Jun Tu
Title
Cited by
Cited by
Year
Forecasting the equity risk premium: the role of technical indicators
CJ Neely, DE Rapach, J Tu, G Zhou
Management science 60 (7), 1772-1791, 2014
6192014
Investor sentiment aligned: A powerful predictor of stock returns
D Huang, F Jiang, J Tu, G Zhou
The Review of Financial Studies 28 (3), 791-837, 2015
5242015
Asymmetries in stock returns: Statistical tests and economic evaluation
Y Hong, J Tu, G Zhou
The Review of Financial Studies 20 (5), 1547-1581, 2007
4472007
Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies
J Tu, G Zhou
Journal of Financial Economics 99 (1), 204-215, 2011
4422011
Data-generating process uncertainty: What difference does it make in portfolio decisions?
J Tu, G Zhou
Journal of Financial Economics 72 (2), 385-421, 2004
1252004
Is regime switching in stock returns important in portfolio decisions?
J Tu
Management Science 56 (7), 1198-1215, 2010
1022010
Incorporating economic objectives into Bayesian priors: Portfolio choice under parameter uncertainty
J Tu, G Zhou
Journal of Financial and Quantitative Analysis 45 (4), 959-986, 2010
762010
Textual analysis and machine leaning: Crack unstructured data in finance and accounting
L Guo, F Shi, J Tu
The Journal of Finance and Data Science 2 (3), 153-170, 2016
532016
Can US economic variables predict the Chinese stock market?
JC Goh, F Jiang, J Tu, Y Wang
Pacific-Basin Finance Journal 22, 69-87, 2013
482013
International volatility risk and Chinese stock return predictability
J Chen, F Jiang, Y Liu, J Tu
Journal of International Money and Finance 70, 183-203, 2017
392017
Industry interdependencies and cross-industry return predictability
DE Rapach, J Strauss, J Tu, G Zhou
392015
Forecasting government bond risk premia using technical indicators
J Goh, F Jiang, J Tu, G Zhou
25th Australasian Finance and Banking Conference, 2012
382012
How predictable is the Chinese stock market?
F Jiang
Singapore Management University (Singapore), 2011
352011
Industry return predictability: A machine learning approach
DE Rapach, JK Strauss, J Tu, G Zhou
The Journal of Financial Data Science 1 (3), 9-28, 2019
302019
Forecasting stock returns in good and bad times: The role of market states
D Huang, F Jiang, J Tu, G Zhou
27th Australasian Finance and Banking Conference, 2014
252014
Forecasting the equity risk premium: The role of technical indicators. Federal Reserve Bank of St
CJ Neely, DE Rapach, J Tu, G Zhou
Louis working paper, 2012
252012
Out-of-sample industry return predictability: evidence from a large number of predictors
DE Rapach, JK Strauss, J Tu, G Zhou
242011
Robust measures of earnings surprises
C Chiang, W Dai, J Fan, H Hong, J Tu
The Journal of Finance 74 (2), 943-983, 2019
232019
Being naive about naive diversification: can investment theory be consistently useful
J Tu, G Zhou
EFA 2008 Athens Meetings Paper, 2008
152008
Are Bull and Bear Markets Economically Important?
J Tu
School of Business, Singapore Management University, 2004
142004
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Articles 1–20