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在GameStop的短期挤压中,社会知情度和投资者情绪
Kwansoo Kim1, Sang-Yong Tom Lee2, Robert J Kauffman1
1Dept. of Digitalization, Copenhagen School of Business, 2000 Frederiksberg, Denmark.
概括
个人投资者在Reddit上通过协调交易和集体社会知情推动了GameStop (GME) 短期挤压. 他们的社交媒体活动影响了交易量,并表明了不合理的行为.
科学领域:
- 行为金融是行为金融.
- 计算社会科学 计算社会科学
- 市场微观结构 市场微观结构
背景情况:
- 2021年初的GameStop (GME) 短期挤压突出了社交媒体对股票市场动态的影响.
- 个人投资者利用社交媒体平台,特别是Reddit,协调与机构空头卖家的交易策略.
- 了解社交媒体情绪和市场行为之间的相互作用对于金融市场分析至关重要.
研究的目的:
- 在GameStop (GME) 短暂挤压期间,检查个人投资者的社交媒体行为.
- 分析社交媒体帖子对GME交易模式和交易量的影响.
- 调查集体社会知情在推动交易行为的作用.
主要方法:
- 从r/WallStreetBets subreddit中分析与GME交易相关的帖子.
- 对社交媒体内容进行基于文本的情绪分析.
- 用户讨论跨平台GME交易的社会知情度的比较.
主要成果:
- 个人投资者的协调交易,在社交媒体讨论的推动下,导致了GME的短期挤压.
- 社交媒体提交的价值和数量显著影响了GME的日内交易量.
- 证据表明,社交媒体活动驱动的非理性交易行为模式的出现.
结论:
- 社交媒体平台可以通过集体投资者行动作为重大市场事件的催化剂.
- 调查结果呼吁加强对社交新闻平台的监测,并更深入地了解其对市场的影响.
- 需要进一步的研究来探索社交媒体模式与更广泛的股票市场动态之间的联系.
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