Access Statistics for Tao Wang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
'Optimal' Probabilistic Predictions for Financial Returns 0 0 1 111 2 2 3 216
Famine in North Korea: Causes and Cures 0 0 0 77 0 1 2 612
Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets 0 0 0 82 0 1 2 354
Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets 0 0 1 15 0 1 4 64
Modeling Korean Unification 0 0 1 24 0 0 3 168
Perceived versus Calibrated Income Risks in Heterogeneous-Agent Consumption Models 0 0 0 4 2 3 6 11
Rigorous Speculation: The Collapse and Revival of the North Korean Economy 0 0 1 21 0 0 2 127
The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing 0 0 0 9 0 0 3 45
Total Working Papers 0 0 4 343 4 8 25 1,597

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
'Optimal' probabilistic and directional predictions of financial returns 0 0 0 41 0 0 0 135
Corporate financing activities, fundamentals to price ratios and the cross section of stock returns 0 0 0 6 0 1 2 18
Do futures lead price discovery in electronic foreign exchange markets? 0 0 0 9 1 1 2 46
External Financing, Growth and Stock Returns 0 0 1 3 1 2 4 20
Famine in North Korea: Causes and Cures 0 0 0 8 1 1 2 799
Financial Constraints and the Risk-Return Relation 0 0 0 13 0 1 1 68
Information in balance sheets for future stock returns: Evidence from net operating assets 0 0 0 19 0 1 1 89
Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check 0 0 0 44 0 0 0 158
Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns 0 0 1 2 0 0 1 17
Modeling Korean Unification 0 0 0 50 0 0 1 214
Modeling daily realized futures volatility with singular spectrum analysis 0 0 3 13 0 1 4 54
Nonlinearity and intraday efficiency tests on energy futures markets 0 0 1 38 0 0 4 142
Nonlinearity, data-snooping, and stock index ETF return predictability 0 0 2 64 0 0 2 170
Out‐of‐Sample Predictability in International Equity Markets: A Model Selection Approach 0 0 0 24 0 0 0 58
Realized volatility and correlation in energy futures markets 0 0 0 4 1 1 3 33
Realized volatility in the futures markets 0 0 1 188 0 0 1 389
Rigorous Speculation: The Collapse and Revival of the North Korean Economy 0 0 0 40 0 0 3 157
The implications of retained and distributed earnings for future profitability and stock returns 0 0 0 44 1 2 5 195
U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look 0 0 0 26 0 0 0 83
Total Journal Articles 0 0 9 636 5 11 36 2,845

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Statistics updated 2025-03-03