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Social Network Analysis and Mining

Erschienen in:

01.12.2022 | Original Article

Impact of Twitter sentiment on stock price returns

verfasst von: Imen Hamraoui, Adel Boubaker

Erschienen in: Social Network Analysis and Mining | Ausgabe 1/2022

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Abstract

Finance 3.0 is still in its infancy, although big data represents an unprecedented opportunity for finance. The large increase in data generated by individuals every day on the Internet offers researchers the opportunity to approach the question of financial market movement prediction from a new perspective. In this paper, we study the relationship between a well-known Twitter micro-blogging platform and the Tunisian financial market. In particular, we consider, over a 12-month period, Twitter volume and sentiment of 22 companies listed on the Tunindex. We found a relatively low Pearson correlation and Granger causality estimates between the corresponding time series over the entire period.

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Titel: Impact of Twitter sentiment on stock price returns
verfasst von: Imen Hamraoui
Adel Boubaker
Publikationsdatum: 01.12.2022
Verlag: Springer Vienna
Erschienen in: Social Network Analysis and Mining / Ausgabe 1/2022
Print ISSN: 1869-5450
Elektronische ISSN: 1869-5469
DOI: https://doi.org/10.1007/s13278-021-00856-7

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