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Home > Academics > Divisions > Social Sciences > Economics
Economics

​​​​​​
Tao Wang
Professor
Economics Department
Ph.D., Johns Hopkins University, 2000

Office: Powdermaker Hall 300-D

Phone 718-997-5445

Tao.Wang@qc.cuny.edu
Dr. Tao Wang is a professor in Economics at Queens College, City University of New York (CUNY); Doctoral Faculty at the Graduate Center (CUNY). He received his Ph.D. from the Johns Hopkins University. Dr. Wang is the Director of the BBA program at Queens College.

Tao Wang conducts research in volatility forecasting and return predictability for different asset classes. His recent research papers study how sentiment analysis using deep learning could help forecast future stock returns. He has published papers in finance and economics journals, including Journal of Empirical Finance, Journal of Futures Markets, Financial Review, Journal of Real Estate Research, European Financial Management etc.

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.
 
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