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Predicting Stock Price Movement after Disclosure of Corporate Annual Reports: A Case Study of 2021 China CSI 300 Stocks
We conclude that according to the financial indicators based on the just-released annual report of the company, the predictability of the stock price movement on the second day after disclosure is weak, with maximum accuracy about 59. 6% and maximum precision about 0. 56 on our test set by the random forest classifier, and the stock filtering does not improve the performance.
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