9
H index
9
i10 index
312
Citations
Tao Wang : Citation Profile
City University of New York (CUNY) (90% share) | RESEARCH PRODUCTION: 19 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1999 - 2023). 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:
| Cites to:
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Main data
Where Tao Wang has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Futures Markets | 3 |
| The Financial Review | 2 |
| Journal of Empirical Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper Series / Peterson Institute for International Economics | 3 |
| Working Paper series / Rimini Centre for Economic Analysis | 2 |
Recent works citing Tao Wang (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Perceived Unemployment Risks over Business Cycles. (2025). Wang, Tao ; Qiu, Xincheng ; Monninger, Adrian ; Du, William. In: Staff Working Papers. RePEc:bca:bocawp:25-23. Full description at Econpapers || Download paper |
| 2024 | Bad Luck or Bad Decisions? Macroeconomic Implications of Persistent Heterogeneity in Cognitive Skills and Overconfidence. (2024). Zinman, Jonathan ; Pfäuti, Oliver ; Pfauti, Oliver ; Seyrich, Fabian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2080. Full description at Econpapers || Download paper |
| 2025 | Does asynchronous market update matter? Re-examining the price discovery of stock index and futures in China. (2025). Chen, Jing ; Zhao, Chengzhi ; Han, Qian ; Guo, Qian. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000561. Full description at Econpapers || Download paper |
| 2025 | Modeling gasoline price volatility. (2025). Ormos, Mihály ; Kamocsai, Lszl. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016866. Full description at Econpapers || Download paper |
| 2024 | Managing the oil market under misinformation: A reasonable quest?. (2024). Smith, James ; Pierru, Axel ; Almutairi, Hossa. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000229. Full description at Econpapers || Download paper |
| 2024 | Subjective unemployment expectations and (self-)insurance. (2024). Leth-Petersen, Soren ; Hartmann, Ida Maria. In: Labour Economics. RePEc:eee:labeco:v:90:y:2024:i:c:s0927537124000745. Full description at Econpapers || Download paper |
| 2025 | Dynamic Linkages and Temporal Relationships Between Spot and Future Index Prices: Empirical Evidence from India Using Non-linear GARCH–BEKK. (2025). Bhat, Suhail Ahmad ; Gulam, Younis Ahmed ; Lone, Umer Mushtaq. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09464-9. Full description at Econpapers || Download paper |
| 2024 | To Subsidize Or Not to Subsidize: A Comparison of Market Scoring Rules and Continuous Double Auctions for Price Discovery. (2024). Dimitrov, Stanko ; Karimi, Majid. In: Information Systems Frontiers. RePEc:spr:infosf:v:26:y:2024:i:2:d:10.1007_s10796-023-10384-8. Full description at Econpapers || Download paper |
| 2025 | Machine learning price index forecasts of flat steel products. (2025). Xu, Xiaojie ; Jin, Bingzi. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:1:d:10.1007_s13563-024-00457-8. Full description at Econpapers || Download paper |
| 2025 | Forecasts of coking coal futures price indices through Gaussian process regressions. (2025). Jin, Bingzi ; Xu, Xiaojie. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:1:d:10.1007_s13563-024-00472-9. Full description at Econpapers || Download paper |
| 2025 | Predictions of residential property price indices for China via machine learning models. (2025). Jin, Bingzi ; Xu, Xiaojie. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:2:d:10.1007_s11135-025-02080-3. Full description at Econpapers || Download paper |
| 2024 | Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1): New evidence from cross‐quantilogram approach. (2024). Tiwari, Aviral ; Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Ahmed, Rizwan ; Khalfaoui, Rabeh. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:719-789. Full description at Econpapers || Download paper |
| 2024 | Hedging pressure and oil volatility: Insurance versus liquidity demands. (2024). Wang, Jianxin ; Nikitopoulos, Christina Sklibosios ; Thomas, Alice Carole. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:252-280. Full description at Econpapers || Download paper |
| 2025 | Price Discovery in Bitcoin Spot or Futures? The Jury Is Out. (2025). Frino, Alex ; Webb, Robert I ; Gaudiosi, Robert ; Zhou, Ivy Z. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:4:p:269-288. Full description at Econpapers || Download paper |
Works by Tao Wang:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Perceived versus Calibrated Income Risks in Heterogeneous-Agent Consumption Models In: Staff Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | External Financing, Growth and Stock Returns In: European Financial Management. [Full Text][Citation analysis] | article | 1 |
| 2008 | U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look In: The Financial Review. [Full Text][Citation analysis] | article | 6 |
| 2009 | Out‐of‐Sample Predictability in International Equity Markets: A Model Selection Approach In: The Financial Review. [Full Text][Citation analysis] | article | 0 |
| 2007 | Financial Constraints and the Risk-Return Relation In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2010 | Nonlinearity, data-snooping, and stock index ETF return predictability In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 13 |
| 2003 | Realized volatility in the futures markets In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 76 |
| 2010 | Optimal probabilistic and directional predictions of financial returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
| 2010 | Nonlinearity and intraday efficiency tests on energy futures markets In: Energy Economics. [Full Text][Citation analysis] | article | 33 |
| 2011 | Information in balance sheets for future stock returns: Evidence from net operating assets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
| 2007 | Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2000 | Modeling Korean Unification In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 12 |
| 1999 | Modeling Korean Unification.(1999) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2002 | Modeling daily realized futures volatility with singular spectrum analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 14 |
| 2000 | Rigorous Speculation: The Collapse and Revival of the North Korean Economy In: World Development. [Full Text][Citation analysis] | article | 8 |
| 1999 | Rigorous Speculation: The Collapse and Revival of the North Korean Economy.(1999) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2013 | Corporate financing activities, fundamentals to price ratios and the cross section of stock returns In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2010 | The implications of retained and distributed earnings for future profitability and stock returns In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 1999 | Famine in North Korea: Causes and Cures In: Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 2001 | Famine in North Korea: Causes and Cures..(2001) In: Economic Development and Cultural Change. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2011 | Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 13 |
| 2007 | The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing In: Working Paper series. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Realized volatility and correlation in energy futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 46 |
| 2008 | Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 7 |
| 2009 | Do futures lead price discovery in electronic foreign exchange markets? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 54 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team