Should a message show up confirming the user wants to leave when they press on a ‘back’ button within an app?

I'm having trouble deciding if an app should show a message when the user presses the back button while he/she is leaving.

See image below showing how 9gag does this (note the "Press back again to leave" message at bottom).

I am concerned this could be annoying for some people, but I'm aware that others might press the back button too often and leave the page by mistake.

Can anyone refer me to any research or sources that cover this type of UX scenario?

I'm interested in what is considered best practice in these types of situations.