TU Jun
Full-time Faculty
Associate Professor of Finance
Lee Kong Chian School of Business
LKCSB
Home Page
Education
| 2004 | Ph.D., Finance, Olin School of Business, Washington University |
| 2001 | M.S.B.A., Finance, Olin School of Business, Washington University |
Current Position(s) Held
| 2012 - Now | Associate Professor of Finance Lee Kong Chian School of Business, Singapore Management University |
| 2004 - 2012 | Assistant Professor of Finance Lee Kong Chian School of Business, Singapore Management University |
Awards, Recognition and Honors
-
The ASX Prize at the 28th Australasian Finance and Banking Conference, 2015
-
The Best Paper Award in Investments at the 2015 FMA European Conference, 2015
-
Sing Lun Fellowship, 2011-2012
- The TCFA Best Paper award in Investment, 2010
- Pacific Basin Finance Journal Prize (First Prize), July 2006
- Lee Foundation Fellowship for Research Excellence at SMU, 2005 - 2006
- Research Assistantship, Washington University in St. Louis , 2002 - 2003
Research Interests
- Behavioural Finance
- Empirical Asset Pricing
- Fintech
- Corporate Finance
- Big Data and Machine Learning
- Textual Analysis
Selected Journal Articles (Refereed)
- “Robust Measures of Earnings Surprises” by Jun Tu, Chin-Han Chiang, Wei Dai, Jianqing Fan and Harrison Hong, Forthcoming at the Journal of Finance
- "Investor Sentiment Aligned: A Powerful Predictor of Stock Returns" by Jun Tu, Dashan Huang, Fuwei Jiang and Guofu Zhou, Review of Financial Studies 28 (3), 2015, 791-837
- "Forecasting the Equity Risk Premium: The Role of Technical Indicators" by Jun Tu , Christopher J. Neely, David E. Rapach and Guofu Zhou, Management Science 60(7), 2014, 1772-1791
- "Markowitz Meets Talmud: A Combination of Sophisticated and Naive Diversification Strategies'' by Jun Tu and Guofu ZHOU, 01/2011, Journal of Financial Economics 99, 204-215
- "Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice Under Parameter Uncertainty” by Jun TU and Guofu ZHOU, 08/2010, Journal of Financial and Quantitative Analysis, 45 (4), 959 - 986.
- "Is Regime Switching in Stock Returns Important in Portfolio Decisions?'', by Jun TU, 07/2010, 56, Management Science, 1198-1215.
- "Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation", by Yongmiao HONG, Jun TU, and Guofu ZHOU, 09/2007 , 20 , 5, Review of Financial Studies, 1547-1581
- "Data-Generating Process Uncertainty: What Difference Does It Make in Portfolio Decisions?", by Jun TU and Guofu ZHOU, 2004 , 72 , Journal of Financial Economics, 385-421
Professional Services
- Associate Editor, Journal of Economic Dynamics and Control, 2018 - present
- Associate Editor, Emerging Markets Finance and Trade, 2015 - present
Research Advisor/ Co-research Advisor to
- BIAN Xueying, PhD in Economics
- WANG Luying, PhD in Business (Finance)
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Dropbox has revolutionized digital collaboration and file management, enabling seamless teamwork and secure access to information; its strengths lie in intuitive user experience, robust security, and continuous innovation in productivity and integration capabilities.
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Dropbox has revolutionized digital collaboration and file management, enabling seamless teamwork and secure access to information; its strengths lie in intuitive user experience, robust security, and continuous innovation in productivity and integration capabilities.
Focused research areas include Enhancing cloud-based collaboration, optimizing file synchronization algorithms, improving data security and privacy, and developing innovative productivity features for remote and hybrid work environments.
Areas of Expertise
Behavioral FinanceEmpirical Asset PricingFinTechCorporate FinanceMedia and Asset markets
Latest Publications
Showing up to 6 latest publications from the past 5 years.
- M Huang, H Jiang, Z Ning, J TuChina Finance Review International 16 (1), 97-124, 2026
- X Chen, Z Chen, J Tu, L Wang, L WangJournal of Economic Dynamics and Control, 105286, 2026
- X Duan, L Guo, FW Li, J TuJournal of Economic Dynamics and Control, 105203, 2025
- Z Jiang, J Tu, L ZhangAvailable at SSRN 5583481, 2025
- L Chu, X Duan, J Tu, L WangFinancial Management, 2025
- H Bu, W Tang, J Tu, J Wang, S WangAvailable at SSRN 5125816, 2024
This highlights are AI-generated content using the faculty's CV.
Home Page
Education
| 2004 | Ph.D., Finance, Olin School of Business, Washington University |
| 2001 | M.S.B.A., Finance, Olin School of Business, Washington University |
Current Position(s) Held
| 2012 - Now | Associate Professor of Finance Lee Kong Chian School of Business, Singapore Management University |
| 2004 - 2012 | Assistant Professor of Finance Lee Kong Chian School of Business, Singapore Management University |
Awards, Recognition and Honors
-
The ASX Prize at the 28th Australasian Finance and Banking Conference, 2015
-
The Best Paper Award in Investments at the 2015 FMA European Conference, 2015
-
Sing Lun Fellowship, 2011-2012
- The TCFA Best Paper award in Investment, 2010
- Pacific Basin Finance Journal Prize (First Prize), July 2006
- Lee Foundation Fellowship for Research Excellence at SMU, 2005 - 2006
- Research Assistantship, Washington University in St. Louis , 2002 - 2003
Research Interests
- Behavioural Finance
- Empirical Asset Pricing
- Fintech
- Corporate Finance
- Big Data and Machine Learning
- Textual Analysis
Selected Journal Articles (Refereed)
- “Robust Measures of Earnings Surprises” by Jun Tu, Chin-Han Chiang, Wei Dai, Jianqing Fan and Harrison Hong, Forthcoming at the Journal of Finance
- "Investor Sentiment Aligned: A Powerful Predictor of Stock Returns" by Jun Tu, Dashan Huang, Fuwei Jiang and Guofu Zhou, Review of Financial Studies 28 (3), 2015, 791-837
- "Forecasting the Equity Risk Premium: The Role of Technical Indicators" by Jun Tu , Christopher J. Neely, David E. Rapach and Guofu Zhou, Management Science 60(7), 2014, 1772-1791
- "Markowitz Meets Talmud: A Combination of Sophisticated and Naive Diversification Strategies'' by Jun Tu and Guofu ZHOU, 01/2011, Journal of Financial Economics 99, 204-215
- "Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice Under Parameter Uncertainty” by Jun TU and Guofu ZHOU, 08/2010, Journal of Financial and Quantitative Analysis, 45 (4), 959 - 986.
- "Is Regime Switching in Stock Returns Important in Portfolio Decisions?'', by Jun TU, 07/2010, 56, Management Science, 1198-1215.
- "Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation", by Yongmiao HONG, Jun TU, and Guofu ZHOU, 09/2007 , 20 , 5, Review of Financial Studies, 1547-1581
- "Data-Generating Process Uncertainty: What Difference Does It Make in Portfolio Decisions?", by Jun TU and Guofu ZHOU, 2004 , 72 , Journal of Financial Economics, 385-421
Professional Services
- Associate Editor, Journal of Economic Dynamics and Control, 2018 - present
- Associate Editor, Emerging Markets Finance and Trade, 2015 - present
Research Advisor/ Co-research Advisor to
- BIAN Xueying, PhD in Economics
- WANG Luying, PhD in Business (Finance)