Tao Wang

City University of New York (CUNY) - Department of Economics

65-30 Kissena Blvd

Flushing, NY 11367-1597

United States

SCHOLARLY PAPERS

17

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SSRN CITATIONS
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Top 31,014

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12

CROSSREF CITATIONS

10

Scholarly Papers (17)

1.

Pairs Trading on International ETFs

Number of pages: 56 Posted: 14 Nov 2011
University of Zurich - Department of Banking and Finance, University of Peloponnese - School of Management, Economics and Informatics and City University of New York (CUNY) - Department of Economics
Downloads 1,537 (11,874)
Citation 2

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convergence/divergence of prices, exchange traded funds, ETF, Fama-French, international asset pricing, long and short strategies, market neutral strategies, mean reversion

Accruals and Value/Growth Anomalies: New Evidence on Their Relation

Number of pages: 27 Posted: 16 Sep 2007 Last Revised: 22 Jun 2010
University of Piraeus, University of Piraeus - Department of Business Administration, University of Peloponnese - School of Management, Economics and Informatics and City University of New York (CUNY) - Department of Economics
Downloads 616 (44,191)

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accrual anomaly, value/growth anomaly, earnings management

Accruals and Value/Growth Anomalies: New Evidence on Their Relation

EFA 2008 Athens Meetings Paper
Number of pages: 27 Posted: 09 Mar 2008 Last Revised: 24 Jun 2010
University of Piraeus, University of Piraeus - Department of Business Administration, City University of New York (CUNY) - Department of Economics and University of Peloponnese - School of Management, Economics and Informatics
Downloads 331 (94,592)

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accrual anomaly, value/growth anomaly, earnings management

3.

Realized Volatility and Correlation in Energy Futures Markets

Number of pages: 34 Posted: 27 Nov 2007
Tao Wang, Jingtao Wu and Jian Yang
City University of New York (CUNY) - Department of Economics, Iowa State University and University of Colorado at Denver - Business School
Downloads 686 (38,771)
Citation 3

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Realized volatility and correlation, oil and natural gas, long-memory, OPEC

4.

'Optimal' Probabilistic Predictions of Financial Returns

Number of pages: 29 Posted: 28 Nov 2007
Dimitrios D. Thomakos and Tao Wang
University of Peloponnese - School of Management, Economics and Informatics and City University of New York (CUNY) - Department of Economics
Downloads 257 (125,014)

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decomposition, direction, optimal, predictions, returns, sign forecasting, volatility

5.

Do Futures Lead Price Discovery in Electronic Foreign Exchange Markets?

Number of pages: 30 Posted: 02 Apr 2008
Juan Cabrera, Tao Wang and Jian Yang
City University of New York (CUNY) - Department of Economics, City University of New York (CUNY) - Department of Economics and University of Colorado at Denver - Business School
Downloads 252 (127,530)
Citation 5

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price discovery, electronic trading, foreign exchange markets, spot and futures, E-mini

6.

Nonlinearity and Intraday Efficiency Tests on Energy Futures Markets

Number of pages: 30 Posted: 05 Aug 2009
Tao Wang and Jian Yang
City University of New York (CUNY) - Department of Economics and University of Colorado at Denver - Business School
Downloads 236 (136,203)

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energy futures, intraday, nonlinear models, martingale, technical trading rule

7.

Central Bank Communications and Equity Etfs

Journal of Futures Markets, Forthcoming
Number of pages: 46 Posted: 16 Jul 2006
Tao Wang, Jian Yang and Jingtao Wu
City University of New York (CUNY) - Department of Economics, University of Colorado at Denver - Business School and Iowa State University
Downloads 188 (168,681)

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monetary policy, two-factor model, asymmetry, ETF

8.

China: Sources of Real Exchange Rate Fluctuations

IMF Working Paper No. WP/04/18
Number of pages: 23 Posted: 15 Feb 2006
Tao Wang
City University of New York (CUNY) - Department of Economics
Downloads 185 (171,192)

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China, real exchange rate, structural VAR

9.

US Monetary Policy Surprises and Currency Futures Markets: A New Look

Number of pages: 38 Posted: 05 Feb 2008 Last Revised: 09 Apr 2008
City University of New York (CUNY) - Department of Economics, University of Colorado at Denver - Business School and The John B. and Lillian E. Neff Department of Finance, University of Toledo
Downloads 170 (184,476)
Citation 2

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monetary policy, FOMC statements, asymmetry, currency futures

Out-of-Sample Predictability in International Equity Markets: A Model Selection Approach

Financial Review, Vol. 44, Issue 4, pp. 559-582, November 2009
Number of pages: 24 Posted: 14 Oct 2009
Xiaojing Su, Tao Wang and Jian Yang
affiliation not provided to SSRN, City University of New York (CUNY) - Department of Economics and University of Colorado at Denver - Business School
Downloads 2 (700,660)
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External Financing, Growth and Stock Returns

European Financial Management, Vol. 18, Issue 5, pp. 790-815, 2012
Number of pages: 26 Posted: 20 Oct 2012
University of Piraeus, affiliation not provided to SSRN, University of Peloponnese - School of Management, Economics and Informatics and City University of New York (CUNY) - Department of Economics
Downloads 1 (714,406)
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corporate financing activities, value/growth, earnings quality, stock returns

External Financing, Growth and Stock Returns

European Financial Management, vol. 18, pp. 790-815, 2012
Posted: 17 Jul 2008 Last Revised: 31 May 2017
University of Piraeus, University of Piraeus - Department of Business Administration, University of Peloponnese - School of Management, Economics and Informatics and City University of New York (CUNY) - Department of Economics

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Corporate financing activities, value/growth, earnings quality, stock returns

12.

Corporate Financing Activities, Fundamentals to Price Ratios And the Cross Section of Stock Returns

Journal of Economic Studies, Vol. 40, pp. 493 - 514, 2013
Posted: 12 Jun 2013 Last Revised: 18 Nov 2014
University of Piraeus - Department of Business Administration, University of Peloponnese - School of Management, Economics and Informatics and City University of New York (CUNY) - Department of Economics

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free cash flow yield, external financing activities, stock returns

13.

U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look

The Financial Review, Vol. 43, No. 4, November 2008
Posted: 18 Sep 2008
City University of New York (CUNY) - Department of Economics, University of Colorado at Denver - Business School and The John B. and Lillian E. Neff Department of Finance, University of Toledo

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monetary policy, FOMC statements, asymmetry, currency futures

14.

Accruals and the Performance of Stock Returns Following External Financing Activities

The British Accounting Review, Vol. 43, pp. 214-229, 2011
Posted: 26 Aug 2008 Last Revised: 06 Aug 2011
University of Piraeus - Department of Business Administration, University of Peloponnese - School of Management, Economics and Informatics and City University of New York (CUNY) - Department of Economics

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External financing activities, accruals, stock returns

15.

Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets

International Review of Financial Analysis, Vol. 20, pp. 269-282, 2011
Posted: 15 Oct 2006 Last Revised: 18 Jul 2011
University of Piraeus - Department of Business Administration, University of Peloponnese - School of Management, Economics and Informatics and City University of New York (CUNY) - Department of Economics

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Net operating assets (NOA), stock returns, opportunistic earnings management, overinvestment.

16.

The Implications of Retained and Distributed Earnings for Future Profitability and Stock Returns

Review of Accounting and Finance, Vol. 9, pp. 395-423, 2010
Posted: 16 Feb 2006 Last Revised: 16 Nov 2010
University of Piraeus - Department of Business Administration, University of Peloponnese - School of Management, Economics and Informatics and City University of New York (CUNY) - Department of Economics

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retained earnings, distributed earnings, accruals, cash flows, profitability, stock returns

17.

Rigorous Speculation: The Collapse and Revival of the North Korean Economy

World Development, Vol. 28, No. 10, October 1, 2000
Posted: 24 Sep 2001
Peter G. Peterson Institute for International Economics, International Food Policy Research Institute (IFPRI) and City University of New York (CUNY) - Department of Economics

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