Jenny Stanco

University at Buffalo (SUNY) - School of Management

255 Jacobs Management Center

Buffalo, NY 14260

United States

  • University at Buffalo (SUNY) - School of Management

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Social Media and the Stock Market: Trading, Price Efficiency, and Liquidity

Number of pages: 53 Posted: 01 Sep 2023 Last Revised: 26 Jul 2024
Kee H. Chung and Jenny Stanco
State University of New York at Buffalo - School of Management and University at Buffalo (SUNY) - School of Management
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Abstract:

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JEL classification: G12, G14 WallStreetBets, Market microstructure, Bid-ask spread, Price impact, Adverse selection costs, Inventory risk, Order-processing costs, Vector autoregression models, Earnings announcements, Retail trades, Meme stocks