The effects of the new type of large trader.
| dc.contributor.advisor | Oppers, S.E. | |
| dc.contributor.author | Kampschreur, Daan | |
| dc.date.issued | 2021-08-30 | |
| dc.description.abstract | The goal of this study is to research to what extend the market behavior of the GameStop short squeeze differs compared to other short squeezes. This comparison is made with the Volkswagen and KaloBios short squeeze. The data consists of panel data ranging from 2008 to 2021 is collected from the Refinitiv Eikon database with an addition of the S&P500 data, which is collected from Stooq. For four hypothesis regressions are run using a random effects model and one hypothesis is tested mathematically. As for the question to what extent the market behavior of the GameStop short squeeze differs from the other short squeezes results suggest the new type of large trader to have a positive effect on the trading volume, a negative effect on the price volatility, a negative effect on the stock return, no effect on the price reversal and mathematical calculations prove that the trading volume of the GameStop short squeeze was more “smooth” than the other short squeezes. Altogether this study shows a significant difference between the market behavior of the GameStop short compared to the other short squeezes. | en_US |
| dc.identifier.uri | https://theses.ubn.ru.nl/handle/123456789/11326 | |
| dc.language.iso | en | en_US |
| dc.thesis.faculty | Faculteit der Managementwetenschappen | en_US |
| dc.thesis.specialisation | Corporate Finance & Control | en_US |
| dc.thesis.studyprogramme | Master Economics | en_US |
| dc.thesis.type | Master | en_US |
| dc.title | The effects of the new type of large trader. | en_US |
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