Twitter Sentiment Analysis Applied to Finance: A Case Study in the Retail Industry

Autor:	Souza, Thársis Tuani Pinto, Kolchyna, Olga, Treleaven, Philip C., Aste, Tomaso
Rok vydání:	2015
Předmět:	Computer Science - Computers and Society Computer Science - Social and Information Networks Quantitative Finance - Computational Finance
Zdroj:	In: Handbook of Sentiment Analysis in Finance. Mitra, G. and Yu, X. (Eds.). (2016). ISBN 1910571571., 2016
Druh dokumentu:	Working Paper
Popis:	This paper presents a financial analysis over Twitter sentiment analytics extracted from listed retail brands. We investigate whether there is statistically-significant information between the Twitter sentiment and volume, and stock returns and volatility. Traditional newswires are also considered as a proxy for the market sentiment for comparative purpose. The results suggest that social media is indeed a valuable source in the analysis of the financial dynamics in the retail sector even when compared to mainstream news such as the Wall Street Journal and Dow Jones Newswires. Comment: 23 pages, 5 figures, 9 tables
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1507.00784 Zobrazit plný text záznamu View this record from Arxiv