Jun Tu, Ph.D.
Affiliations: | 2004 | Washington University, Saint Louis, St. Louis, MO |
Area:
General Business Administration, FinanceGoogle:
"Jun Tu"Parents
Sign in to add mentor| Guofu Zhou | grad student | 2004 | Washington University | |
| (Essays in empirical finance: Data -generating process uncertainty, asymmetries in stock returns and bull and bear markets.) | ||||
BETA: Related publications
See more...
Publications
|
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
| Zhu Z, Duan X, Tu J. (2019) Relative Strength over Investment Horizons and Stock Returns The Journal of Portfolio Management. 46: 91-105 |
| Chiang C, Dai W, Fan J, et al. (2019) Robust Measures of Earnings Surprises Journal of Finance. 74: 943-983 |
| Chen J, Jiang F, Liu Y, et al. (2017) International volatility risk and Chinese stock return predictability Journal of International Money and Finance. 70: 183-203 |
| Qian LY, Tu JF, Ding YH, et al. (2016) Association of blood pressure level with nonalcoholic fatty liver disease in nonhypertensive population: Normal is not the new normal. Medicine. 95: e4293 |
| Huang D, Jiang F, Tu J, et al. (2015) Investor sentiment aligned: : A powerful predictor of stock returns Review of Financial Studies. 28: 791-837 |
| Zhai W, Zhang J, Yang Y, et al. (2014) Gene expression and genetic analysis reveal diverse causes of recessive self-compatibility in Brassica napus L. Bmc Genomics. 15: 1037 |
| Chen J, Jiang F, Tu J. (2014) Asset Allocation in the Chinese Stock Market: The Role of Return Predictability The Journal of Portfolio Management. 41: 71-83 |
| Neely CJ, Rapach DE, Tu J, et al. (2014) Forecasting the equity risk premium: The role of technical indicators Management Science. 60: 1772-1791 |
| Goh JC, Jiang F, Tu J, et al. (2013) Can US Economic Variables Predict the Chinese Stock Market Pacific-Basin Finance Journal. 22: 69-87 |
| Tu J, Zhou G. (2011) Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies ☆ Journal of Financial Economics. 99: 204-215 |