AMERICAN JOURNAL OF MANAGEMENT
When the Going Gets Tough, The Tweets Get Going! An Exploratory Analysis of Tweets Sentiments in the Stock Market
Author(s): Andrey Kretinin, Jim Samuel, Rajiv Kashyap
Citation: Andrey Kretinin, Jim Samuel, Rajiv Kashyap, (2018) "When the Going Gets Tough, The Tweets Get Going! An Exploratory Analysis of Tweets Sentiments in the Stock Market," American Journal of Management, Vol. 18, Iss. 5, pp. 23-36
Article Type: Research paper
Publisher: North American Business Press
Abstract:
Information artifacts in social media can have significant impact on domains and subject matter opinions. Asset prices, stock prices and volumes, and metrics are influenced by turbulence in their information ecosystems. Analyses of digital information networks and social media information events have shown information artifacts to affect stock performance without consistent correlation to fundamentals. Thus it becomes important to dispel ambiguity and gain insights into how the sentiments associated with information artifacts in Twitter (due to its extensive usage in relevant signaling), are associated with equity movements. Using an exploratory analysis to study tweet sentiment, we link stock price variations, and explore associated metrics. Our tweets analytics deploying textual analytics, identifies forms in tweet behavior and sentiment shifts.