"We found evidence of a new trend towards being more selective and exclusive when it comes to sharing, even among the teenage generation," Nadia Tuma, McCann Truth Central's deputy director, was quoted as saying in the report.
After surveying over 1,000 social media users, the researchers sat down for five free-form group discussions.
They found a strong interest among the participant in maintaining some privacy, while still keeping posts interesting.
Online bullying remains a significant problem, especially among younger social media users, the study noted.
"The challenge in today's social media circles is to maintain a balance between privacy and publicity and between making yourself look interesting without looking vain," McCann global director Laura Simpson was quoted as saying.
It has become cooler to be somewhat mysterious on social media instead of baring all to everyone via oversharing, the study added.