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 0 111 0 0 11 227
Famine in North Korea: Causes and Cures 0 0 0 77 0 1 15 628
Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets 0 0 1 83 0 3 13 367
Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets 0 0 0 15 0 3 10 77
Modeling Korean Unification 0 0 0 24 0 0 10 179
Perceived versus Calibrated Income Risks in Heterogeneous-Agent Consumption Models 0 0 0 4 0 1 14 26
Rigorous Speculation: The Collapse and Revival of the North Korean Economy 0 0 0 21 0 1 10 139
The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing 2 2 2 11 2 2 13 58
Total Working Papers 2 2 3 346 2 11 96 1,701

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 11 147
Corporate financing activities, fundamentals to price ratios and the cross section of stock returns 0 0 0 6 0 1 12 30
Do futures lead price discovery in electronic foreign exchange markets? 0 0 0 9 0 0 5 53
External Financing, Growth and Stock Returns 0 0 0 4 0 1 9 34
Famine in North Korea: Causes and Cures 0 0 0 8 1 1 8 808
Financial Constraints and the Risk-Return Relation 0 0 0 13 0 0 13 83
Information in balance sheets for future stock returns: Evidence from net operating assets 0 0 0 19 1 1 9 101
Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check 0 0 0 44 0 0 5 163
Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns 0 0 2 4 0 0 8 25
Modeling Korean Unification 0 0 0 50 0 0 14 231
Modeling daily realized futures volatility with singular spectrum analysis 0 1 1 14 0 1 9 65
Nonlinearity and intraday efficiency tests on energy futures markets 0 0 0 38 0 0 6 149
Nonlinearity, data-snooping, and stock index ETF return predictability 0 0 0 65 1 6 18 190
Out‐of‐Sample Predictability in International Equity Markets: A Model Selection Approach 0 0 0 24 0 0 2 60
Realized volatility and correlation in energy futures markets 0 0 0 4 0 0 6 39
Realized volatility in the futures markets 0 0 1 189 0 1 12 402
Rigorous Speculation: The Collapse and Revival of the North Korean Economy 0 0 0 41 0 0 8 172
The implications of retained and distributed earnings for future profitability and stock returns 0 0 0 45 0 2 19 217
U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look 0 0 1 27 0 2 7 93
Total Journal Articles 0 1 5 645 3 16 181 3,062

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07