Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy
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DOI: 10.1016/j.ribaf.2021.101453
Abstract: We examine the comovements between stock prices of different heavily shorted companies during a short-squeeze incident. Using the recent GameStop trading frenzy as a case study, we employ wavelet coherence analyses to determine its link… read more here.
Keywords: squeeze; gamestop trading; trading frenzy; heavily shorted ... See more keywords