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oaioai:figshare.com:article/1533283

The effects of Twitter sentiment on stock price returns

Authors
Publication date
2015
Publisher
Doi

    Abstract

    <p>The data files consist of the DJIA30 financial data (daily prices) and Twitter sentiment data (the number of negative, neutral and positive tweets) for the period of June 1, 2013 until September 18, 2014. The data analysis is described in the following paper: G. Ranco, D. Aleksovski, G. Caldarelli, M. Grčar, I. Mozetič, The effects of Twitter sentiment on stock price returns, PLoS ONE 10(9): e0138441, http://dx.doi.org/10.1371/journal.pone.0138441, 2015.</p

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    Last time updated on 12/02/2018

    This paper was published in FigShare.

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