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Predicting Stock Market Indicators Through Twitter “I hope it is not as bad as I fear”

Xue Zhang, Hauke Fuehres, P. Gloor

2011Procedia - Social and Behavioral Sciences

DOI: 10.1016/J.SBSPRO.2011.10.562

tlooto Summary

Early work trying to predict stock market indicators such as Dow Jones, NASDAQ and S&P 500 by analyzing Twitter posts found that emotional tweet percentage significantly negatively correlated with Dow Jones, NASDAQ and S&P 500, but displayed significant positive correlation to VIX.

Abstract

Abstract is not available.

Citation format

ZHANG, Xue; FUEHRES, Hauke; GLOOR, P. Predicting stock market indicators through twitter “i hope it is not as bad as i fear”. Procedia - Social and Behavioral Sciences, 2011, 26: 55–62.