Meme stocks are here to stay? An empirical analysis on the relationship between investor sentiment and asset performance
Kalikan, Zhaniya (A.A. 2022/2023) Meme stocks are here to stay? An empirical analysis on the relationship between investor sentiment and asset performance. Tesi di Laurea in Advanced financial mathematics, Luiss Guido Carli, relatore Marco Pirra, pp. 60. [Master's Degree Thesis]
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Abstract/Index
Meme stock phenomenon: GameStop vase. Literature review. Rise of retail investors. Current trends in retail investing. Social media and financial decision making. Meme stocks and financial markets. Social media sentiment and meme stocks. Methodology. Valence aware dictionary for sentiment reasoning. Fama-French five-factor model. Data collection. data processing algorithm. Results. WSB user generated content analysis and companies' overview. Regression results.
References
Bibliografia: pp. 52-59.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Strategic Management (LM-77) |
| Chair: | Advanced financial mathematics |
| Thesis Supervisor: | Pirra, Marco |
| Thesis Co-Supervisor: | Fersini, Paola |
| Academic Year: | 2022/2023 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 12 Apr 2024 10:52 |
| Last Modified: | 12 Apr 2024 10:52 |
| URI: | https://tesi.luiss.it/id/eprint/38471 |
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