QC Economics

Economics Faculty

Tao Wang, Associate Professor
Primary Email Address:
Secondary Email Address:

Personal Website - Course Websites listed Below

Phone 997-5445     
Office Location: PH 300-D
Schools Attended:
Ph.D., Johns Hopkins University, 2000

Research Interests: Financial Economics, Financial Econometrics, International Finance and Macroeconomics  

Publications
 

Journal Articles:

 

"Corporate financing activities, fundamentals to price ratios, and the cross section of stock returns," with George Papanastasopoulos and Dimitrios Thomakos, Journal of Economic Studies, Vol. 40(4), 2013, 493-514.

"External finance, growth and stock returns," with Gikas Hardouvelis, George Papanastasopoulos, and Dimitrios Thomakos, European Financial Management, Vol. 18(5), November 2012, 790-815.

"Linear and nonlinear predictability of international securitized real estate returns: A reality check," with Juan Cabrera and Jian Yang, Journal of Real Estate Research, Vol. 33(4), November 2011, 565-594.

"Accruals and the performance of stock returns following external financing activities," with George Papanastasopoulos and Dimitrios Thomakos, The British Accounting Review, Vol. 43(3), September 2011, 214-229.

"Information in balance sheets for future stock returns: evidence from net operating assets," with George Papanastasopoulos and Dimitrios Thomakos, International Review of Financial Analysis, Vol. 20(5), October 2011, 269-282.

"The implications of retained and distributed earnings for future profitability and stock returns," with George Papanastasopoulos and Dimitrios Thomakos, Review of Accounting and Finance, Vol. 9(4), December 2010, 395-423.

"Nonlinearity and intraday efficiency tests on energy futures markets," with Jian Yang, Energy Economics, Vol. 22 (2), March 2010, 496-503.

"Optimal probabilistic and directional predictions of financial returns," with Dimitrios Thomakos, Journal of Empirical Finance, Vol. 17 (1), January 2010, 102-119.

"Nonlinearity, data-snooping, and stock index ETF return predictability," with Juan Cabrera and Jian Yang, European Journal of Operation Research, Vol. 200 (2), January 2010, 498-507.

"Out of sample predictability in international equity markets: A model selection approach," with Xiaojing Su and Jian Yang, Financial Review, Vol. 44 (4), November 2009, 559-582.

"Do futures lead price discovery in electronic foreign exchange markets?" with Juan Cabrera and Jian Yang, Journal of Futures Markets, Vol. 29 (2), February 2009, 137-156.

Courses I Teach/Have Taught:

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