Automatically inferring user demographics from social media posts is useful for both social science research and a range of downstream applications in marketing and politics. We present the first extensive study where user behaviour on Twitter is used to build a predictive model of income. We apply non-linear methods for regression, i.e. Gaussian Processes, achieving strong correlation between predicted and actual user income. This allows us to shed light on the factors that characterise income on Twitter and analyse their interplay with user emotions and sentiment, perceived psycho-demographics and language use expressed through the topics of their posts. Our analysis uncovers correlations between different feature categories and income, s...