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Corporate Fundamentals and Stock Price Co-Movement [PDF]

open access: yesarXiv
We introduce an innovative framework that leverages advanced big data techniques to analyze dynamic co-movement between stocks and their underlying fundamentals using high-frequency stock market data. Our method identifies leading co-movement stocks through four distinct regression models: Forecast Error Variance Decomposition, transaction volume ...
arxiv  

Corporate Financial Distress Prediction: Based on Multi-source Data and Feature Selection [PDF]

open access: yesarXiv
The advent of the era of big data provides new ideas for financial distress prediction. In order to evaluate the financial status of listed companies more accurately, this study establishes a financial distress prediction indicator system based on multi-source data by integrating three data sources: the company's internal management, the external ...
arxiv  

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