smq/directoryAn evolving quant resource archive
Back to directoryResource
Paper / 2021SMQ / 136044366164727
On the "mementum" of Meme Stocks
Carlo R. M. A. Santagiustina / Matteo Iacopini / Michele Costola
econometrics / time seriesResource overview

On the "mementum" of Meme Stocks

Paper2021

by Carlo R. M. A. Santagiustina, Matteo Iacopini, Michele Costola

Tags
econometricstime series

Access resource

Open original source Understand this paper

Continue on SelfMadeQuant

Understand this paper

Suggested foundations for financial time series. Specialist prerequisites vary by paper.

Before you read

  1. Stationarity and Unit Roots

    Check whether a relationship can be estimated consistently over time.

  2. Linear Regression

    Read the fitted relationship and its residuals.

Go further

  1. Cointegration and Error Correction

    Study long-run relationships without confusing them with correlation.

  2. Regression Assumptions and Diagnostics

    Check the assumptions behind reported estimates.

Explore a related reading path

Lesson links open public previews. Access to full lessons depends on the topic and your membership.

Explore Econometrics and Financial Time Series

Keep exploring

Related resources

More ideas from similar topics.

6

From the same author

Carlo R. M. A. Santagiustina, Matteo Iacopini, Michele Costola

1