9
H index
9
i10 index
286
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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Co-Training Realized Volatility Prediction Model with Neural Distributional Transformation. (2023). Tanaka-Ishii, Kumiko ; Moriyama, Kai ; Du, Xin. In: Papers. RePEc:arx:papers:2310.14536. Full description at Econpapers || Download paper |
| 2023 | Oil supply expectations and corporate social responsibility. (2023). Miao, Xiao ; Zhang, Yun ; Wen, Fenghua ; Chen, Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001540. Full description at Econpapers || Download paper |
| 2023 | Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures. (2023). Haugom, Erik ; Hadina, Jelena ; Ewald, Christian ; Yahya, Muhammad ; Stordal, Stle ; Lien, Gudbrand. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300288x. Full description at Econpapers || Download paper |
| 2023 | Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis. (2023). Huang, Haizhen ; Li, Zepei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:31-45. Full description at Econpapers || Download paper |
| 2023 | Neural network predictions of the high-frequency CSI300 first distant futures trading volume. (2023). Zhang, Yun ; Xu, Xiaojie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:2:d:10.1007_s11408-022-00421-y. Full description at Econpapers || Download paper |
| 2023 | Coking coal futures price index forecasting with the neural network. (2023). Zhang, Yun ; Xu, Xiaojie. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-022-00311-9. Full description at Econpapers || Download paper |
| 2023 | Price discovery in bitcoin spot or futures during the Covid-19 pandemic? Evidence from the time-varying parameter vector autoregressive model with stochastic volatility. (2023). Inani, Sarveshwar Kumar ; Mohamad, Azhar. In: Applied Economics Letters. RePEc:taf:apeclt:v:30:y:2023:i:19:p:2749-2757. Full description at Econpapers || Download paper |
| 2023 | Order book price impact in the Chinese soybean futures market. (2023). Li, Youwei ; Yang, Yung Chiang ; Kearney, Fearghal ; Jin, Muzhao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:606-625. Full description at Econpapers || Download paper |
| 2023 | Price discovery in Chinas crude oil futures markets: An emerging Asian benchmark?. (2023). Webb, Robert I ; Yang, Jian ; Yu, Ziliang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:297-324. 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 | 0 |
| 2012 | External Financing, Growth and Stock Returns In: European Financial Management. [Full Text][Citation analysis] | article | 0 |
| 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 | 11 |
| 2003 | Realized volatility in the futures markets In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 75 |
| 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 | 29 |
| 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 | 5 |
| 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: 5 | 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 | 7 |
| 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: 7 | 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 | 0 |
| 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 | 12 |
| 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 | 44 |
| 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 | 49 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team