Please use this identifier to cite or link to this item: http://hdl.handle.net/10125/59607

You are What You Say: The Influence of Company Tweets on Its Stock Performance

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Title:You are What You Say: The Influence of Company Tweets on Its Stock Performance
Authors:Osatuyi, Babajide
Yoosefi, Behrooz
Keywords:Machine Learning and Network Analytics in Finance
Decision Analytics, Mobile Services, and Service Science
emotion, organizational performance, polarity, sentiments, stock prices
Date Issued:08 Jan 2019
Abstract:This paper investigates the relationship between Twitter metrics and stock price performance of a company. The objective of this research is to contribute to the area of research that seeks to uncover the business value of social media platforms. Building on prior research, this paper identifies two categories of metrics that have been used to examine the relationship between Twitter metrics and stock performance of a company, namely traffic and motivation. While traffic is measured as volume of tweets, motivation is measured from two perspectives; polarity (positive, neutral, and negative) and emotion (positive emotion and negative emotion). Unstructured data from Twitter and Yahoo finance Website about Amazon was gathered to test the study hypothesis. A combination of machine learning techniques for text analytics and hierarchical regression analysis was used to analyze the data. Results indicate that emotional motivation expressed in tweets sent out by a company positively influences the company’s stock performance.
Pages/Duration:9 pages
URI/DOI:http://hdl.handle.net/10125/59607
ISBN:978-0-9981331-2-6
Rights:Attribution-NonCommercial-NoDerivatives 4.0 International
https://creativecommons.org/licenses/by-nc-nd/4.0/
Appears in Collections: Machine Learning and Network Analytics in Finance


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