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Excess stock returns and corporate environmental performance in China
Using unbalanced panel data on 3326 Chinese listed companies from 2014 to 2021, this study investigates the impact of corporate environmental...
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Short-Term Stock Performance of Health Care Companies in Times of Viral Epidemics and Pandemics
The spread of Coronavirus Disease 2019 significantly influenced the global economy. Companies from the health care industry could emerge as potential...
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Optimizing Stock Portfolio Performance with a Combined RG1-TOPSIS Model: Insights from the Chinese Market
Quantitative investment has gained popularity in the global financial market, and China is no exception. However, existing quantitative stock...
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Predicting the Brazilian Stock Market with Sentiment Analysis, Technical Indicators and Stock Prices: A Deep Learning Approach
Recent advances in Machine Learning and, especially, Deep Learning, have led to applications of these areas in different fields of knowledge, with...
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An Empirical Research on the Impact of ESG Performance on Chinese Stock Market
With the rapid growth and spread of ESG-related investment, governments have introduced various policies related to environmental protection and...
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Stock return prediction with multiple measures using neural network models
In the field of empirical asset pricing, the challenges of high dimensionality, non-linear relationships, and interaction effects have led to the...
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Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory
This study examines the influence of the sliding window in the LSTM model on its predictive performance in the stock market. The investigation...
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Increasing the Hong Kong Stock Market Predictability: A Temporal Convolutional Network Approach
Recently, a substantial body of literature in finance has implemented deep learning algorithms as predicting approaches. The principal merit of these...
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A hybrid model for stock price prediction based on multi-view heterogeneous data
Literature shows that both market data and financial media impact stock prices; however, using only one kind of data may lead to information bias....
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A Study on the Relationship Between ESG Performance and Stock Returns – Take A-share Listed Company Stocks as the Example
With the transition of the global economy to sustainable development, ESG investment has received wide attention and recognition from the capital...
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Top-flight European football teams and stock returns: market reactions to sporting events
We examine the link between the corporate events of football clubs and the trend of their stock returns using a proprietary database of roughly 2000...
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Deep Learning Model for Fusing Spatial and Temporal Data for Stock Market Prediction
One of the most significant challenges in stock market forecasting is that the majority of stock price analysis and prediction models based on...
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Do Green Bonds Improve the Stock and Environmental Performance of Energy Firms? International Evidence
Given that the global decarbonization of the energy sector entails huge amount of investment, green bonds have become an important tool and source of...
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Independent legal directors’ attitudes toward bank CEO stock option awards
This study examines whether independent legal directors have more conservative attitudes toward bank CEO stock option awards compared to other...
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Spillover effects of carbon, energy, and stock markets considering economic policy uncertainty
This paper uses a two-regime Markov-switching GARCH model to illustrate that the state-switching of returns in the EU carbon market and its...
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Monetary Policies and Business Performance: A Case Study of the Stock Exchange
This paper deals with an evaluation of the impact of monetary policy on the financial performance of enterprises. Using the sample data at 47...
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Statistical Evaluation of Deep Learning Models for Stock Return Forecasting
Artificial intelligence applications, including algorithmic training, portfolio allocation, and stock return forecasting in the financial industry,...
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Survey of feature selection and extraction techniques for stock market prediction
In stock market forecasting, the identification of critical features that affect the performance of machine learning (ML) models is crucial to...
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Forecasting Stock Indices: Stochastic and Artificial Neural Network Models
In recent years, there has been a bloom in the stock investors due to availability of various platforms that have provided an opportunity even for...
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The volatility mechanism and intelligent fusion forecast of new energy stock prices
The new energy industry is strongly supported by the state, and accurate forecasting of stock price can lead to better understanding of its...
