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Publications

by members of

Singapore Management University → Lee Kong Chian School of Business

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2025

  1. Erel, Isil & Ge, Shan & Ma, Pengfei, 2025, "Real Effects of Financial Conditions: How Does Provider Financial Health Affect Opioid Prescription?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-27, Feb.

2010

  1. Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2010, "Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules," Working Papers, Federal Reserve Bank of St. Louis, number 2010-008, DOI: 10.20955/wp.2010.008.

Journal articles

2025

  1. Thomas J. Chemmanur & Pengfei Ma & Chaopeng Wu & Qianqian Yu, 2025, "Information Production by Institutions and Information Extraction by Underwriters in Hybrid IPO Auctions," Review of Corporate Finance, now publishers, volume 5, issue 3–4, pages 291-348, July, DOI: 10.1561/114.00000076.

2023

  1. Carvalho, Daniel & Gao, Janet & Ma, Pengfei, 2023, "Loan spreads and credit cycles: The role of lenders’ personal economic experiences," Journal of Financial Economics, Elsevier, volume 148, issue 2, pages 118-149, DOI: 10.1016/j.jfineco.2023.02.003.
  2. Dagostino, Ramona & Gao, Janet & Ma, Pengfei, 2023, "Partisanship in loan pricing," Journal of Financial Economics, Elsevier, volume 150, issue 3, DOI: 10.1016/j.jfineco.2023.103717.

2022

  1. Xueqing Geng & Kun Guo, 2022, "Research on dynamic structure of the exchange rate volatility network among the Belt and Road countries based on spillover effect," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 5, pages 446-454, March, DOI: 10.1080/13504851.2020.1870649.
  2. Wang, Yijing & Geng, Xueqing & Guo, Kun, 2022, "The influence of international oil price fluctuation on the exchange rate of countries along the “Belt and Road”," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101588.

2013

  1. Goh, Jeremy C. & Jiang, Fuwei & Tu, Jun & Wang, Yuchen, 2013, "Can US economic variables predict the Chinese stock market?," Pacific-Basin Finance Journal, Elsevier, volume 22, issue C, pages 69-87, DOI: 10.1016/j.pacfin.2012.10.002.

2011

  1. Tu, Jun & Zhou, Guofu, 2011, "Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies," Journal of Financial Economics, Elsevier, volume 99, issue 1, pages 204-215, January.

2010

  1. Tu, Jun & Zhou, Guofu, 2010, "Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 4, pages 959-986, August.
  2. Jun Tu, 2010, "Is Regime Switching in Stock Returns Important in Portfolio Decisions?," Management Science, INFORMS, volume 56, issue 7, pages 1198-1215, July, DOI: 10.1287/mnsc.1100.1181.

2006

  1. Yongmiao Hong & Jun Tu & Guofu Zhou, 2006, "Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 5, pages 1547-1581, 2007 23.

2004

  1. Tu, Jun & Zhou, Guofu, 2004, "Data-generating process uncertainty: What difference does it make in portfolio decisions?," Journal of Financial Economics, Elsevier, volume 72, issue 2, pages 385-421, May.

1998

  1. Edward Ng, 1998, "Asymmetric Price Response to Supply: Evidence from Singapore," International Real Estate Review, Global Social Science Institute, volume 1, issue 1, pages 45-63.

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