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 2 6 44
What drives long-term oil market volatility? Fundamentals versus Speculation 0 0 1 35 0 0 1 116
Total Working Papers 0 0 1 42 0 2 7 160

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 5 14 1 1 7 41
Aggregate profit instability and time variations in momentum returns: Evidence from China 0 0 1 15 1 1 6 62
Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market 0 1 3 30 3 5 11 143
Can investor attention predict oil prices? 0 0 2 28 0 2 5 171
Can investors attention on oil markets predict stock returns? 0 0 0 4 0 0 2 42
Can skewness of the futures‐spot basis predict currency spot returns? 0 0 2 15 0 2 9 71
Can skewness predict currency excess returns? 0 1 5 33 0 2 12 95
Can the intermediary capital risk predict foreign exchange rates? 0 0 0 12 0 1 2 26
Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets 0 0 0 8 0 2 3 67
Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach 0 0 0 11 0 0 1 48
Chinese Stock Returns and the Role of News-Based Uncertainty 0 0 0 5 0 0 0 13
Co-movements in commodity prices: Global, sectoral and commodity-specific factors 0 1 3 35 0 1 5 98
Common idiosyncratic volatility and returns: From an investment horizon perspective 0 0 0 4 0 0 1 19
Comparison and analysis of two nitrogen expansion cycles for BOG Re-liquefaction systems for small LNG ships 0 0 0 9 1 1 5 42
Currency strategies based on momentum, carry trade and skewness 0 1 3 37 1 3 6 111
Do foreign institutional investors stabilize the capital market? 0 0 0 24 0 0 2 112
Does NVIX matter for market volatility? Evidence from Asia-Pacific markets 0 0 0 2 0 0 2 71
Does investor attention matter? The attention-return relationships in FX markets 0 1 2 25 0 1 5 136
Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors 0 1 1 7 0 1 2 100
Does oil price respond to macroeconomic uncertainty? New evidence 0 0 0 16 1 2 3 84
Dynamic link between oil prices and exchange rates: A non-linear approach 0 0 1 24 1 1 5 99
Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility 0 0 3 24 1 1 5 95
Environmental Efficiency and Its Determinants for Manufacturing in China 0 0 0 10 0 0 1 88
Exogenous Shocks and Information Transmission in Global Copper Futures Markets 0 0 0 0 0 1 1 78
Exogenous impacts on the links between energy and agricultural commodity markets 0 0 0 13 0 0 4 105
Exogenous shocks and the spillover effects between uncertainty and oil price 0 0 0 28 0 0 2 149
Firms' profit instability and the cross-section of stock returns: Evidence from China 0 1 2 10 1 2 6 40
Firm’s quality increases and the cross-section of stock returns: Evidence from China 0 1 1 28 0 2 6 74
Forecasting the CNY-CNH pricing differential: The role of investor attention 0 0 0 17 1 1 5 105
Forecasting the oil prices: What is the role of skewness risk? 0 0 1 5 0 0 1 16
Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance 0 1 3 31 0 1 4 93
Intermediary asset pricing in commodity futures returns 0 0 1 14 0 0 2 45
International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming 0 0 0 5 3 3 4 28
Investor Attention and Stock Returns: International Evidence 1 2 5 11 1 4 9 41
Investor attention and currency performance: international evidence 1 1 2 9 1 3 5 28
Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty 0 0 1 7 0 2 5 41
It's not that important: The negligible effect of oil market uncertainty 0 0 1 6 0 0 1 47
Macroeconomic impacts on commodity prices: China vs. the United States 0 0 0 13 0 1 1 53
Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis 0 1 4 38 0 3 10 118
Macroeconomic uncertainty: does it matter for commodity prices? 0 0 2 55 0 0 2 141
News implied volatility and long-term foreign exchange market volatility 0 0 1 13 1 3 5 58
Oil and the short-term predictability of stock return volatility 0 0 2 30 2 2 6 130
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 0 0 5 96 1 2 15 299
Oil prices and news-based uncertainty: Novel evidence 0 0 0 31 0 1 4 106
Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach 0 0 0 8 1 2 5 28
Oil volatility risk and stock market volatility predictability: Evidence from G7 countries 0 0 1 21 0 0 2 109
Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China? 0 0 1 28 1 4 16 131
Options strategies for international portfolios with overall risk management via multi-stage stochastic programming 0 1 1 10 2 3 5 44
Our currency, your attention: Contagion spillovers of investor attention on currency returns 0 0 0 9 1 1 3 40
Predictability of structural co-movement in commodity prices: the role of technical indicators 0 0 0 12 0 0 2 48
Predicting the oil prices: Do technical indicators help? 0 0 3 67 3 3 12 218
Spillovers of macroeconomic uncertainty among major economies 0 0 1 48 0 0 2 101
Systemic risk and dynamics of contagion: a duplex inter-bank network 0 0 0 13 0 0 1 50
Systemic risk in international stock markets: Role of the oil market 0 0 0 8 1 5 6 53
The effect of oil returns on the stock markets network 0 0 0 2 0 0 0 5
The effects of investor attention on commodity futures markets 1 1 1 19 1 4 8 76
The impact of operating flexibility on firms’ performance during the COVID-19 outbreak: Evidence from China 0 0 1 13 0 1 5 56
The predictive performance of the currency futures basis for spot returns 0 0 2 9 0 0 4 59
The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China 0 0 0 4 1 1 3 34
The role of news-based implied volatility among US financial markets 0 0 1 33 0 1 4 91
Uncertainty and currency performance: A quantile-on-quantile approach 0 0 1 27 0 0 1 116
Understanding cryptocurrency volatility: The role of oil market shocks 0 0 6 33 0 3 15 112
Understanding stock market volatility: What is the role of U.S. uncertainty? 1 1 2 57 1 3 9 204
What drives long-term oil market volatility? Fundamentals versus speculation 1 1 2 12 1 2 5 78
Total Journal Articles 6 18 85 1,294 34 91 306 5,327

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Statistics updated 2025-09-05