The Effects of Donald Trump’s Tweets on The Stock Exchange

Ben Yardley

MPRA Paper from University Library of Munich, Germany

Abstract: Donald Trump is a huge personality in a unique social, political and financial situation. Through twitter he is able to influence his following instantly with no regulation, often with large unforeseen repercussions. The aim of this report is to identify Trump’s company specific tweets, quantify the mood and feeling of the tweets through sentiment analysis and then investigate the correlation between this and the effect is on the stock prices of these companies. This will be done through a regression of the sentiment and the returns of the company over serval time periods. Further investigation will the take place in order to analyse how neutrally classified tweets are impacted, as well as the effect of the number likes and retweets a tweet has on the stock price of a company.

Keywords: Donald; Trump; Tweet; Sentiment; Analysis; Twitter; Mood; Share; Shares; Stocks; Prices (search for similar items in EconPapers)
JEL-codes: A14 A22 G0 G14 G17 (search for similar items in EconPapers)
Date: 2020-03-20
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:102578

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