Personal Profile

Assistant Professor at Shenzhen University WeBank Institute of FinTech, Shenzhen Audencia Financial Technology Institute, Shenzhen University. Ph.D. in Finance from Singapore Management University. Research interests include theoretical and empirical asset pricing, portfolio management, behavioral finance, and FinTech.

Education Experience

2014-2019: Ph.D. in Finance, Lee Kong Chian School of Business, Singapore Management University

2009-2010: M.Sc. in Statistics, Faculty of Science, National University of Singapore

2005-2009: B.Sc. in Mathematics and Applied Mathematics, Special Class for the Gifted Young, University of Science and Technology of China

Research Interests

Theoretical and empirical asset pricing, portfolio management, behavioral finance, FinTech.

Work Experience

2019-Present: Assistant Professor, Shenzhen University WeBank Institute of FinTech, Shenzhen Audencia Financial Technology Institute, Shenzhen University

2011-2014: Research Assistant, Life Science Institute, National University of Singapore

Publications

Duan, X.; Guo, L.; Li F.W.; Tu, J. Do factor models capture both sentiment and limited attention? Journal of Economic Dynamics and Control, 2025(181): 105203.

Chu, L.; Duan, X.; Tu, J.; Wang, L. Media Climate Change Concern and Stock Returns. Financial Management, 2025, online.

Zhu, Z., Duan, X., Sun, L. and Tu, J. (2019). Momentum and Reversal: The Role of Short Selling. Journal of Economic Dynamics and Control, 2019(104): 95-110.

Zhu, Z., Duan, X., & Tu, J. Relative Strength over Investment Horizons and Stock Returns. Journal of Portfolio Management 2019(46): 91-105.

Zhu, Z., Duan, X., & Tu, J. The Trend in Short Selling and the Cross Section of Stock Returns. Annals of Economics and Finance 2019(20): 565-586.