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 2 13 46 88
What drives long-term oil market volatility? Fundamentals versus Speculation 0 0 0 35 1 5 16 132
Total Working Papers 0 0 0 42 3 18 62 220

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 3 16 1 14 25 65
Aggregate profit instability and time variations in momentum returns: Evidence from China 0 0 0 15 0 0 12 73
Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market 0 2 4 33 2 10 31 169
Can investor attention predict oil prices? 0 0 0 28 4 6 14 183
Can investors attention on oil markets predict stock returns? 0 0 0 4 0 1 9 51
Can skewness of the futures‐spot basis predict currency spot returns? 0 0 1 16 1 2 9 78
Can skewness predict currency excess returns? 0 0 3 35 1 4 12 105
Can the intermediary capital risk predict foreign exchange rates? 0 0 0 12 1 3 11 36
Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets 0 0 0 8 0 5 14 79
Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach 0 0 0 11 0 5 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 1 6 11 108
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 3 7 12 53
Currency strategies based on momentum, carry trade and skewness 1 1 2 38 2 15 26 134
Do foreign institutional investors stabilize the capital market? 1 1 1 25 3 7 17 129
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 0 0 2 26 0 5 21 156
Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors 0 0 1 7 1 1 5 104
Does oil price respond to macroeconomic uncertainty? New evidence 0 0 1 17 1 2 8 90
Dynamic link between oil prices and exchange rates: A non-linear approach 0 1 1 25 1 2 14 112
Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility 0 0 1 25 1 1 15 109
Environmental Efficiency and Its Determinants for Manufacturing in China 0 0 0 10 0 2 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 2 3 11 116
Exogenous shocks and the spillover effects between uncertainty and oil price 0 0 0 28 2 4 12 161
Firms' profit instability and the cross-section of stock returns: Evidence from China 1 2 5 14 4 6 32 70
Firm’s quality increases and the cross-section of stock returns: Evidence from China 0 1 3 30 1 4 17 89
Forecasting the CNY-CNH pricing differential: The role of investor attention 0 0 0 17 0 14 23 127
Forecasting the oil prices: What is the role of skewness risk? 0 0 0 5 1 1 10 26
Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance 0 1 5 35 0 4 24 116
Intermediary asset pricing in commodity futures returns 0 0 0 14 0 8 13 58
International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming 0 0 0 5 0 2 9 34
Investor Attention and Stock Returns: International Evidence 0 0 3 12 0 7 15 52
Investor attention and currency performance: international evidence 0 0 1 9 0 4 11 36
Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty 0 0 1 8 2 8 18 57
It's not that important: The negligible effect of oil market uncertainty 0 0 0 6 2 6 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 1 6 43 1 4 14 129
Macroeconomic uncertainty: does it matter for commodity prices? 1 1 1 56 1 3 13 154
News implied volatility and long-term foreign exchange market volatility 0 0 1 14 1 6 20 75
Oil and the short-term predictability of stock return volatility 0 0 2 32 0 5 15 143
Oil market uncertainty and international business cycle dynamics 1 1 1 10 2 5 7 52
Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model 1 4 9 105 7 19 39 336
Oil prices and news-based uncertainty: Novel evidence 0 0 0 31 1 3 9 114
Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach 0 0 1 9 0 9 16 42
Oil volatility risk and stock market volatility predictability: Evidence from G7 countries 0 0 0 21 0 0 3 112
Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China? 0 0 0 28 5 15 30 157
Options strategies for international portfolios with overall risk management via multi-stage stochastic programming 0 0 2 11 0 5 16 57
Our currency, your attention: Contagion spillovers of investor attention on currency returns 0 0 0 9 0 3 7 46
Predictability of structural co-movement in commodity prices: the role of technical indicators 0 0 0 12 1 7 12 60
Predicting the oil prices: Do technical indicators help? 0 1 2 69 0 9 26 241
Spillovers of macroeconomic uncertainty among major economies 0 1 1 49 0 3 8 109
Systemic risk and dynamics of contagion: a duplex inter-bank network 0 0 1 14 1 6 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 4 8 13
The effects of investor attention on commodity futures markets 0 0 1 19 3 4 13 85
The impact of operating flexibility on firms’ performance during the COVID-19 outbreak: Evidence from China 0 1 1 14 1 2 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 1 5 12 102
Uncertainty and currency performance: A quantile-on-quantile approach 0 0 0 27 0 4 10 126
Understanding cryptocurrency volatility: The role of oil market shocks 0 0 3 36 2 24 43 152
Understanding stock market volatility: What is the role of U.S. uncertainty? 0 0 1 57 1 5 21 222
What drives long-term oil market volatility? Fundamentals versus speculation 0 0 1 12 1 9 18 94
Total Journal Articles 8 20 75 1,351 66 345 950 6,186

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Statistics updated 2026-06-04