["Journal of Consumer Behaviour, Volume 25, Issue 2, Page 857-872, March 2026. ", "\nABSTRACT\nThe information cocoon phenomenon, prevalent in social media, profoundly influences user experience, yet its impact on customer engagement remains debated. This study constructs a model based on 662,000 comments on 1128 short video advertisements to extract the information cocoon effect (ICE), and customers' emotional, cognitive, and behavioral engagement through data mining methods and large language models, aiming to investigate the influence of the ICE on customer engagement. Results reveal that the ICE positively affects customers' emotional and cognitive engagement but negatively affects their behavioral engagement, and the product category, influencer type, and release time play moderating roles to varying degrees on these impacts. Drawing upon variable extraction techniques, our study broadens the quantitative methodologies and the range of applications for the information cocoon concept, underscores its varied influences on customer engagement, enhances the theoretical comprehension of customer engagement, and concurrently offers practical recommendations for marketing professionals.\n"]