatility 0 1 1 14 0 8 15 69
Oil and the short-term predictability of stock return volatility 0 0 2 32 1 2 11 138
Oil market uncertainty and international business cycle dynamics 0 0 0 9 1 2 2 47
Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model 1 3 9 101 4 10 27 317
Oil prices and news-based uncertainty: Novel evidence 0 0 0 31 0 2 6 111
Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach 0 0 1 9 1 4 8 33
Oil volatility risk and stock market volatility predictability: Evidence from G7 countries 0 0 1 21 0 2 5 112
Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China? 0 0 1 28 0 8 18 142
Options strategies for international portfolios with overall risk management via multi-stage stochastic programming 0 1 2 11 3 8 12 52
Our currency, your attention: Contagion spillovers of investor attention on currency returns 0 0 0 9 0 3 4 43
Predictability of structural co-movement in commodity prices: the role of technical indicators 0 0 0 12 1 4 6 53
Predicting the oil prices: Do technical indicators help? 1 1 2 68 6 11 19 232
Spillovers of macroeconomic uncertainty among major economies 0 0 0 48 1 3 5 106
Systemic risk and dynamics of contagion: a duplex inter-bank network 0 0 1 14 2 7 8 58
Systemic risk in international stock markets: Role of the oil market 0 0 1 9 0 0 7 55
The effect of oil returns on the stock markets network 0 0 0 2 0 2 4 9
The effects of investor attention on commodity futures markets 0 0 1 19 2 5 12 81
The impact of operating flexibility on firms’ performance during the COVID-19 outbreak: Evidence from China 0 0 0 13 1 2 6 59
The predictive performance of the currency futures basis for spot returns 0 0 1 9 0 3 9 67
The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China 0 0 0 4 1 8 10 43
The role of news-based implied volatility among US financial markets 0 0 0 33 0 3 8 97
Uncertainty and currency performance: A quantile-on-quantile approach 0 0 0 27 3 4 6 122
Understanding cryptocurrency volatility: The role of oil market shocks 0 1 4 36 0 12 22 128
Understanding stock market volatility: What is the role of U.S. uncertainty? 0 0 2 57 2 6 20 217
What drives long-term oil market volatility? Fundamentals versus speculation 0 0 1 12 0 7 9 85
Total Journal Articles 3 15 74 1,331 61 344 671 5,841

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Statistics updated 2026-03-04