This study uses complex network analysis to investigate global stock market comovement during the black swan event of the Coronavirus Disease 2019 (COVID-19) pandemic. We propose a novel method for calculating stock price index correlations based on open-high-low-close (OHLC) data. More intraday...

Forecasting stock returns is extremely challenging in general, and this task becomes even more difficult given the turbulent nature of the Chinese stock market. We address the stock selection process as a statistical learning problem and build cross-sectional forecast models to select individual...