This paper investigates how investors' abnormal attention affects the cross section of
cryptocurrency returns in the period from 2018 to 2022. We capture abnormal attention using …

Social media activities reflect the collective perception of connectedness between firms,
thereby providing an implicit representation of the financial network. Exploiting text data from …

Social media has become a source of data on investor opinions but communication is itself
an equilibrium outcome. Platforms are driven by interactions and this paper introduces these …

Social media activity reflects the collective perception of firms' interactions, thereby providing
an implicit representation of the financial network. Using data from the Reddit platform, we …

This thesis focuses on the role of information and beliefs in finance. In particular, it explores
how to interpret data generated as an outcome of market equilibrium. The era of digitization …