Before revision:  Our result indicates a "wisdom-of-the-crowd" effect that allows to exploit users' activity to identify and weigh properly the relevant and surprising news, enhancing considerably the forecasting power of the news sentiment.abstract 
After revision:  Our result indicates a "wisdom-of-the-crowd" effect that allows to exploit users' activity to identify and weigh properly the relevant and surprising news, enhancing considerably the forecasting power of the news sentiment.abstract \% of the companies such signal Granger-causes price returns. Our result indicates a "wisdom-of-the-crowd" effect that allows to exploit users' activity to identify and weigh properly the relevant and surprising news, enhancing considerably the forecasting power of the news sentiment.