You should do just a tad more research. Air shares are also created when brokers credit client accounts with shares that they do not have their own inventory of. Many brokers rely on clients closing their positions at a price at or below the price they were transacted at. If price moves too far away too fast and clients are not selling, brokers may be forced to purchase shares on the open market to “balance the books”. This has the same effect on the market as a short squeeze.