A growing strand of research in the social sciences demonstrates that social trust and other indicators of social cohesion are lower in ethnically diverse localities. This negative association has reached the status of a stylized fact, an empirical regularity that stimulates a host of empirical and theoretical work that tries to explain, contest and replicate the association. The interest in this association in sociology might be due to the fact that the implications of this broader strand of literature go beyond the local effects of ethnic diversity. They touch upon the question whether immigration affects aggregate societal integration, and thus link to a topic that is of interest to sociologists since the early beginning of the discipline. Against the backdrop of this larger scholarly debate, this thesis is part of a broader research agenda that not only empirically investigates the association between neighborhood diversity and social cohesion itself (see study III), but also focuses on the processes that surround this association. One pillar of this agenda is a focus on processes of ethnic segregation and individual residential choice that create what is later measured as neighborhood ethnic composition (see study II). A second pillar moves the debate on social cohesion to higher levels of analysis by focusing on macro-level sources of group threat such as the national media (see study I). In Study I, Mass Media and Concerns about Immigration in Germany in the 21st Century: Individual-Level Evidence over 15 Years , Christian S. Czymara and I use panel data to analyze how the attention that the topic of migration receives in the mainstream media predicts within individual changes in concerns about immigration in Germany from 2001 to 2015. A particular focus is on the question whether local ethnic composition moderates the media salience effect. In study II, I analyze White Flight for the German case. White Flight is widely known in the U.S. American literature, describing mobility flows of ethnic majority individuals out of neighborhoods with high shares of other ethnic groups. Here, I focus on one plausible mechanism for White Flight: having children. The fact that parents might change their neighborhood preferences strongly after having children is often noted in the literature, but there is still a lack of longitudinal evidence. I address this gap by relying on panel fixed-effects models to account for time-stable neighborhood and household specific traits. Study III deals with a core element of social cohesion: individual social connections to neighbors. Previous studies on the association between ethnic diversity and local social cohesion are mostly cross-sectional. Extending prior research, I add a dynamic element to the analysis: the length of residence in a neighborhood. I empirically show whether the formation of contacts with neighbors over time depends on the ethnic diversity of the neighborhood. However, asking a longitudinal research question also poses empirical challenges. As a potential means to address those issues, I propose a method to deal with possible bias due to selective mobility out of neighborhoods during the period of observation