2

The effects of investor attention on commodity futures markets

Han, Liyan, Li, Ziying, Yin, Libo
Journal:
Journal of Futures Markets
Year:
2017
Language:
english
File:
PDF, 907 KB
english, 2017
4

Investor Attention and Stock Returns: International Evidence

Han, Liyan, Li, Ziying, Yin, Libo
Journal:
Emerging Markets Finance and Trade
Year:
2017
Language:
english
File:
PDF, 946 KB
english, 2017
6

Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis

Han, Liyan, Qi, Mengchao, Yin, Libo
Journal:
Applied Economics
Year:
2016
Language:
english
File:
PDF, 1.32 MB
english, 2016
7

Intermediary asset pricing in commodity futures returns

Yin, Libo, Nie, Jing, Han, Liyan
Journal:
Journal of Futures Markets
Year:
2020
Language:
english
File:
PDF, 1.38 MB
english, 2020
8

International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming

Yin, Libo, Han, Liyan
Journal:
Computational Economics
Year:
2013
Language:
english
File:
PDF, 565 KB
english, 2013
13

Macroeconomic uncertainty: does it matter for commodity prices?

Yin, Libo, Han, Liyan
Journal:
Applied Economics Letters
Year:
2014
Language:
english
File:
PDF, 194 KB
english, 2014
14

Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance

Yin, Libo, Han, Liyan
Journal:
Computational Economics
Year:
2015
Language:
english
File:
PDF, 1.72 MB
english, 2015
15

Exogenous impacts on the links between energy and agricultural commodity markets

Han, Liyan, Zhou, Yimin, Yin, Libo
Journal:
Energy Economics
Year:
2015
Language:
english
File:
PDF, 2.58 MB
english, 2015
18

Can skewness of the futures-spot basis predict currency spot returns?

Jiang, Xue, Han, Liyan, Yin, Libo
Journal:
Journal of Futures Markets
Year:
2019
Language:
english
File:
PDF, 1.21 MB
english, 2019
19

The effect of oil returns on the stock markets network

Han, Liyan, Lv, Qiuna, Yin, Libo
Journal:
Physica A: Statistical Mechanics and its Applications
Year:
2019
Language:
english
File:
PDF, 1.09 MB
english, 2019
20

Dynamic link between oil prices and exchange rates: A non-linear approach

Xu, Yang, Han, Liyan, Wan, Li, Yin, Libo
Journal:
Energy Economics
Year:
2019
Language:
english
File:
PDF, 12.39 MB
english, 2019
22

Spillovers of macroeconomic uncertainty among major economies

Yin, Libo, Han, Liyan
Journal:
Applied Economics Letters
Year:
2014
Language:
english
File:
PDF, 205 KB
english, 2014
23

Co-movements in commodity prices: Global, sectoral and commodity-specific factors

Yin, Libo, Han, Liyan
Journal:
Economics Letters
Year:
2015
Language:
english
File:
PDF, 469 KB
english, 2015
24

Exogenous Shocks and Information Transmission in Global Copper Futures Markets

Yin, Libo, Han, Liyan
Journal:
Journal of Futures Markets
Year:
2013
Language:
english
File:
PDF, 183 KB
english, 2013
25

Macroeconomic impacts on commodity prices: China vs. the United States

Yin, Libo, Han, Liyan
Journal:
Quantitative Finance
Year:
2015
Language:
english
File:
PDF, 166 KB
english, 2015
26

Do foreign institutional investors stabilize the capital market?

Han, Liyan, Zheng, Qingqing, Li, Lei, Yin, Libo
Journal:
Economics Letters
Year:
2015
Language:
english
File:
PDF, 322 KB
english, 2015
27

Systemic risk and dynamics of contagion: a duplex inter-bank network

Ding, Ding, Han, Liyan, Yin, Libo
Journal:
Quantitative Finance
Year:
2017
Language:
english
File:
PDF, 2.74 MB
english, 2017
28

Can Investor Attention Predict Oil Prices?

Han, Liyan, Lv, Qiuna, Yin, Libo
Journal:
Energy Economics
Year:
2017
Language:
english
File:
PDF, 367 KB
english, 2017
29

Does investor attention matter? The attention-return relationships in FX markets

Han, Liyan, Xu, Yang, Yin, Libo
Journal:
Economic Modelling
Year:
2017
Language:
english
File:
PDF, 1.30 MB
english, 2017
30

Investor attention and currency performance: international evidence

Han, Liyan, Wu, You, Yin, Libo
Journal:
Applied Economics
Year:
2017
Language:
english
File:
PDF, 2.03 MB
english, 2017
32

Forecasting the CNY-CNH pricing differential: The role of investor attention

Han, Liyan, Xu, Yang, Yin, Libo
Journal:
Pacific-Basin Finance Journal
Year:
2018
Language:
english
File:
PDF, 3.89 MB
english, 2018
33

Our currency, your attention: Contagion spillovers of investor attention on currency returns

Wu, You, Han, Liyan, Yin, Libo
Journal:
Economic Modelling
Year:
2018
Language:
english
File:
PDF, 397 KB
english, 2018
34

Can skewness predict currency excess returns?

Jiang, Xue, Han, Liyan, Yin, Libo
Journal:
The North American Journal of Economics and Finance
Year:
2018
Language:
english
File:
PDF, 526 KB
english, 2018
36

The predictive performance of the currency futures basis for spot returns

Han, Liyan, Jiang, Xue, Yin, Libo
Journal:
Quantitative Finance
Year:
2018
Language:
english
File:
PDF, 719 KB
english, 2018
37

Environmental Efficiency and Its Determinants for Manufacturing in China

Wang, Xu, Han, Liyan, Yin, Libo
Journal:
Sustainability
Year:
2016
Language:
english
File:
PDF, 1.69 MB
english, 2016