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In the current stock market, machine learning based investment robots are widely applied to predict stock price movement. This work studies predicting the stock price movement on the next day just after the release of the annual reports of enterprises, which is different from the scenarios of rela...
This paper examines the effect of CSI300 Index additions on stock price crash risk. To alleviate endogeneity concern,we use those stocks selected as backups for the stocks newly included in CSI300 Index as the control group and conduct a difference-in-differences analysis. We find that,compared...