The Power of Micro-Blogging: How to Use Twitter for Predicting the Stock Market

Francesco Corea () and Enrico Maria Cervellati ()
Additional contact information
Francesco Corea: LUISS Guido Carli University, Italy
Enrico Maria Cervellati: University of Bologna, Italy

Eurasian Journal of Economics and Finance, 2015, vol. 3, issue 4, 1-7

Abstract: The availability of new data and techniques enriched the existing extensive literature on the importance of investors’ sentiment and on his impact of the stock price oscillations. The purpose of this paper is to exploit micro-blogging data in order to construct a new index-tracking variable that may be used to earn some insights on the Nasdaq-100’s future movements. The results are promising: the models augmented with the newly created variable show an incremented explanatory power with respect to the benchmark.

Keywords: Micro-Blogging; Sentiment Analysis; Forecasting; Twitter; Stock Index (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
https://eurasianpublications.com/wp-content/upload ... ervellati-pp.1-7.pdf (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ejn:ejefjr:v:3:y:2015:i:4:p:1-7

Access Statistics for this article

Eurasian Journal of Economics and Finance is currently edited by Xuan Vinh Vo

More articles in Eurasian Journal of Economics and Finance from Eurasian Publications
Bibliographic data for series maintained by Esra Barakli ().