Ngân hàng Silicon Valley sụp đổ là do Twitter?

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Social media fueled a bank run on Silicon Valley Bank (SVB), and the effects were felt broadly in the U.S. banking industry. We employ comprehensive (toàn diện) Twitter data to show that preexisting exposure to social media predicts bank stock market losses in the run period even after controlling for bank characteristics related to run risk (i.e., mark-to-market losses and uninsured deposits). Moreover, we show that social media amplifies (âm li, loa khuếch đại) these bank run risk factors (yếu tố rủi ro). During the run period, we find the intensity of Twitter conversation (hội thoại, bàn bạc, nhắc đến) about a bank predicts (dự đoán, báo hiệu) stock market losses (tổn thất/thua lỗ thị trường chứng khoán) at the hourly frequency. This effect is stronger for banks with bank run risk factors. At even higher frequency, tweets in the run period with negative sentiment (tình cảm, thái độ) translate into immediate (ngay lập tức) stock market losses. These high frequency effects are stronger when tweets are authored by members of the Twitter startup community (who are likely depositors) and contain keywords related to contagion (lây lan). These results are consistent (nhất quán với) with depositors using Twitter to communicate in real time (thời gian thực) during the bank run.

That is from a new paper by J. Anthony Cookson, et.al.