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

Working Papers

2023

1. Perceived versus Calibrated Income Risks in Heterogeneous-Agent Consumption Models
   Staff Working Papers, Bank of Canada View citations (1)

2007

2. 'Optimal' Probabilistic Predictions for Financial Returns
   Working Papers, University of Peloponnese, Department of Economics
3. Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets
   Working Papers, University of Peloponnese, Department of Economics
4. 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)
5. 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

6. 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)
7. 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)
8. 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

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

2012

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

2011

3. 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)
4. 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

5. 'Optimal' probabilistic and directional predictions of financial returns
   Journal of Empirical Finance, 2010, 17, (1), 102-119 View citations (1)
6. Nonlinearity and intraday efficiency tests on energy futures markets
   Energy Economics, 2010, 32, (2), 496-503 View citations (29)
7. Nonlinearity, data-snooping, and stock index ETF return predictability
   European Journal of Operational Research, 2010, 200, (2), 498-507 View citations (11)
8. The implications of retained and distributed earnings for future profitability and stock returns
   Review of Accounting and Finance, 2010, 9, (4), 395-423

2009

9. Do futures lead price discovery in electronic foreign exchange markets?
   Journal of Futures Markets, 2009, 29, (2), 137-156 View citations (51)
10. Out‐of‐Sample Predictability in International Equity Markets: A Model Selection Approach
    The Financial Review, 2009, 44, (4), 559-582

2008

11. 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)
12. Realized volatility and correlation in energy futures markets
    Journal of Futures Markets, 2008, 28, (10), 993-1011 View citations (45)
13. U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look
    The Financial Review, 2008, 43, (4), 509-541 View citations (6)

2007

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

2003

15. Realized volatility in the futures markets
    Journal of Empirical Finance, 2003, 10, (3), 321-353 View citations (75)

2002

16. 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

17. 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

18. 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)
19. 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)