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 1 3 6 220
Famine in North Korea: Causes and Cures 0 0 0 77 1 3 5 616
Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets 0 0 0 82 1 2 3 356
Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets 0 0 0 15 1 2 6 69
Modeling Korean Unification 0 0 0 24 0 0 1 169
Perceived versus Calibrated Income Risks in Heterogeneous-Agent Consumption Models 0 0 0 4 2 3 9 17
Rigorous Speculation: The Collapse and Revival of the North Korean Economy 0 0 0 21 0 1 3 130
The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing 0 0 0 9 0 1 2 47
Total Working Papers 0 0 0 343 6 15 35 1,624

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 2 4 139
Corporate financing activities, fundamentals to price ratios and the cross section of stock returns 0 0 0 6 2 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 2 3 5 803
Financial Constraints and the Risk-Return Relation 0 0 0 13 0 1 4 71
Information in balance sheets for future stock returns: Evidence from net operating assets 0 0 0 19 1 2 6 94
Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check 0 0 0 44 2 2 2 160
Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns 0 0 1 3 0 1 2 19
Modeling Korean Unification 0 0 0 50 2 2 6 220
Modeling daily realized futures volatility with singular spectrum analysis 0 0 0 13 0 2 5 58
Nonlinearity and intraday efficiency tests on energy futures markets 0 0 0 38 0 0 2 144
Nonlinearity, data-snooping, and stock index ETF return predictability 0 0 1 65 2 4 7 177
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 0 1 3 35
Realized volatility in the futures markets 0 0 0 188 1 4 5 394
Rigorous Speculation: The Collapse and Revival of the North Korean Economy 0 0 1 41 0 1 9 166
The implications of retained and distributed earnings for future profitability and stock returns 0 0 1 45 2 3 8 201
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 33 91 2,925

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Statistics updated 2025-12-06