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2015 | OriginalPaper | Buchkapitel

A Twitter View of the Brazilian Stock Exchange Market

verfasst von : Hugo S. Santos, Alberto H. F. Laender, Adriano C. M. Pereira

Erschienen in: E-Commerce and Web Technologies

Verlag: Springer International Publishing

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Abstract

In this paper, we present a view of the Brazilian stock exchange market based on a large characterization and analysis of Twitter data. In our analysis, we show that events and news about the stock market are capable of generating peaks of publications by Twitter users and that the frequency of posts follows the starting of the exchange trading day and maintains for about three hours after the stock market closing hour. Moreover, based on a survey conducted with a specific niche of Twitter users, we have been able to estimate that 0.5 % of those users have some knowledge of the Brazilian stock market and are mostly individual investors interested in publishing and consuming news about this market, having 45 % of them used Twitter as a source for investment decisions. Finally, we have observed that the total number of orders and the financial volume are positively correlated for 66 % of the stocks mentioned on Twitter, whereas the oscillation and maximum oscillation dimensions present no correlation.

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Fußnoten
3
Infomoney: Paraná’s governor vetoes through Twitter COPEL’s price realignments; stocks turn down - http://​goo.​gl/​T4YTEt
 
4
IBOVESPA stocks are responsible for 80 % of the BOVESPA financial movement.
 
7
 
8
Monetary and Exchange Commission - http://​www.​cvm.​gov.​br
 
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Metadaten
Titel
A Twitter View of the Brazilian Stock Exchange Market
verfasst von
Hugo S. Santos
Alberto H. F. Laender
Adriano C. M. Pereira
Copyright-Jahr
2015
DOI
https://doi.org/10.1007/978-3-319-27729-5_9

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