The Effects of Twitter Sentiment on Stock Price Returns

@article{Ranco2015TheEO,
  title={The Effects of Twitter Sentiment on Stock Price Returns},
  author={Gabriele Ranco and Darko Aleksovski and Guido Caldarelli and Miha Grcar and Igor Mozeti{\vc}},
  journal={PLoS ONE},
  year={2015},
  volume={10}
}
Social media are increasingly reflecting and influencing behavior of other complex systems. In this paper we investigate the relations between a well-known micro-blogging platform Twitter and financial markets. In particular, we consider, in a period of 15 months, the Twitter volume and sentiment about the 30 stock companies that form the Dow Jones Industrial Average (DJIA) index. We find a relatively low Pearson correlation and Granger causality between the corresponding time series over the… 

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