Author:
Juan Piñeiro-Chousa,Ángeles López-Cabarcos M,Ada M Pérez-Pico,Marcos Vizcaíno-González
Abstract
This paper attempts to analyze the relationship between social network activity (message sentiment) and stock market (trading volume and risk premium). We used Artificial Neural Networks to analyze 87,511 stock-related microblogging messages related to S&P500 Index posted between October 2009 and October 2014. The results obtained suggest that there is a direct relationship between trading volume and negative sentiment, and between risk premium and negative sentiment. The paper concludes with several directions for future research.
Subject
General Earth and Planetary Sciences,General Environmental Science
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