Data

This Time is Different: Investing in the Age of Robinhood

WallStreetBets Company Mapping

In order to identify the firms discussed in posts by participants on the WallStreetBets investing subreddit, I create a proprietary company name map between the CRSP long form company name, CRSP/Robinhood ticker symbol, and a new short form company name. The purpose of the short form company name is to be able to match more closely the common company names frequently used in WallStreetBets discussions. The full procedure for creating the short form company name from the long form company name is outlined via the steps in Appendix C.4 of the paper "This Time is Different: Investing in the Age of Robinhood." If you choose to use this company mapping in your research, please cite as "Fedyk, Valeria. 2024. This Time is Different: Investing in the Age of Robinhood, Working Paper."

Company Mapping Dataset: 

WallStreetBets Sentiment Dictionary

The WallStreetBets sentiment dictionary is composed of the top bullish and bearish phrases and graphical representations that occur on the WallStreetBets investing subreddit in buy and sell posts, respectively. The full details of the construction methodology of the dictionary are provided in the paper, "This Time is Different: Investing in the Age of Robinhood." If you choose to use this dictionary in your research, please cite as "Fedyk, Valeria. 2024. This Time is Different: Investing in the Age of Robinhood, Working Paper."