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The rapid spread of information over social media influences quantitative trading and investments. The growing popularity of speculative trading of highly volatile assets such as cryptocurrencies and meme stocks presents a fresh challenge…

Computation and Language · Computer Science 2022-06-14 Ramit Sawhney , Shivam Agarwal , Vivek Mittal , Paolo Rosso , Vikram Nanda , Sudheer Chava

The meme stock phenomenon is yet to be explored. In this note, we provide evidence that these stocks display common stylized facts on the dynamics of price, trading volume, and social media activity. Using a regime-switching cointegration…

Econometrics · Economics 2021-06-08 Michele Costola , Matteo Iacopini , Carlo R. M. A. Santagiustina

This study investigates how social media sentiment derived from Reddit comments can be used to enhance investment decisions in a way that offers higher returns with lower risk. Using BERTweet we analyzed over 2 million Reddit comments from…

Social and Information Networks · Computer Science 2025-08-05 Gatik Goyal , Sharvil Phadke , Arnav Sharma , Huifang Qin

The relationship between crime and the media has long been a focal point of academic research, with traditional media playing a significant role in shaping public perceptions of safety and community well-being. However, the advent of social…

Social and Information Networks · Computer Science 2025-12-23 Deepit Sapru

The creation and sharing of memes is a common modality of online social interactions. The goal of the present work is to better understand the collective dynamics of memes in this accelerating and competitive environment. By taking an…

Social and Information Networks · Computer Science 2021-02-09 Trenton Ford , Rachel Krohn , Tim Weninger

In the burgeoning realm of cryptocurrency, social media platforms like Twitter have become pivotal in influencing market trends and investor sentiments. In our study, we leverage GPT-4 and a fine-tuned transformer-based BERT model for a…

Computational Finance · Quantitative Finance 2024-05-07 Xiaorui Zuo , Yao-Tsung Chen , Wolfgang Karl Härdle

Social media creates crucial mass changes, as popular posts and opinions cast a significant influence on users' decisions and thought processes. For example, the recent Reddit uprising inspired by r/wallstreetbets which had remarkable…

Machine Learning · Computer Science 2021-06-18 Juno Kim

For decades, the world of financial advisors has been dominated by large investment banks such as Goldman Sachs. In recent years, user-contributed investment services such as SeekingAlpha and StockTwits have grown to millions of users. In…

Social and Information Networks · Computer Science 2014-06-05 Gang Wang , Tianyi Wang , Bolun Wang , Divya Sambasivan , Zengbin Zhang , Haitao Zheng , Ben Y. Zhao

The beginning of 2021 saw a surge in volatility for certain stocks such as GameStop company stock (Ticker GME under NYSE). GameStop stock increased around 10 fold from its decade-long average to its peak at \$485. In this paper, we…

Machine Learning · Computer Science 2021-03-10 Yigit Alparslan , Edward Kim

This study examined the endogenous nature of negative bubbles forming in meme stocks with the Log-Periodic Power Law (LPPL) Confidence Indicator (CI). A meme stock is a stock that has gained a significant amount of attention on a large…

Applications · Statistics 2021-10-13 Hideyuki Takagi

Market sentiment analysis on social media content requires knowledge of both financial markets and social media jargon, which makes it a challenging task for human raters. The resulting lack of high-quality labeled data stands in the way of…

Computation and Language · Computer Science 2022-12-23 Xiang Deng , Vasilisa Bashlovkina , Feng Han , Simon Baumgartner , Michael Bendersky

Memecoins, driven by social media engagement and cultural narratives, have rapidly grown within the Web3 ecosystem. Unlike traditional cryptocurrencies, they are shaped by humor, memes, and community sentiment. This paper introduces the…

Human-Computer Interaction · Computer Science 2025-02-24 Hou-Wan Long , Nga-Man Wong , Wei Cai

As millions of people use ChatGPT for tasks such as education, writing assistance, and health advice, concerns have grown about how personal prompts and data are stored and used. This study explores how Reddit users collectively negotiate…

Computers and Society · Computer Science 2026-03-10 S M Mehedi Zaman , Saubhagya Joshi , Yiyi Wu

Emerging interest of trading companies and hedge funds in mining social web has created new avenues for intelligent systems that make use of public opinion in driving investment decisions. It is well accepted that at high frequency trading,…

Computational Engineering, Finance, and Science · Computer Science 2012-12-06 Tushar Rao , Saket Srivastava

From viral jokes to a billion-dollar phenomenon, meme coins have become one of the most popular segments in cryptocurrency markets. Unlike utility-focused crypto assets like Bitcoin, meme coins derive value primarily from community…

Trading and Market Microstructure · Quantitative Finance 2026-01-05 Alberto Maria Mongardini , Alessandro Mei

Increasingly people form opinions based on information they consume on online social media. As a result, it is crucial to understand what type of content attracts people's attention on social media and drive discussions. In this paper we…

Social and Information Networks · Computer Science 2017-05-09 Benjamin D. Horne , Sibel Adali , Sujoy Sikdar

Financial analyses of stock markets rely heavily on quantitative approaches in an attempt to predict subsequent or market movements based on historical prices and other measurable metrics. These quantitative analyses might have missed out…

Computation and Language · Computer Science 2020-08-04 Shaan Aryaman , Nguwi Yok Yen

As more and more data being created every day, all of it can help take better decisions with data analysis. It is not different from data generated in financial markets. Here we examine the process of how the global economy is affected by…

Statistical Finance · Quantitative Finance 2021-01-12 Ujwal Kandi , Sasikanth Gujjula , Venkatesh Buddha , V S Bhagavan

The proliferation of social media platforms has afforded social scientists unprecedented access to vast troves of data on human interactions, facilitating the study of online behavior at an unparalleled scale. These platforms typically…

Social and Information Networks · Computer Science 2024-09-19 Yulin Yu , Julie Jiang , Paramveer Dhillon

Market manipulation now routinely originates from coordinated social media campaigns, not isolated trades. Retail investors, regulators, and brokerages need tools that connect online narratives and coordination patterns to market behavior.…

Machine Learning · Computer Science 2025-12-19 Sandeep Neela