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 2 5 8 222
Famine in North Korea: Causes and Cures 0 0 0 77 2 5 6 618
Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets 1 1 1 83 3 5 5 359
Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets 0 0 0 15 0 2 5 69
Modeling Korean Unification 0 0 0 24 2 2 3 171
Perceived versus Calibrated Income Risks in Heterogeneous-Agent Consumption Models 0 0 0 4 3 5 12 20
Rigorous Speculation: The Collapse and Revival of the North Korean Economy 0 0 0 21 3 3 6 133
The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing 0 0 0 9 3 4 5 50
Total Working Papers 1 1 1 344 18 31 50 1,642

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 2 4 6 141
Corporate financing activities, fundamentals to price ratios and the cross section of stock returns 0 0 0 6 0 3 4 21
Do futures lead price discovery in electronic foreign exchange markets? 0 0 0 9 0 0 6 51
External Financing, Growth and Stock Returns 0 0 1 4 0 0 7 25
Famine in North Korea: Causes and Cures 0 0 0 8 1 3 6 804
Financial Constraints and the Risk-Return Relation 0 0 0 13 0 1 3 71
Information in balance sheets for future stock returns: Evidence from net operating assets 0 0 0 19 1 2 6 95
Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check 0 0 0 44 1 3 3 161
Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns 0 0 1 3 2 3 4 21
Modeling Korean Unification 0 0 0 50 1 3 7 221
Modeling daily realized futures volatility with singular spectrum analysis 0 0 0 13 0 0 5 58
Nonlinearity and intraday efficiency tests on energy futures markets 0 0 0 38 1 1 3 145
Nonlinearity, data-snooping, and stock index ETF return predictability 0 0 1 65 1 5 8 178
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 2 4 36
Realized volatility in the futures markets 0 0 0 188 1 4 6 395
Rigorous Speculation: The Collapse and Revival of the North Korean Economy 0 0 1 41 2 3 11 168
The implications of retained and distributed earnings for future profitability and stock returns 0 0 1 45 0 3 7 201
U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look 0 0 1 27 0 2 6 89
Total Journal Articles 0 0 6 642 14 42 102 2,939

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Statistics updated 2026-01-09