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RMB exchange rate volatility and the cross-section of Chinese A-share returns

Qiao, Tongshuai; Ding, Wenjie; Han, Liyan; Li, Donghui - In: Journal of international money and finance 142 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014549828

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

Yin, Libo; Han, Liyan - In: Economics letters 126 (2015), pp. 96-100

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Firms' profit instability and the cross-section of stock returns : evidence from China

Yin, Libo; Wei, Ya; Han, Liyan - In: Research in international business and finance 53 (2020), pp. 1-19

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Does investor attention matter? : the attention-return relation in gold futures market

Han, Liyan; Yang, Xu; Yin, Libo - 2017

The authors investigate multiplicate relationships between investor attention and gold futures return. The Vector Auto Regression (VAR) estimates demonstrate that investor attention exhibits significant impact on gold futures returns and the effect can be positive or negative depending on how...

Persistent link: https://www.econbiz.de/10011664942

The predictive performance of the currency futures basis for spot returns

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

Wu, You; Han, Liyan; Yin, Libo - In: Economic modelling 80 (2019), pp. 49-61

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Do terrorist attacks matter for currency excess returns?

Liu, Yiye; Han, Liyan; Wu, You; Yin, Libo - In: Finance research letters 49 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013478642

Stock return predictability in China : power of oil price trend

Cao, Zhen; Han, Liyan; Zhang, Qunzi - In: Finance research letters 47 (2022) 1, pp. 1-5

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Fear in commodity return prediction

Cao, Zhen; Han, Liyan; Wei, Xinbei; Zhang, Qunzi - In: Finance research letters 46 (2022) 2, pp. 1-13

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Does foreign institutional ownership increase return volatility? : evidence from China

Chen, Zhian; Du, Jinmin; Li, Donghui; Rui Ouyang - In: Journal of banking & finance 37 (2013) 2, pp. 660-669

Persistent link: https://www.econbiz.de/10009705607