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 0 12 45 88
What drives long-term oil market volatility? Fundamentals versus Speculation 0 0 0 35 2 6 18 134
Total Working Papers 0 0 0 42 2 18 63 222

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 1 3 16 1 11 26 66
Aggregate profit instability and time variations in momentum returns: Evidence from China 0 0 0 15 1 1 13 74
Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market 0 0 3 33 2 8 31 171
Can investor attention predict oil prices? 0 0 0 28 1 7 15 184
Can investors attention on oil markets predict stock returns? 0 0 0 4 0 0 9 51
Can skewness of the futures‐spot basis predict currency spot returns? 0 0 1 16 0 2 9 78
Can skewness predict currency excess returns? 0 0 3 35 0 3 12 105
Can the intermediary capital risk predict foreign exchange rates? 0 0 0 12 0 3 11 36
Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets 0 0 0 8 0 1 13 79
Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach 0 0 0 11 0 4 14 62
Chinese Stock Returns and the Role of News-Based Uncertainty 0 0 0 5 0 0 4 17
Co-movements in commodity prices: Global, sectoral and commodity-specific factors 0 0 0 35 0 6 10 108
Common idiosyncratic volatility and returns: From an investment horizon perspective 0 0 0 4 0 1 7 26
Comparison and analysis of two nitrogen expansion cycles for BOG Re-liquefaction systems for small LNG ships 0 0 0 9 1 7 13 54
Currency strategies based on momentum, carry trade and skewness 0 1 2 38 0 12 25 134
Do foreign institutional investors stabilize the capital market? 0 1 1 25 1 7 18 130
Does NVIX matter for market volatility? Evidence from Asia-Pacific markets 0 0 0 2 0 1 4 75
Does investor attention matter? The attention-return relationships in FX markets 1 1 2 27 3 7 23 159
Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors 0 0 0 7 0 1 4 104
Does oil price respond to macroeconomic uncertainty? New evidence 0 0 1 17 2 4 10 92
Dynamic link between oil prices and exchange rates: A non-linear approach 0 0 1 25 0 1 14 112
Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility 0 0 1 25 0 1 15 109
Environmental Efficiency and Its Determinants for Manufacturing in China 0 0 0 10 0 1 15 103
Exogenous Shocks and Information Transmission in Global Copper Futures Markets 0 0 0 0 0 2 11 88
Exogenous impacts on the links between energy and agricultural commodity markets 0 0 0 13 0 3 11 116
Exogenous shocks and the spillover effects between uncertainty and oil price 0 0 0 28 1 5 13 162
Firms' profit instability and the cross-section of stock returns: Evidence from China 0 1 5 14 1 6 33 71
Firm’s quality increases and the cross-section of stock returns: Evidence from China 0 0 3 30 1 3 18 90
Forecasting the CNY-CNH pricing differential: The role of investor attention 0 0 0 17 2 9 25 129
Forecasting the oil prices: What is the role of skewness risk? 0 0 0 5 0 1 10 26
Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance 0 0 5 35 0 2 24 116
Intermediary asset pricing in commodity futures returns 0 0 0 14 1 7 14 59
International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming 0 0 0 5 0 1 9 34
Investor Attention and Stock Returns: International Evidence 0 0 3 12 0 3 14 52
Investor attention and currency performance: international evidence 0 0 1 9 0 3 10 36
Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty 0 0 1 8 1 8 19 58
It's not that important: The negligible effect of oil market uncertainty 0 0 0 6 0 4 9 56
Macroeconomic impacts on commodity prices: China vs. the United States 0 0 1 14 0 3 11 63
Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis 1 2 6 44 4 8 15 133
Macroeconomic uncertainty: does it matter for commodity prices? 0 1 1 56 0 3 13 154
News implied volatility and long-term foreign exchange market volatility 0 0 1 14 1 5 20 76
Oil and the short-term predictability of stock return volatility 0 0 2 32 3 7 18 146
Oil market uncertainty and international business cycle dynamics 0 1 1 10 0 5 7 52
Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model 0 2 9 105 2 16 40 338
Oil prices and news-based uncertainty: Novel evidence 0 0 0 31 0 2 9 114
Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach 0 0 1 9 0 8 16 42
Oil volatility risk and stock market volatility predictability: Evidence from G7 countries 0 0 0 21 1 1 4 113
Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China? 1 1 1 29 1 14 29 158
Options strategies for international portfolios with overall risk management via multi-stage stochastic programming 0 0 1 11 1 5 16 58
Our currency, your attention: Contagion spillovers of investor attention on currency returns 0 0 0 9 0 2 7 46
Predictability of structural co-movement in commodity prices: the role of technical indicators 0 0 0 12 0 4 12 60
Predicting the oil prices: Do technical indicators help? 1 2 3 70 1 7 27 242
Spillovers of macroeconomic uncertainty among major economies 0 0 1 49 0 2 8 109
Systemic risk and dynamics of contagion: a duplex inter-bank network 0 0 1 14 0 4 14 64
Systemic risk in international stock markets: Role of the oil market 0 0 1 9 0 3 10 58
The effect of oil returns on the stock markets network 0 0 0 2 0 2 8 13
The effects of investor attention on commodity futures markets 0 0 1 19 0 3 11 85
The impact of operating flexibility on firms’ performance during the COVID-19 outbreak: Evidence from China 0 0 1 14 0 1 6 61
The predictive performance of the currency futures basis for spot returns 0 0 0 9 0 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 0 3 13 46
The role of news-based implied volatility among US financial markets 0 0 0 33 0 5 12 102
Uncertainty and currency performance: A quantile-on-quantile approach 0 0 0 27 0 3 10 126
Understanding cryptocurrency volatility: The role of oil market shocks 0 0 3 36 2 12 44 154
Understanding stock market volatility: What is the role of U.S. uncertainty? 1 1 2 58 1 6 21 223
What drives long-term oil market volatility? Fundamentals versus speculation 0 0 1 12 0 7 17 94
Total Journal Articles 5 15 74 1,356 36 290 964 6,222

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Statistics updated 2026-07-10