Social Media as a Bank Run Catalyst

Published: 21 October 2025| Version 1 | DOI: 10.17632/7jgcdt2vxd.1
Contributors:
J. Anthony Cookson, Corbin Fox, Javier Gil-Bazo, Juan Imbet, Christoph Schiller

Description

The data in this repository produces the findings in our paper, "Social Media as a Bank Run Catalyst". The repository includes two main directories: "cross_sectional_hourly", which produces the cross-sectional and hourly results, and "high_frequency", which produces the high-frequency results. The repository includes two readme files, README.html in directory ./cross_sectional_hourly/ and README.pdf in directory ./high_frequency/, which explain in detail how to interpret and use the data in this repository.

Files

Steps to reproduce

For cross-sectional results: as described in README.html in directory ./cross_sectional_hourly/ 1) Open R-project file banking_socialmedia.RProj in RStudio 2) Execute script ./code/00_main.R For high-frequency results: see README.pdf

Institutions

  • University of Colorado Boulder
  • Ohio State University
  • Universitat Pompeu Fabra
  • Universite Paris Dauphine
  • Clemson University

Categories

Banking, Finance, Social Media

Licence