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David and Goliath revisited: how small investors are changing the landscape of financial markets
Conference paper   Open access   Peer reviewed

David and Goliath revisited: how small investors are changing the landscape of financial markets

Alexander Pelaez, Elaine R. Winston and Jim Samuel
50th Anniversary Northeast Decision Sciences Institute Annual Conference proceedings, March 26-27, 2021, pp.287-292
Northeast Decision Sciences Institute
50th Anniversary Northeast Decision Sciences Institute Annual Conference, 50 (virtual, 03/26/2021–03/27/2021)
03/14/2021
DOI:
https://doi.org/10.7282/00000176

Abstract

Small investors Behavioral Economics Sentiment analysis GameStop Social media analytics
On January 12, 2021, a group of small investors coordinated a series of trades over the course of a few weeks in an effort to affect the positions of large hedge funds who short stocks. These large hedge funds were unaware of the tsunami that would overtake their short positions causing losses in the billions of dollars. A number of economic theories can provide insight into some of the activities of buyers; however, the retaliatory aspect of these small investors is new. The aim of this paper is to explore these actions using classical economics, behavioral economics and social coordination. Our aim is to collect and analyze stock market activity for stocks such as GameStop, AMC, KOSS, and Nokia, then retrieve the posts from Reddit to determine whether or not these activities could be predicted, as well as determine when a critical mass was obtained to successfully execute these stock trades.
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Author's Original (AO) Open Access
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https://nedsi.decisionsciences.org/wp-content/uploads/2021/06/NEDSI-2021-Proceedings.pdfView
Version of Record (VoR) 50th Anniversary Northeast Decision Sciences Institute Annual Conference proceedings, March 26-27, 2021
url
https://ssrn.com/abstract=3821711View
Author's Original (AO) SSRN
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