| Investor sentiment aligned: A powerful predictor of stock returns D Huang, F Jiang, J Tu, G Zhou The review of financial studies 28 (3), 791-837, 2015 | 1340 | 2015 |
| Forecasting the equity risk premium: the role of technical indicators CJ Neely, DE Rapach, J Tu, G Zhou Management science 60 (7), 1772-1791, 2014 | 1292 | 2014 |
| Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies J Tu, G Zhou Journal of financial economics 99 (1), 204-215, 2011 | 638 | 2011 |
| Asymmetries in stock returns: Statistical tests and economic evaluation Y Hong, J Tu, G Zhou The Review of Financial Studies 20 (5), 1547-1581, 2007 | 533 | 2007 |
| Data-generating process uncertainty: What difference does it make in portfolio decisions? J Tu, G Zhou Journal of Financial Economics 72 (2), 385-421, 2004 | 154 | 2004 |
| Is regime switching in stock returns important in portfolio decisions? J Tu Management Science 56 (7), 1198-1215, 2010 | 152 | 2010 |
| Textual analysis and machine leaning: Crack unstructured data in finance and accounting L Guo, F Shi, J Tu The Journal of Finance and Data Science 2 (3), 153-170, 2016 | 144 | 2016 |
| Incorporating economic objectives into Bayesian priors: Portfolio choice under parameter uncertainty J Tu, G Zhou Journal of Financial and Quantitative Analysis 45 (4), 959-986, 2010 | 117 | 2010 |
| Industry return predictability: A machine learning approach DE Rapach, JK Strauss, J Tu, G Zhou The Journal of Financial Data Science 3, 9, 2019 | 107 | 2019 |
| Can US economic variables predict the Chinese stock market? JC Goh, F Jiang, J Tu, Y Wang Pacific-Basin Finance Journal 22, 69-87, 2013 | 81 | 2013 |
| International volatility risk and Chinese stock return predictability J Chen, F Jiang, Y Liu, J Tu Journal of International Money and Finance 70, 183-203, 2017 | 70 | 2017 |
| Industry interdependencies and cross-industry return predictability DE Rapach, J Strauss, J Tu, G Zhou | 59 | 2015 |
| Robust measures of earnings surprises C Chiang, W Dai, J Fan, H Hong, J Tu The Journal of Finance 74 (2), 943-983, 2019 | 56 | 2019 |
| Forecasting government bond risk premia using technical indicators J Goh, F Jiang, J Tu, G Zhou | 51 | 2013 |
| How predictable is the Chinese stock market? F Jiang Singapore Management University (Singapore), 2011 | 43 | 2011 |
| Forecasting stock returns in good and bad times: The role of market states D Huang, F Jiang, J Tu, G Zhou 27th Australasian Finance and Banking Conference, 2014 | 40 | 2014 |
| Investor sentiment and paradigm shifts in equity return forecasting L Chu, XZ He, K Li, J Tu Management Science 68 (6), 4301-4325, 2022 | 34 | 2022 |
| Out-of-sample industry return predictability: evidence from a large number of predictors DE Rapach, JK Strauss, J Tu, G Zhou | 33 | 2011 |
| Forecasting the equity risk premium: The role of technical indicators. Federal Reserve Bank of St CJ Neely, DE Rapach, J Tu, G Zhou Louis working paper, 2012 | 29 | 2012 |
| Oil price shocks and stock market anomalies Z Zhu, L Sun, J Tu, Q Ji Financial Management 51 (2), 573-612, 2022 | 24 | 2022 |
Guofu ZhouWashington University in St. LouisVerified email at wustl.edu
