Jun Tu

Finance · 2004–2015

A researcher in the Science corpus: 5 papers; trusts 48 researchers and is trusted by 22 researchers here, as inferred from the citation graph.

Subfields

Whom Jun Tu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Ľuboš Pástor
  2. Doron Avramov
  3. Lars Peter Hansen
  4. Nicholas Barberis
  5. K. Cremers
  6. Raymond Kan
  7. Eugene F. Fama
  8. Guofu Zhou
  9. John Y. Campbell
  10. Andrew J. Patton

Who trusts Jun Tu overall

  1. Guofu Zhou
  2. Olivier Ledoit
  3. Yingzi Zhu
  4. A. Kourtis
  5. Yongmiao Hong
  6. Marie-Claude Beaulieu
  7. Peter F. Christoffersen
  8. Doron Avramov
  9. Michael Wolf
  10. George Dotsis

Papers from Jun Tu's perspective

Ordered by how strongly the researchers Jun Tu trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  2. Extreme Correlation of International Equity Markets
  3. The short of it
  4. Stock Return Predictability and Model Uncertainty
  5. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  6. Measuring Economic Policy Uncertainty
  7. A Reality Check for Data Snooping
  8. International Asset Allocation With Regime Shifts
  9. Investor Sentiment and the Cross-Section of Stock Returns
  10. Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?

Their papers