A data-driven deep learning approach incorporating investor sentiment and government interventions to predict post-crash stock return in China's A-share market
Global financial markets frequently experience extreme volatility, which poses significant challenges in forecasting stock returns, particularly following market crashes. Traditional models often falter under these conditions due to heightened investor sentiment and strong regulatory interventions....
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-05-01
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| Series: | Journal of Innovation & Knowledge |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2444569X2500054X |
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