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

Th\'arsis Tuani Pinto Souza, Olga Kolchyna, Philip C. Treleaven and Tomaso Aste

Papers from arXiv.org

Abstract: 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.

Date: 2015-07, Revised 2015-07
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Citations: View citations in EconPapers (13)

Published in In: Handbook of Sentiment Analysis in Finance. Mitra, G. and Yu, X. (Eds.). (2016). ISBN 1910571571., 2016

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1507.00784

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