论文标题
回声室效应对金融市场响起：模因股票的社交媒体警报系统
The echo chamber effect resounds on financial markets: a social media alert system for meme stocks
论文作者
论文摘要
GameStop（GME）的短暂挤压向世界揭示了散户投资者如何通过社交媒体汇集的方式会严重影响金融市场。在本文中，我们设计了一个预警信号，以检测可疑用户的社交网络活动，这可能会影响金融市场的稳定性。我们将方法应用于subreddit r/wallstreetbets，选择两个模因股（GME和AMC）和两个非最佳股票（AAPL和MSFT）作为案例研究。警报系统以两个STPNG结构；第一个是基于社交网络上的非凡活动，而第二个目的是确定运动是否试图将用户协调为批量操作。当警报系统捕获社交网络动荡时，我们进行了活动研究分析，以查看金融市场的反应。回归分析证明了模因与非最佳股票之间在社交网络如何影响金融市场趋势方面的差异。
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 network activity, which might affect the financial market stability. We apply our approach to the subreddit r/WallStreetBets, selecting two meme stocks (GME and AMC) and two non-meme stocks (AAPL and MSFT) as case studies. The alert system is structured in two stpng; the first one is based on extraordinary activity on the social network, while the second aims at identifying whether the movement seeks to coordinate the users to a bulk action. We run an event study analysis to see the reaction of the financial markets when the alert system catches social network turmoil. A regression analysis witnesses the discrepancy between the meme and non-meme stocks in how the social networks might affect the trend on the financial market.
