Faculty Profile

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Education

Current Position(s) Held

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)

1. “Robust Measures of Earnings Surprises” by Jun Tu, Chin-Han Chiang, Wei Dai, Jianqing Fan and Harrison Hong, Forthcoming at the Journal of Finance
2. "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
3. "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
4. "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
5. "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.
6. "Is Regime Switching in Stock Returns Important in Portfolio Decisions?'', by Jun TU, 07/2010,  56,  Management Science, 1198-1215.
7. "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
8. "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)
• CAI Ying, (ying.cai.2017[at]ckdba.smu.edu.sg), CKGSB-SMU DBA
• SHOU Xinglin, (xinglinshou.2021[at]dba.smu.edu.sg), SMU-ZJU DBA(A&F)