We track information diffusion in real time by monitoring how the news is tweeted and retweeted on Twitter. We find that news diffusion is highly correlated with intraday trading, especially for retail trading. News diffusion leads to a lower bid-ask spread and price pressure on the news day...

We present an analysis of user conversations in on-line social media and their evolution over time. We propose a dynamic model that accurately predicts the growth dynamics and structural properties of conversation threads. The model successfully reconciles the differing observations that have...