Recent increases in retail investor participation have reshaped global stock markets, but persistent information asymmetries continue to disadvantage individual traders. As a potential solution, the mobile trading system (MTS) embedded with social media functionalities offers peer-driven real-time investment insights. This study analyzes a large-scale dataset from Toss Securities, a leading South Korean trading platform, to investigate how digital communities influence the behavior of retail investors, reduce information gap and impact market stability. Our findings indicate that community discussions exhibit anticipatory patterns rather than reactive tendencies. Specifically, discourse intensifies before major financial events, such as earnings announcements, suggesting that retail investors actively seek and interpret market signals ahead of time. This proactive engagement appears to reduce the informational divide between institutional and individual market participants. In addition, higher levels of community participation are associated with lower herd-driven trading imbalances, thus promoting a more balanced market environment. By integrating sentiment analysis, trading patterns, and stock performance indicators, this research expands the literature on fin-tech and behavioral finance. These findings not only improve our understanding of retail investor behavior, but also offer practical strategies for investors, financial institutions, and policy makers to harness the power of social media to build more equitable, transparent, and resilient trading environments.