Information Efficiency,

Large Language Models and Return Prediction in China

We examine whether large language models (LLMs) can extract contextualized representation of Chinese news articles and predict stock returns. The LLMs we examine include BERT, RoBERTa, FinBERT, Baichuan, ChatGLM and their ensemble model. We find that …

Retail and Institutional Investor Trading Behaviors: Evidence from China

We study two important questions regarding trading dynamics in China. How do retail and institutional investors trade, and what are the underlying factors for these behaviors? Different from the United States, China's stock market has two prominent …