Modelling financial markets during times of extreme volatility: evidence from the gamestop short squeeze

HIGHLIGHTS

  • who: Boris Andreev et al. from the Department of Accounting and Finance, Adam Smith Business School, University of Glasgow have published the Article: Modelling Financial Markets during Times of Extreme Volatility: Evidence from the GameStop Short Squeeze, in the Journal: Forecasting 2022, of /2022/
  • what: The authors attempt to discover if coordinated trading by retail investors can make them a market moving force and attempt to identify proactive signals of such movements in the post activity of the forum to be used as a part of a trading strategy. The authors explore the repercussions of . . .

     

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