据@stocktalkweekly称，其发起面向市值介于2亿美元至100亿美元的SMID中小盘股票的选股征集，并表示将回复有深度的建议，这一互动可能成为小盘与中盘个股的关注度催化剂。 来源：Stock Talk推文 https://twitter.com/stocktalkweekly/status/1973535888501318011 研究显示，社交媒体驱动的散户关注度可带来小盘股短期成交量与收益率上行，值得交易者重点跟踪以捕捉动量与流动性事件。 来源：Barber and Odean 2008 All That Glitters https://academic.oup.com/rfs/article-abstract/21/2/785/1582901；Cookson, Engelberg, and Mullins 2020 Social Media and Investor Attention https://www.nber.org/papers/w27527 以搜索与推文为代表的关注度指标能够预测短期波动与反转，有助于事件驱动交易的入场与出场节奏。 来源：Da, Engelberg, and Gao 2011 In Search of Attention https://papers.ssrn.com/sol3/papers.cfm?abstract_id=971354；Sprenger et al. 2014 Tweets and Trades https://onlinelibrary.wiley.com/doi/10.1111/eufm.12011 鉴于2020年后股市与加密资产的联动性上升，SMID中小盘的风险偏好提升常与BTC与ETH的高贝塔波动相伴，跨资产交易者据此跟踪关注度冲击。 来源：IMF 2022 Crypto Prices Move More in Tandem With Stocks https://www.imf.org/en/Blogs/Articles/2022/01/11/crypto-prices-move-more-in-tandem-with-stocks-posing-new-risks；BIS 2022 Crypto shocks and spillovers to traditional markets https://www.bis.org/publ/bisbull53.htm