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Department
Département
Finance
Research areas
Domaine de recherche
Empirical Asset Pricing
Behavioral Finance
FinTech
Diplomas
PhD in Finance
Singapore Management University, Singapore
(2019)
M.S in Statistics
National University of Singapore, Singapore
(2010)
B.S. in Mathematics and Applied Mathematics
University of Science and Technology of China, Hefei Shi
(2009)
Experiences
Research Assistant, Life Sciences Institute
National University of Singapore
2011 - 2014
Publications
Published
ZHU Z., DUAN X., TU Jun, (2019). The Trend in Short Selling and the Cross Section of Stock Returns.
Annals of Economics and Finance, 20 (2), 565-586
ZHU Z., DUAN X., Sun L., Tu J., (2019). Momentum and reversal: The role of short selling.
Journal of Economic Dynamics and Control, 104 (July 2019), 95-110
ZHU Z., DUAN X., Tu J., (2019). Relative Strength over Investment Horizons and Stock Returns.
Journal of Portfolio Management, 46 (1), 91-105