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

SCHOLARLY PAPERS

2

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553

TOTAL CITATIONS

1

Scholarly Papers (2)

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1.

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

Number of pages: 52 Posted: 01 Sep 2023 Last Revised: 22 Mar 2025
Kee H. Chung and Jenny Stanco
State University of New York at Buffalo - School of Management and University at Buffalo (SUNY) - School of Management
Downloads 326 (202,411)
Citation 1

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

2.

ChatGPT and the Stock Market

Number of pages: 46 Posted: 06 Apr 2025
Jenny Stanco and Kee H. Chung
University at Buffalo (SUNY) - School of Management and State University of New York at Buffalo - School of Management
Downloads 227 (292,861)

Abstract:

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Market microstructure, Liquidity, Price efficiency, Earnings announcements, Retail trades, Forecast errors, Abnormal returns, Trading volume, Volatility