Jun Tu

10 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-9641-2162

Shanghai Jiao Tong University Antai College of Economics and Management, SJTU-BOC Institute of Technology and Finance, Shanghai, China; Singapore Management University Lee Kong Chian School of Business

Publications

• The cryptocurrency elephant in the room — Review of Finance 2025 (name-matched, not ORCID-linked)
• Investor Sentiment and Paradigm Shifts in Equity Return Forecasting — Management Science 2022
• Robust Measures of Earnings Surprises — The Journal of Finance 2019
• Investor Sentiment Aligned: A Powerful Predictor of Stock Returns — The Review of Financial Studies 2015
• Forecasting the Equity Risk Premium: The Role of Technical Indicators — Management Science 2014
• Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies — Journal of Financial Economics 2011
• Is Regime Switching in Stock Returns Important in Portfolio Decisions? — Management Science 2010
• Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty — Journal of Financial and Quantitative Analysis 2010
• Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation — The Review of Financial Studies 2007
• Data-generating process uncertainty: What difference does it make in portfolio decisions? — Journal of Financial Economics 2004