A replication dataset for a study on conversational disagreement in Reddit threads and its link to stock market activity. It reconstructs LLM-based signed disagreement scores at the parent-reply level, aggregates them to the ticker-day level, and merges them with retail trading volume and order imbalance. The data was created by Jorge Sabat for the Review of Corporate Finance Studies Dataverse.
Use Cases
- Replicate regression analyses linking conversational disagreement to retail trading volume based on ticker-day level aggregates.
- Analyze the depth-profile of disagreement in online conversations based on comment-depth classification.
- Compare LLM-based disagreement measures with Cookson-Niessner-style measures for financial discourse.
- Study meme-stock trading dynamics during the 2021 retail-trading episode using the provided subsample.
Strengths
- Includes multiple market outcome variables: retail trading volume, retail order imbalance, and abnormal trading volume.
- Specifications include ticker and day fixed effects, standard market controls, and clustered standard errors.
- Covers a specific, notable financial episode: the 2021 meme-stock trading surge.
Limitations
- Description metadata is limited; actual data quality requires manual inspection after download.
- Column-level documentation is absent; field semantics must be inferred after download.
- Row count is unknown, which may limit suitability assessment.
Provenance
- Source
- Review of Corporate Finance Studies Dataverse
- Collection Method
- Reconstructed from Reddit data and merged with stock-level market outcomes.
- Freshness
- Last updated 2026-06-10 15:30:53; freshness should be verified.