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Nonlinearity, data-snooping, and stock index ETF return predictability

Yang, Jian; Cabrera, Juan; Wang, T'ao - In: European journal of operational research : EJOR 200 (2009/10) 2, pp. 498-507

Persistent link: https://www.econbiz.de/10003897177

Linear and nonlinear predictability of international securitized real estate returns : a reality check

Cabrera, Juan; Wang, T'ao; Yang, Jianke - In: The journal of real estate research 33 (2011) 4, pp. 565-594

Persistent link: https://www.econbiz.de/10009491970

Out-of-sample predictability in international equity markets : a model selection approach

Xiaojing Su; Wang, T'ao; Yang, Jian - In: The financial review : the official publication of the … 44 (2009) 4, pp. 559-582

Persistent link: https://www.econbiz.de/10003899949

Multiperiod corporate default prediction : a forward intensity approach

Duan, Jin-Chuan; Sun, Jie; Wang, Tao - In: Journal of econometrics 170 (2012) 1, pp. 191-209

Persistent link: https://www.econbiz.de/10009673113

Time-varying risk-returm trade-off in the stock market

Guo, Hui; Wang, Zijun; Yang, Jian - In: Journal of money, credit and banking : JMCB 45 (2013) 4, pp. 623-650

Persistent link: https://www.econbiz.de/10009759991

Information flows within and across sectors in Chinese stock markets

Wang, Zijun; Kutan, Ali Mustafa; Yang, Jian - In: The quarterly review of economics and finance : journal … 45 (2005) 4/5, pp. 767-780

Persistent link: https://www.econbiz.de/10003099294

Are there exploitable trends in commodity futures prices?

Han, Yufeng; Hu, Ting; Yang, Jian - In: Journal of banking & finance 70 (2016), pp. 214-234

Persistent link: https://www.econbiz.de/10011635208

Forecast of economic growth by time series and scenario planning method : a case study of Shenzhen

Wang, Tao - In: Modern economy 7 (2016) 2, pp. 212-222

Persistent link: https://www.econbiz.de/10011548606

"Optimal" probabilistic and directional predictions of financial returns

Thomakos, Dimitrios D.; Wang, T'ao - In: Journal of empirical finance 17 (2010) 1, pp. 102-119

Persistent link: https://www.econbiz.de/10003943949

Rigidity of Expectations : Additional Evidence from Density Forecasts of the Inflation by Professionals and Households

Wang, Tao - 2019

Surveys on density forecasts of macroeconomic variables that do not available until recently provide one additional moment restriction, uncertainty, for testing and exploring the implications of various theories on expectation formation. This paper first documents the persistent dispersion in...

Persistent link: https://www.econbiz.de/10012863023