Tao Wang : Citation Profile


Are you Tao Wang?

City University of New York (CUNY) (90% share)
City University of New York (CUNY) (10% share)

7

H index

7

i10 index

199

Citations

RESEARCH PRODUCTION:

19

Articles

5

Papers

RESEARCH ACTIVITY:

   14 years (1999 - 2013). See details.
   Cites by year: 14
   Journals where Tao Wang has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 4 (1.97 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa916
   Updated: 2019-10-06    RAS profile: 2019-05-30    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Tao Wang.

Is cited by:

Sévi, Benoît (10)

McAleer, Michael (9)

Degiannakis, Stavros (9)

Bollerslev, Tim (8)

Allen, David (8)

Scharth, Marcel (7)

Chevallier, Julien (7)

Andersen, Torben (7)

Noland, Marcus (7)

Fukushige, Mototsugu (6)

Ielpo, Florian (5)

Cites to:

Robinson, Sherman (17)

Fama, Eugene (15)

French, Kenneth (14)

Noland, Marcus (13)

Teoh, Siew Hong (11)

Hirshleifer, David (10)

Campbell, John (10)

Hou, Kewei (9)

Diebold, Francis (8)

White, Halbert (8)

Bollerslev, Tim (7)

Main data


Where Tao Wang has published?


Journals with more than one article published# docs
Journal of Futures Markets3
The Financial Review2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / Peterson Institute for International Economics3
Working Paper series / Rimini Centre for Economic Analysis2

Recent works citing Tao Wang (2018 and 2017)


YearTitle of citing document
2018Modeling the Economic Impacts of Korean Unification. (2018). McKibbin, Warwick ; Song, Cheol Jong ; Liu, Weifeng ; Lee, Jong Wha . In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:3:p:227-256.

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2018Institutional Economic Integration between South and North Korea and the Economic Impacts of Integration. (2018). Kang, Moon Sung ; Park, Soon Chan. In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:3:p:257-276.

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2018North Korea’s Economic Integration and Growth Potential. (2018). Pyun, Ju Hyun ; Hyun, JU ; Lee, Jong Wha . In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:3:p:301-325.

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2017Timing Strategy Performance in the Crude Oil Futures Market. (2017). Taylor, Nick. In: Bristol Accounting and Finance Discussion Papers. RePEc:bri:accfin:17/7.

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2018Minute-ahead stock price forecasting based on singular spectrum analysis and support vector regression. (2018). Lahmiri, Salim. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:320:y:2018:i:c:p:444-451.

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2018Macroeconomic impact of Korean reunification: The role of factor market opening. (2018). Moon, Weh-Sol ; Lee, Jong-Kyu ; Mun, Sung Min. In: Journal of Asian Economics. RePEc:eee:asieco:v:58:y:2018:i:c:p:36-58.

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2017Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift☆. (2017). Li, Shaoyu ; Zheng, Tingguo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:200-221.

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2018Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets. (2018). Zhang, Zhaoyong ; Shi, Yanlin ; Ho, Kin-Yip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:168-186.

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2018Bitcoin Futures—What use are they?. (2018). Corbet, Shaen ; Vigne, Samuel ; Peat, Maurice ; Lucey, Brian. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:23-27.

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2017Singular Spectrum Analysis for signal extraction in Stochastic Volatility models. (2017). Arteche, Josu ; Garcia-Enriquez, Javier . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:85-98.

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2018Forecasting global stock market implied volatility indices. (2018). Filis, George ; Degiannakis, Stavros ; Hassani, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:111-129.

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2018Relative spread and price discovery. (2018). Aldrich, Eric M ; Lee, Seung . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:81-98.

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2017Timing strategy performance in the crude oil futures market. (2017). Taylor, Nick. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:480-492.

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2017Influential factors in crude oil price forecasting. (2017). Miao, Hong ; Yang, Dongxiao ; Wang, Tianyang ; Ramchander, Sanjay. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:77-88.

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2018Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. (2018). Molnár, Peter ; Lyócsa, Štefan. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:462-473.

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2018An analysis of time-varying commodity market price discovery. (2018). Narayan, Paresh Kumar ; Sharma, Susan Sunila. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:122-133.

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2019Intraday effects of the currency market. (2019). Narayan, Paresh Kumar ; Khademalomoom, Siroos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:65-77.

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2017Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application. (2017). Poskitt, Donald ; Rahman, Atikur M. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:199-213.

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2017Determinants of the crude oil futures curve: Inventory, consumption and volatility. (2017). Yeung, Danny ; Thorp, Susan ; Nikitopoulos-Sklibosios, Christina ; Squires, Matthew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:53-67.

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2018Measurement error in residential property valuation: An application of forecast combination. (2018). GLENNON, DENNIS ; Mayock, Tom ; Kiefer, Hua. In: Journal of Housing Economics. RePEc:eee:jhouse:v:41:y:2018:i:c:p:1-29.

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2017Forecasting oil price realized volatility using information channels from other asset classes. (2017). Filis, George ; Degiannakis, Stavros. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:76:y:2017:i:c:p:28-49.

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2018Can technical analysis generate superior returns in securitized property markets? Evidence from East Asia markets. (2018). Alhashel, Bader S ; Hansz, Andrew J ; Almudhaf, Fahad W. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:92-108.

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2018Islamic spot and index futures markets: Where is the price discovery?. (2018). Karabiyik, Hande ; Westerlund, Joakim ; Bach, Dinh Hoang ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:52:y:2018:i:c:p:123-133.

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2018Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models. (2018). GUPTA, RANGAN ; Das, Sonali ; Silva, Emmanuel Sirimal ; Hassani, Hossein. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:121-139.

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2019Modeling stock market volatility using new HAR-type models. (2019). Lin, Boqiang ; Gong, XU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:194-211.

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2019Time-varying lead–lag structure between the crude oil spot and futures markets. (2019). Yang, Yan-Hong ; Shao, Ying-Hui ; Stanley, Eugene H. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:723-733.

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2019Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes. (2019). Stanley, Eugene H ; Shao, Hao-Lin ; Yang, Yan-Hong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:734-746.

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2018On the interdependence of natural gas and stock markets under structural breaks. (2018). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:149-161.

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2017Investigating the leverage effect in commodity markets with a recursive estimation approach. (2017). Ielpo, Florian ; Chevallier, Julien. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:763-778.

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2018Intraday price discovery analysis in the foreign exchange market of an emerging economy: Mexico. (2018). Martinez, Valeria ; Tse, Yiuman. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:271-284.

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2018Price discovery in emerging currency markets. (2018). Kumar, Satish. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:528-536.

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2018Financialized Commodities and Stock Indices Volatilities. (2018). Handika, Rangga ; Ashraf, Sania. In: European Research Studies Journal. RePEc:ers:journl:v:xx:y:2017:i:3b:p:153-164.

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2017The contribution of jumps to forecasting the density of returns. (2017). Sévi, Benoît ; Ielpo, Florian ; Sevi, Benoit ; Chorro, Christophe. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01442618.

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2017The contribution of jumps to forecasting the density of returns. (2017). Sévi, Benoît ; Ielpo, Florian ; Sevi, Benoit ; Chorro, Christophe. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17006.

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2017Does fundamental value run asset price formation process? Evidence from option price information content. (2017). Aloulou, Abderrahmen ; Ellouze, Siwar . In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:4:d:10.1057_s41260-016-0032-5.

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2018Cointegration and price discovery in US corn cash and futures markets. (2018). Xu, Xiaojie. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1322-6.

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2019Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives. (2019). Qiang, Wei ; Wu, Jy S ; Lv, Tao ; Ding, Zhihua ; Liu, Zhenhua. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:95:y:2019:i:1:d:10.1007_s11069-018-3473-y.

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2017Value at risk forecasting for volatility index. (2017). Park, Seul-Ki ; Shin, Dong Wan ; Choi, Ji-Eun. In: Applied Economics Letters. RePEc:taf:apeclt:v:24:y:2017:i:21:p:1613-1620.

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2019Housing Market Cycles in Large Urban Areas.. (2019). Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:201903.

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2019Spot and Futures Prices of Bitcoin: Causality, Cointegration and Price Discovery from a Time-Varying Perspective. (2019). Oxley, Les ; Hou, Yang ; Hu, Yang. In: Working Papers in Economics. RePEc:wai:econwp:19/13.

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2019Price discovery in bitcoin spot or futures?. (2019). Dimpfl, Thomas ; Baur, Dirk G. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:803-817.

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Works by Tao Wang:


YearTitleTypeCited
2012External Financing, Growth and Stock Returns In: European Financial Management.
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article0
2008U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look In: The Financial Review.
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article3
2009Out-of-Sample Predictability in International Equity Markets: A Model Selection Approach In: The Financial Review.
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article0
2007Financial Constraints and the Risk-Return Relation In: Economics Bulletin.
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article0
2010Nonlinearity, data-snooping, and stock index ETF return predictability In: European Journal of Operational Research.
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article4
2003Realized volatility in the futures markets In: Journal of Empirical Finance.
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article62
2010Optimal probabilistic and directional predictions of financial returns In: Journal of Empirical Finance.
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article1
2010Nonlinearity and intraday efficiency tests on energy futures markets In: Energy Economics.
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article19
2011Information in balance sheets for future stock returns: Evidence from net operating assets In: International Review of Financial Analysis.
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article4
2007Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets.(2007) In: Working Paper series.
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This paper has another version. Agregated cites: 4
paper
2000Modeling Korean Unification In: Journal of Comparative Economics.
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article12
1999Modeling Korean Unification.(1999) In: Working Paper Series.
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This paper has another version. Agregated cites: 12
paper
2002Modeling daily realized futures volatility with singular spectrum analysis In: Physica A: Statistical Mechanics and its Applications.
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article12
2000Rigorous Speculation: The Collapse and Revival of the North Korean Economy In: World Development.
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article6
1999Rigorous Speculation: The Collapse and Revival of the North Korean Economy.(1999) In: Working Paper Series.
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This paper has another version. Agregated cites: 6
paper
2013Corporate financing activities, fundamentals to price ratios and the cross section of stock returns In: Journal of Economic Studies.
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article0
2010The implications of retained and distributed earnings for future profitability and stock returns In: Review of Accounting and Finance.
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article0
1999Famine in North Korea: Causes and Cures In: Working Paper Series.
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paper12
2001Famine in North Korea: Causes and Cures..(2001) In: Economic Development and Cultural Change.
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This paper has another version. Agregated cites: 12
article
2011Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check In: Journal of Real Estate Research.
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article5
2007The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing In: Working Paper series.
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paper1
2008Realized volatility and correlation in energy futures markets In: Journal of Futures Markets.
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article30
2008Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns In: Journal of Futures Markets.
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article6
2009Do futures lead price discovery in electronic foreign exchange markets? In: Journal of Futures Markets.
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article22

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