Sökning: "Bao Liu"

Hittade 2 uppsatser innehållade orden Bao Liu.

  1. 1. Empirical Asset Pricing via Machine Learning - Evidence from the Chinese stock market

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Bao Liu; Chuyue Huan; [2023]
    Nyckelord :Machine learning; Asset pricing model; Chinese stock market;

    Sammanfattning : This thesis builds upon existing research on the application of machine learning in asset pricing in the US and European stock markets, by incorporating unique predictive indicators specific to the Chinese stock market, to explore whether machine learning can also be successfully applied in the Chinese stock market. Empirical results show that machine learning models outperform OLS significantly in predicting A-share returns, and this conclusion also applies to different portfolios we have constructed. LÄS MER

  2. 2. Strategic Changes in the Post-succession Process in a Family Business : A Case Study through the Lens of Sensemaking

    Master-uppsats, Linköpings universitet/Företagsekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Xinyi Bao; Yixin Zhao; [2022]
    Nyckelord :Strategic change; sensemaking; sensegiving; post-succession process; family business; sensehiding;

    Sammanfattning : Background: Succession is not only a significant moment but also a major challenge for a family business’s life. The new CEO’s performances can play a critical role in the post-succession process, which consists of a series of strategic changes. LÄS MER