{"title":"华尔街与华尔街对赌:Reddit在GameStop空头挤压中的作用","authors":"A. Anand, Jalaj Pathak","doi":"10.2139/ssrn.3873099","DOIUrl":null,"url":null,"abstract":"By January 2021, the stock of GameStop (GME) was heavily shorted by institutional investors but an unprecedented retail campaign for pushing-up its stock price culminated in a short squeeze by the end of January 2021. Adapting recent innovations in text analysis in finance and on microblogging platforms, we present evidence that both the tone and the volume of discussions on the subreddit r/wallstreetbets had significant predictive associations with the GME return, volatility and put-call ratio.","PeriodicalId":18891,"journal":{"name":"Mutual Funds","volume":"159 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2021-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"7","resultStr":"{\"title\":\"WallStreetBets Against Wall Street: The Role of Reddit in the GameStop Short Squeeze\",\"authors\":\"A. Anand, Jalaj Pathak\",\"doi\":\"10.2139/ssrn.3873099\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"By January 2021, the stock of GameStop (GME) was heavily shorted by institutional investors but an unprecedented retail campaign for pushing-up its stock price culminated in a short squeeze by the end of January 2021. Adapting recent innovations in text analysis in finance and on microblogging platforms, we present evidence that both the tone and the volume of discussions on the subreddit r/wallstreetbets had significant predictive associations with the GME return, volatility and put-call ratio.\",\"PeriodicalId\":18891,\"journal\":{\"name\":\"Mutual Funds\",\"volume\":\"159 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-06-24\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"7\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Mutual Funds\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3873099\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mutual Funds","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3873099","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
WallStreetBets Against Wall Street: The Role of Reddit in the GameStop Short Squeeze
By January 2021, the stock of GameStop (GME) was heavily shorted by institutional investors but an unprecedented retail campaign for pushing-up its stock price culminated in a short squeeze by the end of January 2021. Adapting recent innovations in text analysis in finance and on microblogging platforms, we present evidence that both the tone and the volume of discussions on the subreddit r/wallstreetbets had significant predictive associations with the GME return, volatility and put-call ratio.
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
