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 10 20 45 86
What drives long-term oil market volatility? Fundamentals versus Speculation 0 0 0 35 3 5 15 131
Total Working Papers 0 0 0 42 13 25 60 217

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 9 14 24 64
Aggregate profit instability and time variations in momentum returns: Evidence from China 0 0 0 15 0 1 12 73
Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market 0 2 5 33 4 9 31 167
Can investor attention predict oil prices? 0 0 1 28 2 2 11 179
Can investors attention on oil markets predict stock returns? 0 0 0 4 0 1 10 51
Can skewness of the futures‐spot basis predict currency spot returns? 0 1 1 16 1 2 9 77
Can skewness predict currency excess returns? 0 0 4 35 2 3 15 104
Can the intermediary capital risk predict foreign exchange rates? 0 0 0 12 2 3 10 35
Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets 0 0 0 8 1 5 14 79
Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach 0 0 0 11 4 7 14 62
Chinese Stock Returns and the Role of News-Based Uncertainty 0 0 0 5 0 1 4 17
Co-movements in commodity prices: Global, sectoral and commodity-specific factors 0 0 1 35 5 6 10 107
Common idiosyncratic volatility and returns: From an investment horizon perspective 0 0 0 4 1 2 7 26
Comparison and analysis of two nitrogen expansion cycles for BOG Re-liquefaction systems for small LNG ships 0 0 0 9 3 4 10 50
Currency strategies based on momentum, carry trade and skewness 0 0 1 37 10 14 24 132
Do foreign institutional investors stabilize the capital market? 0 0 0 24 3 4 14 126
Does NVIX matter for market volatility? Evidence from Asia-Pacific markets 0 0 0 2 1 2 4 75
Does investor attention matter? The attention-return relationships in FX markets 0 0 2 26 4 7 23 156
Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors 0 0 1 7 0 0 4 103
Does oil price respond to macroeconomic uncertainty? New evidence 0 0 1 17 1 1 7 89
Dynamic link between oil prices and exchange rates: A non-linear approach 0 1 1 25 0 1 14 111
Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility 0 0 1 25 0 3 14 108
Environmental Efficiency and Its Determinants for Manufacturing in China 0 0 0 10 1 2 15 103
Exogenous Shocks and Information Transmission in Global Copper Futures Markets 0 0 0 0 2 3 11 88
Exogenous impacts on the links between energy and agricultural commodity markets 0 0 0 13 1 2 9 114
Exogenous shocks and the spillover effects between uncertainty and oil price 0 0 0 28 2 2 10 159
Firms' profit instability and the cross-section of stock returns: Evidence from China 0 1 4 13 1 8 29 66
Firm’s quality increases and the cross-section of stock returns: Evidence from China 0 1 3 30 1 3 16 88
Forecasting the CNY-CNH pricing differential: The role of investor attention 0 0 0 17 7 14 23 127
Forecasting the oil prices: What is the role of skewness risk? 0 0 0 5 0 0 9 25
Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance 0 1 5 35 2 8 24 116
Intermediary asset pricing in commodity futures returns 0 0 0 14 6 8 13 58
International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming 0 0 0 5 1 2 9 34
Investor Attention and Stock Returns: International Evidence 0 0 3 12 3 7 15 52
Investor attention and currency performance: international evidence 0 0 1 9 3 4 11 36
Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty 0 0 1 8 5 6 16 55
It's not that important: The negligible effect of oil market uncertainty 0 0 0 6 2 4 7 54
Macroeconomic impacts on commodity prices: China vs. the United States 0 0 1 14 3 4 11 63
Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis 0 0 6 42 3 3 14 128
Macroeconomic uncertainty: does it matter for commodity prices? 0 0 0 55 2 5 12 153
News implied volatility and long-term foreign exchange market volatility 0 0 1 14 3 5 19 74
Oil and the short-term predictability of stock return volatility 0 0 2 32 4 6 16 143
Oil market uncertainty and international business cycle dynamics 0 0 0 9 3 4 5 50
Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model 1 4 10 104 7 16 34 329
Oil prices and news-based uncertainty: Novel evidence 0 0 0 31 1 2 8 113
Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach 0 0 1 9 8 10 16 42
Oil volatility risk and stock market volatility predictability: Evidence from G7 countries 0 0 1 21 0 0 4 112
Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China? 0 0 0 28 8 10 25 152
Options strategies for international portfolios with overall risk management via multi-stage stochastic programming 0 0 2 11 4 8 16 57
Our currency, your attention: Contagion spillovers of investor attention on currency returns 0 0 0 9 2 3 7 46
Predictability of structural co-movement in commodity prices: the role of technical indicators 0 0 0 12 3 7 11 59
Predicting the oil prices: Do technical indicators help? 1 2 2 69 6 15 27 241
Spillovers of macroeconomic uncertainty among major economies 0 1 1 49 2 4 8 109
Systemic risk and dynamics of contagion: a duplex inter-bank network 0 0 1 14 3 7 13 63
Systemic risk in international stock markets: Role of the oil market 0 0 1 9 3 3 10 58
The effect of oil returns on the stock markets network 0 0 0 2 2 4 8 13
The effects of investor attention on commodity futures markets 0 0 1 19 0 3 12 82
The impact of operating flexibility on firms’ performance during the COVID-19 outbreak: Evidence from China 0 1 1 14 0 2 6 60
The predictive performance of the currency futures basis for spot returns 0 0 0 9 3 3 11 70
The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China 0 0 0 4 3 4 13 46
The role of news-based implied volatility among US financial markets 0 0 0 33 4 4 12 101
Uncertainty and currency performance: A quantile-on-quantile approach 0 0 0 27 3 7 10 126
Understanding cryptocurrency volatility: The role of oil market shocks 0 0 3 36 8 22 41 150
Understanding stock market volatility: What is the role of U.S. uncertainty? 0 0 2 57 4 6 22 221
What drives long-term oil market volatility? Fundamentals versus speculation 0 0 1 12 6 8 17 93
Total Journal Articles 2 15 75 1,343 188 340 910 6,120

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Statistics updated 2026-05-06