Jun Tu

Jun Tu

Singapore Management University

H-index: 18

Asia-Singapore

About Jun Tu

Jun Tu, With an exceptional h-index of 18 and a recent h-index of 15 (since 2020), a distinguished researcher at Singapore Management University, specializes in the field of Behavioral Finance, Empirical Asset Pricing, FinTech, Corporate Finance, Media and Asset markets.

His recent articles reflect a diverse array of research interests and contributions to the field:

Cross-cryptocurrency return predictability

In search of cryptocurrency failure

Topic tones of analyst reports and stock returns: A deep learning approach

Analyst Sentiment, Mispricing, and Over-Investment

Does Trading Volume Mitigate or Amplify Mispricing?

Institutional Ownership and Stock Returns of Chinese Firms

Joint news, attention spillover, and market returns

Corrigendum to “Concept Links and Return Momentum” Journal of Banking and Finance, 134 (2022)/106329

Jun Tu Information

University

Position

Associate Professor of Finance

Citations(all)

4187

Citations(since 2020)

2515

Cited By

2669

hIndex(all)

18

hIndex(since 2020)

15

i10Index(all)

26

i10Index(since 2020)

17

Email

University Profile Page

Singapore Management University

Google Scholar

View Google Scholar Profile

Jun Tu Skills & Research Interests

Behavioral Finance

Empirical Asset Pricing

FinTech

Corporate Finance

Media and Asset markets

Top articles of Jun Tu

Title

Journal

Author(s)

Publication Date

Cross-cryptocurrency return predictability

Journal of Economic Dynamics and Control

Li Guo

Bo Sang

Jun Tu

Yu Wang

2024/4/20

In search of cryptocurrency failure

Donglian Ma

TU Jun

Zhaobo Zhu

2023

Topic tones of analyst reports and stock returns: A deep learning approach

International Review of Finance

Hitoshi Iwasaki

Ying Chen

Jun Tu

2023/12

Analyst Sentiment, Mispricing, and Over-Investment

Mispricing, and Over-Investment (March 22, 2023)

Qianqian Du

Dawei Liang

Jun Tu

Jiawen Yan

2023/3/22

Does Trading Volume Mitigate or Amplify Mispricing?

Available at SSRN 4395446

Xinrui Duan

Li Guo

Jun Tu

Luying Wang

2023/3/21

Institutional Ownership and Stock Returns of Chinese Firms

Available at SSRN 4495442

Min Huang

Hai Jiang

Zhiyuan Ning

Jun Tu

2023

Joint news, attention spillover, and market returns

Li Guo

Lin Peng

Yubo Tao

Jun Tu

2021/11

Corrigendum to “Concept Links and Return Momentum” Journal of Banking and Finance, 134 (2022)/106329

Journal of Banking & Finance

Qianqian Du

Dawei Liang

Zilin Chen

Jun Tu

2022/3/1

Sentiment, Limited Attention and Factor Models

Limited Attention and Factor Models (November 16, 2022)

Xinrui Duan

Li Guo

Frank Weikai Li

Jun Tu

2022/11/16

Far away from home: Investors’ underreaction to geographically dispersed information

Journal of Economic Dynamics and Control

Zilin Chen

Liya Chu

Dawei Liang

Jun Tu

2022/3/1

Internal capital markets and predictability in complex ownership firms

Journal of Corporate Finance

Ran Chang

Angelica Gonzalez

Sergei Sarkissian

Jun Tu

2022/6/1

The cryptocurrency participation puzzle

Ran Duchin

David H Solomon

TU Jun

Xi Wang

2022

Oil price shocks and stock market anomalies

Financial Management

Zhaobo Zhu

Licheng Sun

Jun Tu

Qiang Ji

2022/6

Concept links and return momentum

Journal of Banking & Finance

Qianqian Du

Dawei Liang

Zilin Chen

Jun Tu

2022/1/1

Investor sentiment and paradigm shifts in equity return forecasting

Management Science

Liya Chu

Xue-Zhong He

Kai Li

Jun Tu

2022/6

Interest Rates, Internal Capital Markets, and Predictability in Complex Ownership Firms

AFA 2019 Atlanta Meetings Paper

Ran Chang

Angelica Gonzalez

Sergei Sarkissian

Jun Tu

2021/10/15

Media connection and return comovement

Journal of Economic Dynamics and Control

Zilin Chen

Li Guo

Jun Tu

2021/9/1

Earnings momentum meets short‐term return reversal

Accounting & Finance

Zhaobo Zhu

Licheng Sun

Jun Tu

2021/4

ESG and the market return

Ran Chang

Liya Chu

TU Jun

Bohui Zhang

Guofu Zhou

2021

Media Climate Change Concern, Greenwashing, and Stock Returns

Liya Chu

Jun Tu

2021/12/31

See List of Professors in Jun Tu University(Singapore Management University)

Co-Authors

H-index: 51
Guofu Zhou

Guofu Zhou

Washington University in St. Louis

H-index: 46
Harrison Hong

Harrison Hong

Columbia University in the City of New York

H-index: 20
Dashan Huang

Dashan Huang

Singapore Management University

H-index: 18
Fuwei Jiang

Fuwei Jiang

Central University of Finance and Economics

H-index: 17
Jeremy Goh

Jeremy Goh

Singapore Management University

H-index: 14
Kai Li

Kai Li

Macquarie University

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