Lee Kong Chian School of Business Singapore, Singapore
Singapore Management University
: (65) 6828 0877
(65) 6828 0888
50 Stamford Road, Singapore 178903
RePEc:edi:sbsmusg (more details at EDIRC)
Research outputJump to: Working papers Articles
- Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2010.
"Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules,"
2010-008, Federal Reserve Bank of St. Louis.
- Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2014. "Forecasting the Equity Risk Premium: The Role of Technical Indicators," Management Science, INFORMS, vol. 60(7), pages 1772-1791, July.
repec:skb:wpaper:cofie-02-2011 is not listed on IDEAS
- Goh, Jeremy C. & Jiang, Fuwei & Tu, Jun & Wang, Yuchen, 2013. "Can US economic variables predict the Chinese stock market?," Pacific-Basin Finance Journal, Elsevier, vol. 22(C), pages 69-87.
- Tu, Jun & Zhou, Guofu, 2011. "Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies," Journal of Financial Economics, Elsevier, vol. 99(1), pages 204-215, January.
- Jun Tu, 2010. "Is Regime Switching in Stock Returns Important in Portfolio Decisions?," Management Science, INFORMS, vol. 56(7), pages 1198-1215, July.
- 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, vol. 45(04), pages 959-986, August.
- Yongmiao Hong & Jun Tu & Guofu Zhou, 2006.
"Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation,"
Review of Financial Studies,
Society for Financial Studies, vol. 20(5), pages 1547-1581, 2007 23.
- Yongmiao Hong & Jun Tu & Guofu Zhou, 2013. "Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Tu, Jun & Zhou, Guofu, 2004. "Data-generating process uncertainty: What difference does it make in portfolio decisions?," Journal of Financial Economics, Elsevier, vol. 72(2), pages 385-421, May.
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