This study applies machine learning models to explore the predictive power of ten categories of financial indicators in Chinese stock market. Meanwhile, we assess whether influential financial indicators cluster into specific categories that hold greater importance for stock return prediction....

AbstractThis paper examines the effect of national team intervention, a direct financial intervention in the Chinese stock market, on overinvestment among Chinese energy firms. We argue that the choice of the national team as an information release in the stock market can become a decision basis...