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 1 2 5 42
What drives long-term oil market volatility? Fundamentals versus Speculation 0 0 1 35 0 0 3 116
Total Working Papers 0 0 1 42 1 2 8 158

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 6 13 0 1 10 40
Aggregate profit instability and time variations in momentum returns: Evidence from China 0 0 1 15 0 0 5 61
Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market 1 1 2 29 2 2 8 138
Can investor attention predict oil prices? 1 1 2 28 1 2 3 169
Can investors attention on oil markets predict stock returns? 0 0 0 4 1 1 2 42
Can skewness of the futures‐spot basis predict currency spot returns? 0 0 2 15 1 3 8 69
Can skewness predict currency excess returns? 1 1 7 32 4 4 14 93
Can the intermediary capital risk predict foreign exchange rates? 0 0 0 12 0 0 1 25
Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets 0 0 0 8 0 0 1 65
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 1 13
Co-movements in commodity prices: Global, sectoral and commodity-specific factors 0 1 2 34 0 1 4 97
Common idiosyncratic volatility and returns: From an investment horizon perspective 0 0 0 4 0 1 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 4 41
Currency strategies based on momentum, carry trade and skewness 0 0 3 36 0 0 4 108
Do foreign institutional investors stabilize the capital market? 0 0 0 24 0 0 3 112
Does NVIX matter for market volatility? Evidence from Asia-Pacific markets 0 0 0 2 0 0 4 71
Does investor attention matter? The attention-return relationships in FX markets 0 0 1 24 2 2 7 135
Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors 0 0 0 6 0 0 1 99
Does oil price respond to macroeconomic uncertainty? New evidence 0 0 0 16 0 0 1 82
Dynamic link between oil prices and exchange rates: A non-linear approach 0 0 1 24 1 2 5 98
Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility 0 1 3 24 0 1 5 94
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 0 0 77
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 0 1 9 1 2 4 38
Firm’s quality increases and the cross-section of stock returns: Evidence from China 0 0 0 27 0 1 7 72
Forecasting the CNY-CNH pricing differential: The role of investor attention 0 0 0 17 0 0 4 104
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 2 30 0 1 3 92
Intermediary asset pricing in commodity futures returns 0 0 1 14 0 1 2 45
International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming 0 0 0 5 0 0 1 25
Investor Attention and Stock Returns: International Evidence 0 0 3 9 0 1 7 37
Investor attention and currency performance: international evidence 0 1 2 8 0 1 3 25
Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty 0 0 1 7 0 2 3 39
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 0 0 52
Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis 1 2 4 37 1 3 9 115
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 0 1 4 55
Oil and the short-term predictability of stock return volatility 0 0 2 30 1 1 5 128
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 2 4 6 96 2 7 15 297
Oil prices and news-based uncertainty: Novel evidence 0 0 0 31 0 0 3 105
Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach 0 0 1 8 0 1 4 26
Oil volatility risk and stock market volatility predictability: Evidence from G7 countries 1 1 1 21 1 2 2 109
Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China? 0 1 1 28 0 3 13 127
Options strategies for international portfolios with overall risk management via multi-stage stochastic programming 0 0 1 9 0 1 3 41
Our currency, your attention: Contagion spillovers of investor attention on currency returns 0 0 0 9 0 0 2 39
Predictability of structural co-movement in commodity prices: the role of technical indicators 0 0 0 12 0 1 2 48
Predicting the oil prices: Do technical indicators help? 0 1 4 67 1 2 13 215
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 2 50
Systemic risk in international stock markets: Role of the oil market 0 0 0 8 0 0 1 48
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 0 0 0 18 2 3 6 72
The impact of operating flexibility on firms’ performance during the COVID-19 outbreak: Evidence from China 0 0 1 13 1 2 5 55
The predictive performance of the currency futures basis for spot returns 0 1 2 9 0 1 6 59
The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China 0 0 0 4 0 0 2 33
The role of news-based implied volatility among US financial markets 0 0 1 33 1 1 4 90
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 1 6 33 0 3 15 109
Understanding stock market volatility: What is the role of U.S. uncertainty? 1 1 1 56 2 4 7 201
What drives long-term oil market volatility? Fundamentals versus speculation 0 0 1 11 0 0 5 76
Total Journal Articles 8 19 79 1,276 26 66 269 5,236

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Statistics updated 2025-06-06