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 1 1 4 217
Famine in North Korea: Causes and Cures 0 0 0 77 0 0 3 613
Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets 0 0 0 82 0 0 2 354
Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets 0 0 0 15 0 2 6 67
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 2 6 14
Rigorous Speculation: The Collapse and Revival of the North Korean Economy 0 0 0 21 0 1 2 129
The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing 0 0 0 9 1 1 2 46
Total Working Papers 0 0 1 343 4 7 26 1,609

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 1 1 2 137
Corporate financing activities, fundamentals to price ratios and the cross section of stock returns 0 0 0 6 0 0 1 18
Do futures lead price discovery in electronic foreign exchange markets? 0 0 0 9 3 5 6 51
External Financing, Growth and Stock Returns 0 0 1 4 0 2 8 25
Famine in North Korea: Causes and Cures 0 0 0 8 0 1 2 800
Financial Constraints and the Risk-Return Relation 0 0 0 13 0 0 3 70
Information in balance sheets for future stock returns: Evidence from net operating assets 0 0 0 19 0 1 4 92
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 1 1 1 3 1 1 1 18
Modeling Korean Unification 0 0 0 50 1 2 5 218
Modeling daily realized futures volatility with singular spectrum analysis 0 0 1 13 0 1 4 56
Nonlinearity and intraday efficiency tests on energy futures markets 0 0 1 38 1 2 5 144
Nonlinearity, data-snooping, and stock index ETF return predictability 0 1 2 65 1 2 4 173
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 2 34
Realized volatility in the futures markets 0 0 1 188 0 0 2 390
Rigorous Speculation: The Collapse and Revival of the North Korean Economy 0 1 1 41 1 5 9 165
The implications of retained and distributed earnings for future profitability and stock returns 0 0 1 45 0 0 7 198
U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look 1 1 1 27 1 3 4 87
Total Journal Articles 2 4 10 642 11 27 69 2,892

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Statistics updated 2025-09-05