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Sentiment & Culture

  • AAII Investor Sentiment Survey US — Weekly survey by the American Association of Individual Investors gauging investor sentiment (bullish, bearish, or neutral). Provides data on investor psychology and retail investor behavior.
  • Analytext US — A public repository of parsed textual data from SEC filings, including major sections and financial statement notes from 10-K and 10-Q reports, designed to accelerate business research.
  • Economic Policy Uncertainty Indices FRED Global — Newspaper-based indices measuring economic policy uncertainty (Baker, Bloom & Davis). The site hosts a wide range of indices beyond the headline EPU — see our overview page for details.
  • Geert Hofstede's Cultural Dimensions CSV Global — Country-level scores on cultural dimensions including individualism, uncertainty avoidance, power distance, and long-term orientation. Widely used in international finance and cross-cultural research.
  • Social Connectedness Index (SCI) CSV Global — Measures the strength of social connectedness between geographic locations based on Facebook data. Useful for studying social networks, investment flows, and market integration.
  • World Values Survey (WVS) CSV Global — Global survey of social, political, and cultural values covering topics like trust, happiness, and economic attitudes. Seven waves since 1981, covering 100+ countries.
  • European Values Study / Integrated Values Surveys (IVS) CSV Global — Longitudinal survey of European values on topics like trust, morality, religion, and economic attitudes. Five EVS waves since 1981, integrated with WVS data to form the IVS 1981–2022 dataset. Free via GESIS.
  • Global Preferences Survey — A globally representative dataset on risk and time preferences, positive and negative reciprocity, altruism, and trust. The website offers an interactive tool to compare preferences across countries.
  • J. Anthony Cookson — Social media-based investor sentiment and disagreement data from StockTwits, Twitter, and Seeking Alpha. Includes daily firm-level disagreement measures (2010–2021), echo chambers data (2013–2020), and partisan investor beliefs (2017–2020).

See also: Survey Data for household and consumer finance surveys (NFCS, LISS, HFCS, SCF).