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Details about Tao Wang

Workplace:Department of Economics, Queens College, City University of New York (CUNY), (more information at EDIRC)
Department of Economics, Graduate Center, City University of New York (CUNY), (more information at EDIRC)

Access statistics for papers by Tao Wang.

Last updated 2019-05-30. Update your information in the RePEc Author Service.

Short-id: pwa916


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Working Papers

2007

  1. 'Optimal' Probabilistic Predictions for Financial Returns
    Working Papers, University of Peloponnese, Department of Economics Downloads
  2. Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets
    Working Papers, University of Peloponnese, Department of Economics Downloads View citations (1)
  3. Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    See also Journal Article in International Review of Financial Analysis (2011)
  4. The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (2)

1999

  1. Famine in North Korea: Causes and Cures
    Working Paper Series, Peterson Institute for International Economics Downloads View citations (1)
    See also Journal Article in Economic Development and Cultural Change (2001)
  2. Modeling Korean Unification
    Working Paper Series, Peterson Institute for International Economics Downloads View citations (1)
    See also Journal Article in Journal of Comparative Economics (2000)
  3. Rigorous Speculation: The Collapse and Revival of the North Korean Economy
    Working Paper Series, Peterson Institute for International Economics Downloads
    See also Journal Article in World Development (2000)

Journal Articles

2013

  1. Corporate financing activities, fundamentals to price ratios and the cross section of stock returns
    Journal of Economic Studies, 2013, 40, (4), 493-514 Downloads

2012

  1. External Financing, Growth and Stock Returns
    European Financial Management, 2012, 18, (5), 790-815 Downloads

2011

  1. Information in balance sheets for future stock returns: Evidence from net operating assets
    International Review of Financial Analysis, 2011, 20, (5), 269-282 Downloads View citations (4)
    See also Working Paper (2007)
  2. Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check
    Journal of Real Estate Research, 2011, 33, (4), 565-594 Downloads View citations (5)

2010

  1. 'Optimal' probabilistic and directional predictions of financial returns
    Journal of Empirical Finance, 2010, 17, (1), 102-119 Downloads View citations (1)
  2. Nonlinearity and intraday efficiency tests on energy futures markets
    Energy Economics, 2010, 32, (2), 496-503 Downloads View citations (21)
  3. Nonlinearity, data-snooping, and stock index ETF return predictability
    European Journal of Operational Research, 2010, 200, (2), 498-507 Downloads View citations (4)
  4. The implications of retained and distributed earnings for future profitability and stock returns
    Review of Accounting and Finance, 2010, 9, (4), 395-423 Downloads

2009

  1. Do futures lead price discovery in electronic foreign exchange markets?
    Journal of Futures Markets, 2009, 29, (2), 137-156 Downloads View citations (23)
  2. Out‐of‐Sample Predictability in International Equity Markets: A Model Selection Approach
    The Financial Review, 2009, 44, (4), 559-582 Downloads

2008

  1. Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns
    Journal of Futures Markets, 2008, 28, (9), 815-844 Downloads View citations (6)
  2. Realized volatility and correlation in energy futures markets
    Journal of Futures Markets, 2008, 28, (10), 993-1011 Downloads View citations (30)
  3. U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look
    The Financial Review, 2008, 43, (4), 509-541 Downloads View citations (3)

2007

  1. Financial Constraints and the Risk-Return Relation
    Economics Bulletin, 2007, 7, (12), 1-12 Downloads

2003

  1. Realized volatility in the futures markets
    Journal of Empirical Finance, 2003, 10, (3), 321-353 Downloads View citations (63)

2002

  1. Modeling daily realized futures volatility with singular spectrum analysis
    Physica A: Statistical Mechanics and its Applications, 2002, 312, (3), 505-519 Downloads View citations (12)

2001

  1. Famine in North Korea: Causes and Cures
    Economic Development and Cultural Change, 2001, 49, (4), 741-67 Downloads View citations (11)
    See also Working Paper (1999)

2000

  1. Modeling Korean Unification
    Journal of Comparative Economics, 2000, 28, (2), 400-421 Downloads View citations (12)
    See also Working Paper (1999)
  2. Rigorous Speculation: The Collapse and Revival of the North Korean Economy
    World Development, 2000, 28, (10), 1767-1787 Downloads View citations (8)
    See also Working Paper (1999)
 
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