Akademik Veri Yönetim Sistemi
Journal of Economic Interaction and Coordination, 2026 (SSCI, Scopus)
This study examines the relationship between online social interactions, sentiment dissemination, and stock market returns using Reddit data. We find that a small number of active users significantly influence others by disseminating sentiment within their networks. Active users have a more pronounced influence on less-active users when they share similar beliefs and during periods of increased uncertainty. Moreover, we show that prior-day abnormal network sentiment positively affects future stock market returns. Finally, we evaluate a network-based market timing strategy that effectively reduces drawdowns and highlights the practical implications of online interactions.