MarketPsych Data on WRDS - Social sentiment on meme stocks, crypto, and more

We're excited to announce that the MarketPsych Data WRDS Edition for both financial and ESG themes and sentiments are now available for research here on WRDS.

The dataset is unparalleled in its global news and social media coverage. It uniquely provide sentiment, emotion, and thematic scores for every financial asset including real estate, interest rates, and cryptocurrencies. A point-in-time ESG data set is also available.

SUMMARY: MarketPsych WRDS Edition (MWE) includes Buzz and Sentiment scores - derived from thousands of global news and social media sources dating back to 1998 - for dozens of topics across more than 42 sectors and industries, 275 equity indices, 170 currencies, 3,000 locations, 130,000 companies, 112 commodities, and 600 cryptocurrencies. The ESG version includes ESG Buzz and Sentiment scores for dozens of ESG topics across 130,000 companies and 250 countries and territories. Data is published separately for news and social media. 

MarketPsych's data is used by researchers and quants in over 25 countries. MarketPsych's data has been extensively researched in academic and industry studies and has appeared in over 300 academic papers in top finance journals, including the Journal of Finance, Energy Economics, Journal of Portfolio Management, and the Journal of Financial Economics.

Please visit us on WRDS or respond to this email if you'd like more information or sample data.

And please note, MarketPsych's data is also available via the London Stock Exchange Group (LSEG)).

Best wishes
The MarketPsych Data Team