Sentiment Co-movement Network MST Explorer

This dataset accompanies the manuscript “Mood without sectors: the co-movement network of retail investor sentiment is structurally distinct from the price network.” It provides an interactive browser-based explorer for comparing sentiment and return minimum spanning trees built on a common support of 363 US equities and ETFs from StockTwits and market data over 2020 to 2025. The explorer allows users to inspect network topology, edge structure, node labels, sector groupings, and the contrast between retail sentiment co-movement and price co-movement. Processed firm-level panels and analysis outputs are included where applicable. Raw StockTwits messages are not redistributed because they are subject to platform terms of use.