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Stock markets are impacted by a large variety of factors including news and discussions among investors about investment opportunities. With the emergence of social media, new opportunities for having financial discussions arose. The market…

Social and Information Networks · Computer Science 2024-10-08 Zezhong Wang , Siyang Hao , Inez Maria Zwetsloot , Simon Trimborn

Who actually expresses an intent to buy GameStop shares on Reddit? What convinces people to buy stocks? Are people convinced to support a coordinated plan to adversely impact Wall Street investors? Existing literature on understanding…

Computation and Language · Computer Science 2022-03-17 Richard Alvarez , Paras Bhatt , Xingmeng Zhao , Anthony Rios

The short squeeze of GameStop (GME) shares in mid-January 2021 has been primarily orchestrated by retail investors of the Reddit r/wallstreetbets community. As such, it represents a paramount example of collective coordination action on…

Physics and Society · Physics 2022-08-16 Anna Mancini , Antonio Desiderio , Riccardo Di Clemente , Giulio Cimini

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

In early 2021, the stock prices of GameStop, AMC, Nokia and BlackBerry experienced dramatic increases, triggered by short-squeeze operations that have been largely attributed to Reddit's retail investors. Here, we shed light on the extent…

Physics and Society · Physics 2025-02-04 Antonio Desiderio , Luca Maria Aiello , Giulio Cimini , Laura Alessandretti

The short squeeze of Gamestop (GME) has revealed to the world how retail investors pooling through social media can severely impact financial markets. In this paper, we devise an early warning signal to detect suspicious users' social…

Trading and Market Microstructure · Quantitative Finance 2022-03-28 Ilaria Gianstefani , Luigi Longo , Massimo Riccaboni

The rise of ChatGPT has brought a notable shift to the AI sector, with its exceptional conversational skills and deep grasp of language. Recognizing its value across different areas, our study investigates ChatGPT's capacity to predict…

Statistical Finance · Quantitative Finance 2023-11-14 Ummara Mumtaz , Summaya Mumtaz

Spearheaded by retail traders on the website reddit, the GameStop short squeeze of early 2021 shows that social media embeds information that correlates with market movements. This paper seeks to examine this relationship by using daily…

Social and Information Networks · Computer Science 2023-11-17 James Baker

Nowadays human interactions largely take place on social networks, with online users' behavior often falling into a few general typologies or "social roles". Among these, opinion leaders are of crucial importance as they have the ability to…

Physics and Society · Physics 2024-03-12 Anna Mancini , Antonio Desiderio , Giovanni Palermo , Riccardo Di Clemente , Giulio Cimini

Reddit's WallStreetBets (WSB) community has come to prominence in light of its notable role in affecting the stock prices of what are now referred to as meme stocks. Yet very little is known about the reliability of the highly speculative…

Statistical Finance · Quantitative Finance 2021-05-07 Tolga Buz , Gerard de Melo

Can unstructured text data from social media help explain the drivers of large asset price fluctuations? This paper investigates how social forces affect asset prices, by using machine learning tools to extract beliefs and positions of…

General Economics · Economics 2023-08-09 Valentina Semenova , Julian Winkler

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

Predicting stock market movements has always been of great interest to investors and an active area of research. Research has proven that popularity of products is highly influenced by what people talk about. Social media like Twitter,…

Statistical Finance · Quantitative Finance 2022-12-07 Anubhav Sarkar , Swagata Chakraborty , Sohom Ghosh , Sudip Kumar Naskar

Predicting stock market movements is a well-known problem of interest. Now-a-days social media is perfectly representing the public sentiment and opinion about current events. Especially, twitter has attracted a lot of attention from…

Information Retrieval · Computer Science 2016-10-31 Venkata Sasank Pagolu , Kamal Nayan Reddy Challa , Ganapati Panda , Babita Majhi

The Web is a vast virtual space where people can share their opinions, impacting all aspects of life and having implications for marketing and communication. The most up-to-date and comprehensive information can be found on social media…

Machine Learning · Computer Science 2023-02-15 Melvin Mokhtari , Ali Seraj , Niloufar Saeedi , Adel Karshenas

Forecasting financial market trends through time series analysis and natural language processing poses a complex and demanding undertaking, owing to the numerous variables that can influence stock prices. These variables encompass a…

Statistical Finance · Quantitative Finance 2023-09-04 Ali Asgarov

Stock market forecasting is very important in the planning of business activities. Stock price prediction has attracted many researchers in multiple disciplines including computer science, statistics, economics, finance, and operations…

Computation and Language · Computer Science 2019-07-23 Dev Shah , Haruna Isah , Farhana Zulkernine

This paper investigates the potential improvement of the GPT-4 Language Learning Model (LLM) in comparison to BERT for modeling same-day daily stock price movements of Apple and Tesla in 2017, based on sentiment analysis of microblogging…

Statistical Finance · Quantitative Finance 2023-09-01 Rick Steinert , Saskia Altmann

The study of the stock market with the attraction of machine learning approaches is a major direction for revealing hidden market regularities. This knowledge contributes to a profound understanding of financial market dynamics and getting…

Machine Learning · Computer Science 2023-03-28 Andrei Zaichenko , Aleksei Kazakov , Elizaveta Kovtun , Semen Budennyy

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
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