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On November 6th, 2021, Elon Musk tweeted that ****he would sell 10% of his stake in Tesla following the outcome of a Twitter poll. In this post, I use this episode as a lens into theories of asset demand and their role for prices. I have benefited greatly from discussions with Aditya Chaudhry.


The Natural Experiment

Here's Elon's tweet and the outcome of the poll:

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The price dropped from 1,221.79 on Friday 4pm to 1,148.41 on the next Monday 9:30am, which is a negative realized return of around 6%:

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How do we make sense of this pattern, assuming no material fundamental information (large enough to cause the price drop) about Tesla was released over the weekend?


Importance of Risk Aversion and Volatility