The release of DeepSeek R1 as a market signal: an event study across Chinese and US AI stocks
Zannella, Piergiorgio (A.A. 2024/2025) The release of DeepSeek R1 as a market signal: an event study across Chinese and US AI stocks. Tesi di Laurea in Computational finance, Luiss Guido Carli, relatore Nicola Borri, pp. 47. [Bachelor's Degree Thesis]
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Abstract/Index
Literature review. Efficient market hypothesis and event studies. AI industry evolution and competitive landscape. DeepSeek R1 release in context. Data and methodology. Event identification and timeline. Sample selection. Data sources and procedures. Econometric models, estimation window & test statistics. Descriptive analysis. Pre-event market overview: AI equity performance and volatility context (jan 2023- jan 2025). Preliminary diagnostics on benchmark indexes: Nasdaq and HSTECH. Log-return around the event. Single-stock assessment. Aggregate-market assessment. Sectors breakdown. Cross-comparison tests.
References
Bibliografia: pp. 40-41.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Management and Computer Science, English language (L-18) |
| Chair: | Computational finance |
| Thesis Supervisor: | Borri, Nicola |
| Academic Year: | 2024/2025 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 09 Dec 2025 14:23 |
| Last Modified: | 09 Dec 2025 14:23 |
| URI: | https://tesi.luiss.it/id/eprint/44319 |
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