Job Market Paper

Can unstructured text data from social media help explain the drivers of large asset price fluctuations? 

This paper investigates how social forces affect asset prices, by using machine learning tools to extract beliefs and positions of 'hype' traders active on Reddit’s WallStreetBets (WSB) forum.

Latest Presentations and Awards

We are grateful to the participants of the following seminars and conferences for their feedback and advice: 

• MIT finance seminar

• Numeric hedge fund seminar

• Econometric Society North America Summer 2023 meeting

• Harvard macroeconomics seminar

• Capital Fund Management research seminar 

• Man Group research seminar

• Oxford-Man Group for Quant Finance seminar 

• Human Dynamics group seminar at the MIT Media Lab

• Royal Economic Society annual meeting

• Alan Turing Institute interest group on economic data science