Details about Tao Wang
Access statistics for papers by Tao Wang.
Last updated 2022-11-21. Update your information in the RePEc Author Service.
Short-id: pwa916
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Working Papers
2023
- Perceived versus Calibrated Income Risks in Heterogeneous-Agent Consumption Models
Staff Working Papers, Bank of Canada View citations (1)
2007
- 'Optimal' Probabilistic Predictions for Financial Returns
Working Papers, University of Peloponnese, Department of Economics
- Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets
Working Papers, University of Peloponnese, Department of Economics
- Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets
Working Paper series, Rimini Centre for Economic Analysis 
See also Journal Article Information in balance sheets for future stock returns: Evidence from net operating assets, International Review of Financial Analysis, Elsevier (2011) View citations (5) (2011)
- The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing
Working Paper series, Rimini Centre for Economic Analysis View citations (2)
1999
- Famine in North Korea: Causes and Cures
Working Paper Series, Peterson Institute for International Economics View citations (1)
See also Journal Article Famine in North Korea: Causes and Cures, Economic Development and Cultural Change, University of Chicago Press (2001) View citations (12) (2001)
- Modeling Korean Unification
Working Paper Series, Peterson Institute for International Economics View citations (2)
See also Journal Article Modeling Korean Unification, Journal of Comparative Economics, Elsevier (2000) View citations (11) (2000)
- Rigorous Speculation: The Collapse and Revival of the North Korean Economy
Working Paper Series, Peterson Institute for International Economics View citations (1)
See also Journal Article Rigorous Speculation: The Collapse and Revival of the North Korean Economy, World Development, Elsevier (2000) View citations (9) (2000)
Journal Articles
2013
- Corporate financing activities, fundamentals to price ratios and the cross section of stock returns
Journal of Economic Studies, 2013, 40, (4), 493-514
2012
- External Financing, Growth and Stock Returns
European Financial Management, 2012, 18, (5), 790-815
2011
- Information in balance sheets for future stock returns: Evidence from net operating assets
International Review of Financial Analysis, 2011, 20, (5), 269-282 View citations (5)
See also Working Paper Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets, Working Paper series (2007) (2007)
- Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check
Journal of Real Estate Research, 2011, 33, (4), 565-594 View citations (12)
2010
- 'Optimal' probabilistic and directional predictions of financial returns
Journal of Empirical Finance, 2010, 17, (1), 102-119 View citations (1)
- Nonlinearity and intraday efficiency tests on energy futures markets
Energy Economics, 2010, 32, (2), 496-503 View citations (29)
- Nonlinearity, data-snooping, and stock index ETF return predictability
European Journal of Operational Research, 2010, 200, (2), 498-507 View citations (11)
- The implications of retained and distributed earnings for future profitability and stock returns
Review of Accounting and Finance, 2010, 9, (4), 395-423
2009
- Do futures lead price discovery in electronic foreign exchange markets?
Journal of Futures Markets, 2009, 29, (2), 137-156 View citations (50)
- Out‐of‐Sample Predictability in International Equity Markets: A Model Selection Approach
The Financial Review, 2009, 44, (4), 559-582
2008
- Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns
Journal of Futures Markets, 2008, 28, (9), 815-844 View citations (7)
- Realized volatility and correlation in energy futures markets
Journal of Futures Markets, 2008, 28, (10), 993-1011 View citations (45)
- U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look
The Financial Review, 2008, 43, (4), 509-541 View citations (6)
2007
- Financial Constraints and the Risk-Return Relation
Economics Bulletin, 2007, 7, (12), 1-12
2003
- Realized volatility in the futures markets
Journal of Empirical Finance, 2003, 10, (3), 321-353 View citations (75)
2002
- Modeling daily realized futures volatility with singular spectrum analysis
Physica A: Statistical Mechanics and its Applications, 2002, 312, (3), 505-519 View citations (14)
2001
- Famine in North Korea: Causes and Cures
Economic Development and Cultural Change, 2001, 49, (4), 741-67 View citations (12)
See also Working Paper Famine in North Korea: Causes and Cures, Working Paper Series (1999) View citations (1) (1999)
2000
- Modeling Korean Unification
Journal of Comparative Economics, 2000, 28, (2), 400-421 View citations (11)
See also Working Paper Modeling Korean Unification, Working Paper Series (1999) View citations (2) (1999)
- Rigorous Speculation: The Collapse and Revival of the North Korean Economy
World Development, 2000, 28, (10), 1767-1787 View citations (9)
See also Working Paper Rigorous Speculation: The Collapse and Revival of the North Korean Economy, Working Paper Series (1999) View citations (1) (1999)
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