“我只是喜欢股票”:Reddit情绪在GameStop股价上涨中的作用

IF 2.6 Q2 BUSINESS, FINANCE
Suwan (Cheng) Long, Brian Lucey, Ying Xie, Larisa Yarovaya
{"title":"“我只是喜欢股票”:Reddit情绪在GameStop股价上涨中的作用","authors":"Suwan (Cheng) Long,&nbsp;Brian Lucey,&nbsp;Ying Xie,&nbsp;Larisa Yarovaya","doi":"10.1111/fire.12328","DOIUrl":null,"url":null,"abstract":"<p>This paper investigates the role played by the social media platform Reddit in the events around the GameStop (GME) share rally in early 2021. In particular, we analyze the impact of discussions on the r/WallStreetBets subreddit on the price dynamics of the American online retailer GameStop. We customize a sentiment analysis dictionary for Reddit platform users based on the Valence Aware Dictionary and Sentiment Reasoner (VADER) sentiment analysis package and perform textual analysis on 10.8 million comments. The analysis of the relationships between Reddit sentiments and 1-, 5-, 10-, and 30-min GameStop returns contribute to the growing body of literature on “meme stocks” and the impact of discussions on investment forums on intraday stock price movements.</p>","PeriodicalId":47617,"journal":{"name":"FINANCIAL REVIEW","volume":"58 1","pages":"19-37"},"PeriodicalIF":2.6000,"publicationDate":"2022-10-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/fire.12328","citationCount":"18","resultStr":"{\"title\":\"“I just like the stock”: The role of Reddit sentiment in the GameStop share rally\",\"authors\":\"Suwan (Cheng) Long,&nbsp;Brian Lucey,&nbsp;Ying Xie,&nbsp;Larisa Yarovaya\",\"doi\":\"10.1111/fire.12328\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>This paper investigates the role played by the social media platform Reddit in the events around the GameStop (GME) share rally in early 2021. In particular, we analyze the impact of discussions on the r/WallStreetBets subreddit on the price dynamics of the American online retailer GameStop. We customize a sentiment analysis dictionary for Reddit platform users based on the Valence Aware Dictionary and Sentiment Reasoner (VADER) sentiment analysis package and perform textual analysis on 10.8 million comments. The analysis of the relationships between Reddit sentiments and 1-, 5-, 10-, and 30-min GameStop returns contribute to the growing body of literature on “meme stocks” and the impact of discussions on investment forums on intraday stock price movements.</p>\",\"PeriodicalId\":47617,\"journal\":{\"name\":\"FINANCIAL REVIEW\",\"volume\":\"58 1\",\"pages\":\"19-37\"},\"PeriodicalIF\":2.6000,\"publicationDate\":\"2022-10-26\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://onlinelibrary.wiley.com/doi/epdf/10.1111/fire.12328\",\"citationCount\":\"18\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"FINANCIAL REVIEW\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://onlinelibrary.wiley.com/doi/10.1111/fire.12328\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"FINANCIAL REVIEW","FirstCategoryId":"1085","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1111/fire.12328","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
引用次数: 18

摘要

本文调查了社交媒体平台Reddit在2021年初GameStop(GME)股价上涨事件中所扮演的角色。特别是,我们分析了r/WallStreetBets子版块reddit上的讨论对美国在线零售商GameStop价格动态的影响。我们基于Valence Aware dictionary和sentiment Reasoner(VADER)情绪分析包为Reddit平台用户定制了一个情绪分析词典,并对1080万条评论进行了文本分析。对Reddit情绪与1分钟、5分钟、10分钟和30分钟GameStop回报之间关系的分析,有助于越来越多的关于“迷因股票”的文献,以及投资论坛上的讨论对盘中股价走势的影响。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

“I just like the stock”: The role of Reddit sentiment in the GameStop share rally

“I just like the stock”: The role of Reddit sentiment in the GameStop share rally

This paper investigates the role played by the social media platform Reddit in the events around the GameStop (GME) share rally in early 2021. In particular, we analyze the impact of discussions on the r/WallStreetBets subreddit on the price dynamics of the American online retailer GameStop. We customize a sentiment analysis dictionary for Reddit platform users based on the Valence Aware Dictionary and Sentiment Reasoner (VADER) sentiment analysis package and perform textual analysis on 10.8 million comments. The analysis of the relationships between Reddit sentiments and 1-, 5-, 10-, and 30-min GameStop returns contribute to the growing body of literature on “meme stocks” and the impact of discussions on investment forums on intraday stock price movements.

求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
FINANCIAL REVIEW
FINANCIAL REVIEW BUSINESS, FINANCE-
CiteScore
3.30
自引率
28.10%
发文量
39
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信