Social media are increasingly reflecting and influencing behavior of oth= er complex systems. In this paper we investigate the relations between a we= ll-known micro-blogging platform Twitter and financial markets. In particul= ar, we consider, in a period of 15 months, the Twitter volume and sentiment= about the 30 stock companies that form the Dow Jones Industrial Average (D=

The Effects of Twitter Sentiment on Stock Price Returns

Caldarelli G;
2015-01-01

Abstract

Social media are increasingly reflecting and influencing behavior of oth= er complex systems. In this paper we investigate the relations between a we= ll-known micro-blogging platform Twitter and financial markets. In particul= ar, we consider, in a period of 15 months, the Twitter volume and sentiment= about the 30 stock companies that form the Dow Jones Industrial Average (D=
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.11771/3895
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