Image de couverture de livre

Digital Transformation and Corporate Financial Asset Allocation: Evidence from China

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Guo, Yundan, Liang, Han, Shen, Li
Format:	Preprint
Publié:	2025
Sujets:	General Finance
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Auditing Asset-Specific Preferences in Financial Large Language Models: Evidence from Bitcoin Representations and Portfolio Allocation
par: Wu, Wenbin
Publié: (2026)

A Geometric Approach To Asset Allocation With Investor Views
par: Antonov, Alexandre V., et autres
Publié: (2024)

The Role of Deep Learning in Financial Asset Management: A Systematic Review
par: Reis, Pedro, et autres
Publié: (2025)

How Digital Asset Treasury Companies Can Survive Bear Markets: The Case of the Strategy and Bitcoin
par: Wen, Hongzhe
Publié: (2025)

High-Throughput Asset Pricing
par: Chen, Andrew Y., et autres
Publié: (2023)

Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity
par: Du, Yimin, et autres
Publié: (2025)

Homeownership as Life Cycle Goldmine: Evidence from Macrohistory
par: Bai, Yang, et autres
Publié: (2025)

Market Efficiency and the Heterogeneous Impact of Financial Liberalization: Evidence from the Shanghai-Hong Kong Stock Connect
par: Liu, Jiaqi, et autres
Publié: (2026)

Cryptocurrency as an Investable Asset Class: Coming of Age
par: Borri, Nicola, et autres
Publié: (2025)

Empirical Evidence for the New Definitions in Financial Markets and Equity Premium Puzzle
par: Aras, Atilla
Publié: (2023)

The Impact of Bitcoin ETF Approval on Bitcoin's Hedging Properties Against Traditional Assets
par: Hong, Yihan, et autres
Publié: (2025)

ESG Integration into Corporate Strategy Value Realization
par: Xiao, Li
Publié: (2025)

Innovative Financing Solutions: A Transformative Driver for Financial Performance of Businesses in Morocco
par: Badrane, Nohayla, et autres
Publié: (2025)

Liquidity Jump, Liquidity Diffusion, and Treatment on Wash Trading of Crypto Assets
par: Deng, Qi, et autres
Publié: (2024)

A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments
par: Saidd, Nabeel Ahmad
Publié: (2026)

Attribution Locus and the Timeliness of Long-lived Asset Write-downs
par: Chang, Yao-Lin, et autres
Publié: (2025)

The Impact of Financial Literacy, Social Capital, and Financial Technology on Financial Inclusion of Indonesian Students
par: Thomas, Gen Norman, et autres
Publié: (2024)

The Promise and Peril of Generative AI: Evidence from GPT as Sell-Side Analysts
par: Li, Edward, et autres
Publié: (2024)

FinAI-BERT: A Transformer-Based Model for Sentence-Level Detection of AI Disclosures in Financial Reports
par: Zafar, Muhammad Bilal
Publié: (2025)

Detecting Consumers' Financial Vulnerability using Open Banking Data: Evidence from UK Payday Loans
par: Medina-Olivares, Victor, et autres
Publié: (2023)

Corporate transparency and the disposition effect
par: Chen, Siliu, et autres
Publié: (2026)

The Effect of High-Speed Rail Connectivity on Capital Market Earnings Forecast Error: Evidence from the Chinese Stock Market
par: Han, Shilong
Publié: (2025)

Three Remarks On Asset Pricing
par: Olkhov, Victor
Publié: (2021)

Tuning in to Frequencies: How Global Assets Align with U.S. Put-Call Parity Residuals
par: Shin, Useong
Publié: (2026)

The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States
par: Ren, Fei, et autres
Publié: (2026)

Transforming Investment Strategies and Strategic Decision-Making: Unveiling a Novel Methodology for Enhanced Performance and Risk Management in Financial Markets
par: Tian, Tian, et autres
Publié: (2024)

SoK: Stablecoins for Digital Transformation -- Design, Metrics, and Application with Real World Asset Tokenization as a Case Study
par: Zhang, Luyao
Publié: (2025)

Rational Bubbles Attached to Real Assets
par: Hirano, Tomohiro, et autres
Publié: (2024)

Tax Policy Handbook for Crypto Assets
par: Misra, Arindam
Publié: (2024)

Market-Based Asset Price Probability
par: Olkhov, Victor
Publié: (2022)

Testing Business Cycle Theories: Evidence from the Great Recession
par: Li, Bo
Publié: (2024)

Common Idiosyncratic Quantile Factors and Asset Prices
par: Barunik, Jozef, et autres
Publié: (2022)

From fair price to fair volatility: Towards an Efficiency-Consistent Definition of Financial Risk
par: Bianchi, Sergio, et autres
Publié: (2025)

Corporate Finance in the Age of Fintech: Scenarios and Challenges
par: Borri, Nicola
Publié: (2025)

Diagram-to-Circuit QNLP for Financial Sentiment Analysis
par: Sakuma, Takayuki
Publié: (2025)

The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets
par: Shin, Useong
Publié: (2026)

Dynamic Evolution of Corporate Emissions Determinants
par: Kapetanios, George, et autres
Publié: (2026)

Machine Learning Classification and Portfolio Allocation: with Implications from Machine Uncertainty
par: Bai, Yang, et autres
Publié: (2021)

Proofs for the New Definitions in Financial Markets
par: Aras, Atilla
Publié: (2023)

AI Agents in Financial Markets: Architecture, Applications, and Systemic Implications
par: Gong, Hui
Publié: (2026)