StockTwits: Comprehensive records of a financial social media platform from 2008 to 2022
Aaron Kaufman
This paper describes and characterizes the relationship between social media and financial markets, focusing on two key questions: (1) Do users of financial social media perform better than guessing at predicting stock movements? (2) When do users in the aggregate perform better than guessing at the same task? To study these questions, we introduce the first publicly available, comprehensive dataset of posts on a social media platform: StockTwits. StockTwits is a financial social media platform