Jun Tu
Singapore Management University
H-index: 18
Asia-Singapore
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 |