Cover Image

The Effect of High-Speed Rail Connectivity on Capital Market Earnings Forecast Error: Evidence from the Chinese Stock Market

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Han, Shilong
Format:	Preprint
Published:	2025
Subjects:	General Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Market Efficiency and the Heterogeneous Impact of Financial Liberalization: Evidence from the Shanghai-Hong Kong Stock Connect
by: Liu, Jiaqi, et al.
Published: (2026)

Graph Signal Processing for Global Stock Market Realized Volatility Forecasting
by: Chi, Zhengyang, et al.
Published: (2024)

Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
by: Hirayama, Kenichi, et al.
Published: (2019)

Skewness Dispersion and Stock Market Returns
by: Babiak, Mykola, et al.
Published: (2026)

Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days
by: Chi, Zhengyang, et al.
Published: (2024)

Market-Based Probability of Stock Returns
by: Olkhov, Victor
Published: (2023)

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

Market-Based Variance of Market Portfolio and of Entire Market
by: Olkhov, Victor
Published: (2025)

The Market Effects of Algorithms
by: Raymond, Lindsey
Published: (2025)

Exploring the Interpretability of Forecasting Models for Energy Balancing Market
by: Våle, Oskar, et al.
Published: (2026)

Private Credit Markets Theory, Evidence, and Emerging Frontiers
by: Zou, Jiacheng
Published: (2026)

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers
by: Halperin, Igor
Published: (2025)

Empirical Study on the Factors Influencing Stock Market Volatility in China
by: Zhang, Jingchu
Published: (2025)

Nonlinear Evidence of Investor Heterogeneity: Retail Cash Flows as Drivers of Market Dynamics
by: Oh, Gabjin
Published: (2025)

Heterogeneous Beliefs Model of Stock Market Predictability
by: Park, Jiho
Published: (2024)

Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity
by: Du, Yimin, et al.
Published: (2025)

HODL Strategy or Fantasy? 480 Million Crypto Market Simulations and the Macro-Sentiment Effect
by: Zhang, Weikang, et al.
Published: (2025)

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

Analyst Reports and Stock Performance: Evidence from the Chinese Market
by: Liu, Rui, et al.
Published: (2024)

Market-Based Price Autocorrelation
by: Olkhov, Victor
Published: (2022)

Three-Currency HJM for Brazilian Credit Markets
by: Coelho, Raphael
Published: (2026)

Inefficiencies of Carbon Trading Markets
by: Borri, Nicola, et al.
Published: (2024)

Market-Based "Actual" Returns of Investors
by: Olkhov, Victor
Published: (2023)

What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts
by: Chen, Shuaiyu, et al.
Published: (2024)

Optimizing Sales Forecasts through Automated Integration of Market Indicators
by: Döring, Lina, et al.
Published: (2024)

Fiduciary Duty in the Municipal Bonds Market
by: Malakar, Baridhi
Published: (2024)

Capital Structure Adjustment Speed and Expected Returns: Examination of Information Asymmetry as a Moderating Role
by: Taherinia, Masoud, et al.
Published: (2024)

Forecasting Future Language: Context Design for Mention Markets
by: Kim, Sumin, et al.
Published: (2026)

Autonomous Market Intelligence: Agentic AI Nowcasting Predicts Stock Returns
by: Chen, Zefeng, et al.
Published: (2026)

Information Asymmetry Index: The View of Market Analysts
by: Decourt, Roberto Frota, et al.
Published: (2024)

Proofs for the New Definitions in Financial Markets
by: Aras, Atilla
Published: (2023)

On the Characteristics of the Free Market in a Cooperative Society
by: Agbeko, Norbert
Published: (2015)

Retail Market Analysis
by: Yuan, Ke, et al.
Published: (2025)

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

Momentum and Capital Structure in the Australian Stock Market
by: Quy Duong Le
Published: (2025)

Market Beliefs about Open vs. Closed AI
by: Björkegren, Daniel
Published: (2025)

A Prior-Predictive Monte Carlo Framework for Pricing Complex Data Products in Data-Poor Markets
by: Siemiatkowski, Adam L., et al.
Published: (2026)

Cryptocurrencies and Interest Rates: Inferring Yield Curves in a Bondless Market
by: Bergault, Philippe, et al.
Published: (2025)

Equilibrium Liquidity and Risk Offsetting in Decentralised Markets
by: Drissi, Fayçal, et al.
Published: (2025)

Modelling Financial Market Imperfection Using Open Quantum Systems
by: Hicks, Will
Published: (2025)