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Using the baidu index to predict chinese housing price and volume - a survey-based keyword selection approach

datacite.subject.fosCiências Sociais::Economia e Gestãopt_PT
dc.contributor.advisorFranco, Sofia
dc.contributor.authorQuanxing, Zhang
dc.date.accessioned2019-05-22T13:35:43Z
dc.date.available2019-05-22T13:35:43Z
dc.date.issued2019-01-15
dc.description.abstractThe paper uses a survey-based keyword selection approach to examine the effect of the Baidu Index on Chinese real estate trends. After obtaining weights from 546 questionnaires to composite the indexes, I find that in the transaction volume model with the survey-based indexes, the adjusted R2 increases by 8.240 percentage points compared to the baseline model. Such improvement also exists in a forecasting test, reducing the Mean Absolute Error by 2.931 percent and the Mean Squared Error by 5.079 percent. The paper further contributes to the keyword selection method and the model by exploiting an up-to-date dataset.pt_PT
dc.identifier.tid202226964pt_PT
dc.identifier.urihttp://hdl.handle.net/10362/70406
dc.language.isoengpt_PT
dc.subjectBaidu indexpt_PT
dc.subjectHousing price and volumept_PT
dc.subjectKeyword selectionpt_PT
dc.subjectSurvey approachpt_PT
dc.titleUsing the baidu index to predict chinese housing price and volume - a survey-based keyword selection approachpt_PT
dc.typemaster thesis
dspace.entity.typePublication
rcaap.rightsopenAccesspt_PT
rcaap.typemasterThesispt_PT
thesis.degree.nameA Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economicspt_PT

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