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On the “mementum” of meme stocks
10 references·3 citing·44 second hop
On the “mementum” of meme stocks (2021)On the “mementum” of meme stocksA tale of company fundamentals vs sentiment driven pricing: The case of GameStop (2021)A tale of company fundamental…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street? (2016)Dangerous infectious diseases…Bayesian inference in a time varying cointegration model (2011)Bayesian inference in a time …Sentiment and stock prices: The case of aviation disasters (2009)Sentiment and stock prices: T…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Market Manipulation, Bubbles, Corners, and Short Squeezes (1992)Market Manipulation, Bubbles,…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Social Media for Investment Advice and Financial Satisfaction: Does Generation Matter? (2024)Social Media for Investment A…Social informedness and investor sentiment in the GameStop short squeeze (2023)Social informedness and inves…The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach (2022)The connectedness between mem…Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)COVID–19’s Impact on Stock Prices Across Different Sectors—An Event Study Based on the Chinese Stock Market (2020)The predictive power of public Twitter sentiment for forecasting cryptocurrency prices (2020)The impact of the Ukraine–Russia war on world stock market returns (2022)Martingales and stochastic integrals in the theory of continuous trading (1981)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Price, trade size, and information in securities markets (1987)Price Manipulation and Quasi-Arbitrage (2004)Stock Market Manipulations* (2006)Exchange trading rules and stock market liquidity☆ (2010)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Impact of Uncertainty Shocks (2009)COVID-19 Pandemic and Stock Market Response: A Culture Effect (2020)Event study on the reaction of the developed and emerging stock markets to the 2019-nCoV outbreak (2020)Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets (2021)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Common risk factors in the returns on stocks and bonds (1993)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)In Search of Attention (2011)Textual Analysis in Accounting and Finance: A Survey (2016)Investor Psychology and Security Market Under‐ and Overreactions (1998)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)Noise (1986)Are ESG stocks safe-haven during COVID-19? (2021)The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels (2021)The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies (2021)PORTFOLIO SELECTION* (1952)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the prediction of systemic risk tolerance of cryptocurrencies (2023)Connectedness across meme assets and sectoral markets: Determinants and portfolio management (2024)Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns (2024)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2009Sentiment and stock prices: The case of aviation disasters610 cited
  • 1992Market Manipulation, Bubbles, Corners, and Short Squeezes394 cited
  • 2016Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?172 cited
  • 2021A tale of company fundamentals vs sentiment driven pricing: The case of GameStop137 cited
  • 2011Bayesian inference in a time varying cointegration model63 cited

Cited by

  • 2022The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach101 cited
  • 2023Social informedness and investor sentiment in the GameStop short squeeze24 cited
  • 2024Social Media for Investment Advice and Financial Satisfaction: Does Generation Matter?21 cited

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