Jun Tu, Ph.D. - Publications

Affiliations: 
2004 Washington University, Saint Louis, St. Louis, MO 
Area:
General Business Administration, Finance

18 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2019 Zhu Z, Duan X, Tu J. Relative Strength over Investment Horizons and Stock Returns The Journal of Portfolio Management. 46: 91-105. DOI: 10.3905/Jpm.2019.1.111  0.331
2019 Chiang C, Dai W, Fan J, Hong HG, Tu J. Robust Measures of Earnings Surprises Journal of Finance. 74: 943-983. DOI: 10.1111/Jofi.12746  0.303
2017 Chen J, Jiang F, Liu Y, Tu J. International volatility risk and Chinese stock return predictability Journal of International Money and Finance. 70: 183-203. DOI: 10.1016/J.Jimonfin.2016.08.007  0.352
2016 Qian LY, Tu JF, Ding YH, Pang J, Che XD, Zou H, Huang DS. Association of blood pressure level with nonalcoholic fatty liver disease in nonhypertensive population: Normal is not the new normal. Medicine. 95: e4293. PMID 27442673 DOI: 10.1097/MD.0000000000004293  0.378
2015 Huang D, Jiang F, Tu J, Zhou G. Investor sentiment aligned: : A powerful predictor of stock returns Review of Financial Studies. 28: 791-837. DOI: 10.2139/Ssrn.2311618  0.536
2014 Zhai W, Zhang J, Yang Y, Ma C, Liu Z, Gao C, Zhou G, Tu J, Shen J, Fu T. Gene expression and genetic analysis reveal diverse causes of recessive self-compatibility in Brassica napus L. Bmc Genomics. 15: 1037. PMID 25432521 DOI: 10.1186/1471-2164-15-1037  0.32
2014 Chen J, Jiang F, Tu J. Asset Allocation in the Chinese Stock Market: The Role of Return Predictability The Journal of Portfolio Management. 41: 71-83. DOI: 10.3905/Jpm.2015.41.5.071  0.345
2014 Neely CJ, Rapach DE, Tu J, Zhou G. Forecasting the equity risk premium: The role of technical indicators Management Science. 60: 1772-1791. DOI: 10.1287/Mnsc.2013.1838  0.455
2013 Goh JC, Jiang F, Tu J, Wang Y. Can US Economic Variables Predict the Chinese Stock Market Pacific-Basin Finance Journal. 22: 69-87. DOI: 10.1016/J.Pacfin.2012.10.002  0.344
2011 Tu J, Zhou G. Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies ☆ Journal of Financial Economics. 99: 204-215. DOI: 10.1016/J.Jfineco.2010.08.013  0.416
2010 Tu J, Zhou G. Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice Under Parameter Uncertainty Journal of Financial and Quantitative Analysis. 45: 959-986. DOI: 10.1017/S0022109010000335  0.452
2009 Chen Y, Tu JH, He YJ, Zhang W, Wang G, Tan ZR, Zhou G, Fan L, Zhou HH. Effect of sodium tanshinone II A sulfonate on the activity of CYP1A2 in healthy volunteers. Xenobiotica; the Fate of Foreign Compounds in Biological Systems. 39: 508-13. PMID 19534587 DOI: 10.1080/00498250902951763  0.356
2009 He YJ, Zhang W, Chen Y, Guo D, Tu JH, Xu LY, Tan ZR, Chen BL, Li Z, Zhou G, Yu BN, Kirchheiner J, Zhou HH. Rifampicin alters atorvastatin plasma concentration on the basis of SLCO1B1 521T>C polymorphism. Clinica Chimica Acta; International Journal of Clinical Chemistry. 405: 49-52. PMID 19374892 DOI: 10.1016/j.cca.2009.04.003  0.337
2009 Chen Y, Xiao P, Ou-Yang DS, Fan L, Guo D, Wang YN, Han Y, Tu JH, Zhou G, Huang YF, Zhou HH. Simultaneous action of the flavonoid quercetin on cytochrome P450 (CYP) 1A2, CYP2A6, N-acetyltransferase and xanthine oxidase activity in healthy volunteers. Clinical and Experimental Pharmacology & Physiology. 36: 828-33. PMID 19215233 DOI: 10.1111/j.1440-1681.2009.05158.x  0.355
2007 Hu YF, Tu JH, Tan ZR, Liu ZQ, Zhou G, He J, Wang D, Zhou HH. Association of CYP3A4*18B polymorphisms with the pharmacokinetics of cyclosporine in healthy subjects. Xenobiotica; the Fate of Foreign Compounds in Biological Systems. 37: 315-27. PMID 17624028 DOI: 10.1080/00498250601149206  0.335
2007 Hong Y, Tu J, Zhou G. Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation Review of Financial Studies. 20: 1547-1581. DOI: 10.1093/Rfs/Hhl037  0.455
2006 Hu YF, Qiu W, Liu ZQ, Zhu LJ, Liu ZQ, Tu JH, Wang D, Li Z, He J, Zhong GP, Zhou G, Zhou HH. Effects of genetic polymorphisms of CYP3A4, CYP3A5 and MDR1 on cyclosporine pharmacokinetics after renal transplantation. Clinical and Experimental Pharmacology & Physiology. 33: 1093-8. PMID 17042920 DOI: 10.1111/j.1440-1681.2006.04492.x  0.351
2004 Tu J, Zhou G. Data-generating process uncertainty: What difference does it make in portfolio decisions? Journal of Financial Economics. 72: 385-421. DOI: 10.1016/J.Jfineco.2003.05.003  0.432
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