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Tu, Jun's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,492 |
Total
Citations
47 |
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1.
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Rapach, David
Saint Louis University - John Cook School of Business Strauss, Jack
Saint Louis University - Department of Economics Tu, Jun
Singapore Management University Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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26 Nov 08
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Last Revised:
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04 Mar 11
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965
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3
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Return predictability, Industries, Macroeconomic fundamentals and risk, Information-flow frictions
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2.
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Tu, Jun
Singapore Management University Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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19 Mar 08
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Last Revised:
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25 Jul 08
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878
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1
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Portfolio choice, parameter uncertainty, shrinkage, admissibility
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3.
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Neely, Christopher J.
Federal Reserve Bank of St. Louis - Research Division Rapach, David E.
Seattle University, Albers School of Business and Economics Tu, Jun
Singapore Management University Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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11 Mar 10
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Last Revised:
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15 May 13
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599
(20,041)
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6
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equity risk premium predictability, macroeconomic variables, moving-average rules, momentum, volume, out-of-sample forecasts, asset allocation, business cycle
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4.
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Tu, Jun
Singapore Management University
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08 Nov 07
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Last Revised:
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05 Mar 10
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567
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4
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investments, model uncertainty, parameter uncertainty, regime switching, Bayesian analysis
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5.
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Tu, Jun
Singapore Management University Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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05 Mar 07
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Last Revised:
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04 Feb 09
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420
(32,029)
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Portfolio choice, Parameter uncertainty, Bayesian priors
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6.
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Neely, Christopher J.
Federal Reserve Bank of St. Louis - Research Division Rapach, David
Saint Louis University - John Cook School of Business Tu, Jun
Singapore Management University Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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21 Mar 11
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Last Revised:
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16 Oct 12
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364
(38,251)
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2
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Equity Risk Premium Predictability, Macroeconomic Variables, Moving-Average Rules, Momentum, Volume, Out-of-Sample Forecasts, Asset Allocation
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7.
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Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
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Hong, Yongmiao
Cornell University - Department of Economics Zhou, Guofu
Washington University in St. Louis - Olin School of Business Tu, Jun
Singapore Management University
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Posted:
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15 Jan 04
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Last Revised:
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27 Jan 04
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355
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25
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Hong, Yongmiao
Cornell University - Department of Economics Zhou, Guofu
Washington University in St. Louis - Olin School of Business Tu, Jun
Singapore Management University
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355
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25
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8.
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Goh, Jeremy
Singapore Management University Jiang, Fuwei
Singapore Management University - Lee Kong Chian School of Business Tu, Jun
Singapore Management University Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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22 Aug 11
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Last Revised:
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12 Dec 12
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264
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1
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bond risk premium predictability, economic variables, technical analysis, moving-average rules, volume, out-of-sample forecasts, principal components
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9.
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Goh, Jeremy
Singapore Management University Jiang, Fuwei
Singapore Management University - Lee Kong Chian School of Business Tu, Jun
Singapore Management University Wang, Yuchen
Singapore Management University
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| Posted: |
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27 Aug 11
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Last Revised:
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26 Nov 12
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80
(156,410)
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Chinese stock market; Return predictability; International investment
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