Marina Niessner

Daily Investor Disagreement Data

Overall, within investment philosophy and across investment philosophies, 2010-2021. Updated! Paper Link

README
Stata Format
R workspace format
Tab-delimited Format

If you use these data, please cite the following publications, which develop, validates and uses the disagreement measures: 

“Why Don't We Agree? Evidence from a Social Network of Investors” by J. Anthony Cookson and Marina Niessner, Journal of Finance Vol 75, No 1 (February 2020), pp. 173-228

"Investor Disagreement: Daily Measures from Social Media" J. Anthony Cookson and Marina Niessner, Working paper. 2023