Research on information fusion of security analysts' stock recommendations based on two-dimensional DS evidence theory

Z Li, W Zhu, Y Wu, Z Wu - The North American Journal of Economics and …, 2024 - Elsevier
Security analysts play a vital role as an information intermediary in the stock market. Their
stock recommendations are important references for investors. The efficiency of investment …

Follow the smart money: Factor forecasting in China

Q Chen, Y Chi, X Qiao - Pacific-Basin Finance Journal, 2020 - Elsevier
We present novel evidence of factor timing in the Chinese stock market. Actively managed
Chinese stock mutual funds have larger exposure to the size factor when it performs well …