| 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 | 1047 | 2014 |
| 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 | 1039 | 2015 |
| Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies J Tu, G Zhou Journal of Financial Economics 99 (1), 204-215, 2011 | 569 | 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 | 501 | 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 | 143 | 2004 |
| Is regime switching in stock returns important in portfolio decisions? J Tu Management Science 56 (7), 1198-1215, 2010 | 138 | 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 | 116 | 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 | 108 | 2010 |
| Industry return predictability: A machine learning approach D Rapach, JK Strauss, J Tu, G Zhou SSRN 1 (3), 9-18, 2019 | 86 | 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 | 72 | 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 | 61 | 2017 |
| Industry interdependencies and cross-industry return predictability DE Rapach, J Strauss, J Tu, G Zhou | 51 | 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 | 49 | 2019 |
| Forecasting government bond risk premia using technical indicators J Goh, F Jiang, J Tu, G Zhou 25th Australasian Finance and Banking Conference, 2012 | 46 | 2012 |
| How predictable is the Chinese stock market? F Jiang Singapore Management University (Singapore), 2011 | 41 | 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 | 37 | 2014 |
| Out-of-sample industry return predictability: evidence from a large number of predictors DE Rapach, JK Strauss, J Tu, G Zhou | 32 | 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 | 28 | 2012 |
| Investor sentiment and paradigm shifts in equity return forecasting L Chu, XZ He, K Li, J Tu Management Science 68 (6), 4301-4325, 2022 | 17 | 2022 |
| Out-of-sample equity premium prediction: Fundamental vs. technical analysis CJ Neely, DE Rapach, J Tu, G Zhou Unpublished working paper, Washington University in St. Louis, 2010 | 17 | 2010 |
Guofu ZhouWashington University in St. Louis在 wustl.edu 的电子邮件经过验证
