Granger causality analysis between twitter sentiment and daily stock returns

• المؤلفون الرئيسيون: Huang, Jun Xiang, Lim, Aaron Yue Feng, Quek, JunFeng
• مؤلفون آخرون: Wu Guiying Laura
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2020
• الموضوعات: Social sciences::Economic development
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/138490
• المؤسسة: Nanyang Technological University

Textual data potentially carries information not found in quantitative data but is equally invaluable for financial analyses. This paper utilises sentiment analysis to examine the predictive value that Twitter posts (tweets) have on US equity returns. We assess the sentiment of tweets that mention s...