Anthony H. Tu

457 total citations
19 papers, 321 citations indexed

About

Anthony H. Tu is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Anthony H. Tu has authored 19 papers receiving a total of 321 indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Finance, 12 papers in Economics and Econometrics and 4 papers in Accounting. Recurrent topics in Anthony H. Tu's work include Market Dynamics and Volatility (11 papers), Financial Risk and Volatility Modeling (9 papers) and Financial Markets and Investment Strategies (6 papers). Anthony H. Tu is often cited by papers focused on Market Dynamics and Volatility (11 papers), Financial Risk and Volatility Modeling (9 papers) and Financial Markets and Investment Strategies (6 papers). Anthony H. Tu collaborates with scholars based in Taiwan, China and Germany. Anthony H. Tu's co-authors include Yong Zeng, Qingfu Liu, Cathy Yi‐Hsuan Chen, Woon K. Wong, Mingchun Wang and Yi‐Wen Chen and has published in prestigious journals such as Energy Economics, Finance research letters and Journal of Empirical Finance.

In The Last Decade

Anthony H. Tu

18 papers receiving 297 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Anthony H. Tu Taiwan 8 253 233 138 40 20 19 321
Theodore Simos Greece 7 364 1.4× 296 1.3× 147 1.1× 25 0.6× 12 0.6× 22 418
Paolo Zagaglia Italy 9 182 0.7× 122 0.5× 108 0.8× 34 0.8× 18 0.9× 38 237
Björn van Roye Germany 8 272 1.1× 150 0.6× 227 1.6× 22 0.6× 10 0.5× 14 332
Jérôme Lahaye United States 7 258 1.0× 293 1.3× 134 1.0× 13 0.3× 14 0.7× 12 339
Sofiane Aboura France 9 275 1.1× 165 0.7× 88 0.6× 33 0.8× 30 1.5× 38 321
Efthymios Pavlidis United Kingdom 9 264 1.0× 159 0.7× 117 0.8× 41 1.0× 12 0.6× 25 295
Meredith Beechey Sweden 12 319 1.3× 257 1.1× 384 2.8× 18 0.5× 30 1.5× 19 453
Manuel M. F. Martins Portugal 11 317 1.3× 206 0.9× 254 1.8× 19 0.5× 22 1.1× 29 424
Xisong Jin Luxembourg 9 249 1.0× 236 1.0× 75 0.5× 33 0.8× 12 0.6× 15 327
Mete Kılıç United States 7 220 0.9× 221 0.9× 95 0.7× 37 0.9× 25 1.3× 15 304

Countries citing papers authored by Anthony H. Tu

Since Specialization
Citations

This map shows the geographic impact of Anthony H. Tu's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Anthony H. Tu with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Anthony H. Tu more than expected).

Fields of papers citing papers by Anthony H. Tu

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Anthony H. Tu. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Anthony H. Tu. The network helps show where Anthony H. Tu may publish in the future.

Co-authorship network of co-authors of Anthony H. Tu

This figure shows the co-authorship network connecting the top 25 collaborators of Anthony H. Tu. A scholar is included among the top collaborators of Anthony H. Tu based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Anthony H. Tu. Anthony H. Tu is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

19 of 19 papers shown
1.
Tu, Anthony H., et al.. (2022). Religiosity and sovereign credit quality. Journal of Empirical Finance. 68. 84–103. 3 indexed citations
2.
Tu, Anthony H., et al.. (2022). DOES CULTURE EXPLAIN THE HIGH PRIVATE SAVING BEHAVIOR IN EAST ASIAN COUNTRIES? FURTHER EVIDENCE. The Singapore Economic Review. 68(2). 413–456.
3.
Tu, Anthony H., et al.. (2021). Stock market synchronization and institutional distance. Finance research letters. 42. 101934–101934. 8 indexed citations
4.
Chen, Yi‐Wen, et al.. (2019). Regime-Switching Processes and Mean-Reverting Volatility Models in Value-at-Risk Estimation: Evidence from the Taiwan Stock Index. Emerging Markets Finance and Trade. 56(12). 2693–2710. 4 indexed citations
5.
Tu, Anthony H. & Cathy Yi‐Hsuan Chen. (2017). A factor-based approach of bond portfolio value-at-risk: The informational roles of macroeconomic and financial stress factors. Journal of Empirical Finance. 45. 243–268. 7 indexed citations
6.
Tu, Anthony H., et al.. (2017). Does the early bird catch the worm? The information content of Taiwan’s index option trading in the early 15-min pre-opening session. The North American Journal of Economics and Finance. 41. 168–189. 2 indexed citations
7.
Tu, Anthony H., et al.. (2015). Market uncertainty, expected volatility and the mispricing of S&P 500 index futures. Journal of Empirical Finance. 35. 78–98. 15 indexed citations
8.
Tu, Anthony H., et al.. (2014). Dynamic linkages between Asian stock prices and exchange rates: new evidence from causality in quantiles. Applied Economics. 46(11). 1184–1201. 47 indexed citations
9.
Tu, Anthony H., et al.. (2013). Estimating hedged portfolio value-at-risk using the conditional copula: An illustration of model risk. International Review of Economics & Finance. 27. 514–528. 24 indexed citations
10.
Liu, Qingfu & Anthony H. Tu. (2012). Jump spillovers in energy futures markets: Implications for diversification benefits. Energy Economics. 34(5). 1447–1464. 16 indexed citations
11.
Tu, Anthony H., et al.. (2011). The Effects of 'Fear' on Volatility-Trading Volume Relationship: Evidence from Taiwan's Markets during the Financial Tsunami. 2(3). 302–325. 2 indexed citations
12.
Tu, Anthony H., et al.. (2009). Default correlation at the sovereign level: evidence from some Latin American markets. Applied Economics. 43(11). 1399–1411. 14 indexed citations
13.
Wong, Woon K. & Anthony H. Tu. (2008). Market imperfections and the information content of implied and realized volatility. Pacific-Basin Finance Journal. 17(1). 58–79. 2 indexed citations
14.
Wong, Woon K., et al.. (2008). Are magnet effects caused by uninformed traders? Evidence from Taiwan Stock Exchange. Pacific-Basin Finance Journal. 17(1). 28–40. 5 indexed citations
15.
Tu, Anthony H., et al.. (2007). Dependence structure between the credit default swap return and the kurtosis of the equity return distribution: Evidence from Japan. Journal of International Financial Markets Institutions and Money. 18(3). 259–271. 3 indexed citations
16.
Tu, Anthony H. & Mingchun Wang. (2005). The innovations of e-mini contracts and futures price volatility components: The empirical investigation of S&P 500 stock index futures. Journal of International Financial Markets Institutions and Money. 17(2). 198–211. 4 indexed citations
17.
Tu, Anthony H.. (2003). The Shift of Weekend Effects in Taiwan's Equity Index Return: Index Futures Listings or Other Alternative Explanations. Review of Pacific Basin Financial Markets and Policies. 6(4). 549–572. 3 indexed citations
18.
Tu, Anthony H., et al.. (2000). A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis. Journal of Multinational Financial Management. 10(3-4). 345–365. 144 indexed citations
19.
Tu, Anthony H., et al.. (2000). Bank Market Structure and Performance in Taiwan Before and After the 1991 Liberalization. Review of Pacific Basin Financial Markets and Policies. 3(4). 475–490. 18 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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