Portaro, Gaetano (A.A. 2024/2025) Market manipulation or democratization? Risk implications of retail-driven stock movements. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 80. [Master's Degree Thesis]

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Abstract/Index

Short selling, short squeeze and the role of retail investors in the market manipulation. Theoretical and legal framework of market manipulation. Typologies and classifications of manipulative practices. Short selling: ambiguity, regulation and market function. The short squeeze: dynamics and market frictions. Indicators of short-sale constraints. Derivatives and amplification effects: the gamma squeeze. GameStop case and Melvin capital. Historical background and GameStop's profile. From institutional fragility to collective mobilization: the Melvin capital collapse and the rise of r/WallStreetBets. From market disruption to regulatory scrutiny. Consequences for Melvin capital and analysis of the role of retail investors. Behavioral aspect and regulation post case. Behavioral biases and retail dynamics. Digital influence on speculative trading. Limits and challenges of regulation and institutional and regulatory reactions. Balancing innovation and investor protection. Experimental analysis: methodology and results. Research questions and hypothesis. Data collection. Methodology.

References

Bibliografia: pp. 68-78.

Thesis Type:	Master's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair:	Risk management
Thesis Supervisor:	Penza, Daniele
Thesis Co-Supervisor:	Morelli, Giacomo
Academic Year:	2024/2025
Session:	Autumn
Deposited by:	Alessandro Perfetti
Date Deposited:	31 Mar 2026 13:00
Last Modified:	31 Mar 2026 13:00
URI:	https://tesi.luiss.it/id/eprint/45343

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