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This study examined the endogenous nature of negative bubbles forming in memestocks with the Log-Periodic Power Law (LPPL) Confidence Indicator (CI). A memestock is a stock that has gained a significant amount of attention on a largesocial media platform such as Yahoo! or Reddit. This study examined four memestocks including Tesla, Inc. (TSLA), GameStop Corp. (GME), Koss Corporation(KOSS), and AMC Entertainment Holdings Inc (AMC). The CI was able to detectnumerous bubbles forming in meme stocks, but had difficulty in significantlypredicting social media-induced exogenous rallies. This may have been due toprice movements affected by external causes such as short squeezes. However,the model did provide proof for the formation of previous bubbles that couldhave been a catalyst for the meme stocks rallies. This study outlines the realunpredictability of many black-swan events, and further studies could be doneexamining exogenous bubbles.

Exploring the Endogenous Nature of Meme Stocks Using the Log-Periodic Power Law Model and Confidence Indicator