Ad Targeting Transparency

Authors Meta
Sample Period Aug 2020 - present
Description Includes granular, ad-level targeting information for all social issue, electoral and political ads run across Meta's technologies since August 2020 in 120+ countries. The dataset is updated monthly and includes ad targeting criteria, such as age, gender, location, Custom Audience and Lookalike Audience inclusion or exclusion, and other detailed targeting selections (demographics, behaviors, or interests).
URL https://fort.fb.com/researcher-datasets
See More https://research.facebook.com/blog/2021/02/introducing-new-election-related-ad-data-sets-for-researchers/

Facebook Civic Engagement

Authors Meta
Sample Period Feb 2020 - Dec 2020
Description Enables the study of Facebook’s civic engagement products and how users interacted with them. The Civic Engagement Data Set includes aggregated demographic statistics of user engagement (Likes, Comments and other actions associated with content) with civic and voting features (Voter Turnout Reminder tool, Share That You Voted tool and Voter Registration tool) on Facebook starting on February 11, 2020 and up to and including December 31, 2020. Researchers who complete the application process for the URL Shares data set (above) will gain access to civic engagement data.
URL https://fort.fb.com/researcher-datasets

Facebook Social Connectedness

Authors Bailey, Cao, Kuchler, Stroebel, Wong
Description The social connectedness index measures the strength of connectedness between two geographic areas as represented by Facebook friendship ties. SCI can reveal important insights about economics, social mobility, and health.
URL https://dataforgood.facebook.com/dfg/tools/social-connectedness-index
See More https://www.aeaweb.org/articles?id=10.1257/jep.32.3.259

Facebook URL Shares

Authors Meta
Sample Period Jan 2017 - Dec 2019
Description Includes differentially private individual-level counts of the number of people who viewed, clicked, liked, commented, shared, or reacted to any URL (for any URL with at least 100 public shares) on Facebook between January 2017 and December 2019. The URL Shares data set is regularly updated to include additional months and countries. Access is granted via an RFP application, which is managed by our partner Social Science One at Harvard University.
URL https://fort.fb.com/researcher-datasets
See More https://socialscience.one/blog/unprecedented-facebook-urls-dataset-now-available-research-through-social-science-one

Partisan Investor Beliefs

Authors Cookson, Engelberg, Mullins
Sample Period Jan 2017 - Jun 2020
Description The dataset contains the daily sentiment time series of Republican investors versus others
URL https://www.tonycookson.com/data-and-programs
See More https://academic.oup.com/raps/article/10/4/863/5912941?login=false

StockTwits Disagreement

Authors Cookson, Niessner
Sample Period Jan 2010 - Dec 2021
Description The dataset contains for each PERMNO/Day, the number of StockTwits messages, the level of disagreement across all StockTwits investors, across investors with the same investment approach and among investors with different investment approaches
URL https://marinaniessner.com/data.html
See More https://onlinelibrary.wiley.com/doi/abs/10.1111/jofi.12852; https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4529594

StockTwits Echo Chamber Measures

Authors Cookson, Engelberg, Mullins
Sample Period Jan 2013 - Jun 2020
Description The dataset contains stock identifiers (PERMNO from CRSP and symbolid from StockTwits), as well as stock-day "Echo Chamber measures" based on StockTwits data (sender disagreement, received disagreement, and received uncertainty).
URL https://www.tonycookson.com/data-and-programs
See More https://academic.oup.com/rfs/article-abstract/36/2/450/6670640?redirectedFrom=fulltext

Tweets on Stocks

Authors Chen, Hwang
Sample Period Jan 2013 - Dec 2018
Description The dataset contains for each PERMNO-Ticker/Day, the total number of tweets and the total number of retweets regarding the corresponding stock.
URL https://www.dropbox.com/s/bdvl41gq30lxspb/Twitter%20data%20%28Aug%202021%29.zip?dl=0
See More http://www.bhwang.com/pdf/investor-conversations.pdf