相关论文: Twitter Sentiment around the Earnings Announcement…

The internet has changed the way we live, work and take decisions. As it is the major modern resource for research, detailed data on internet usage exhibits vast amounts of behavioral information. This paper aims to answer the question…

Online social networks offer a new way to investigate financial markets' dynamics by enabling the large-scale analysis of investors' collective behavior. We provide empirical evidence that suggests social media and stock markets have a…

News articles are extremely time sensitive by nature. There is also intense competition among news items to propagate as widely as possible. Hence, the task of predicting the popularity of news items on the social web is both interesting…

Macroeconomic variables are known to significantly impact equity markets, but their predictive power for price fluctuations has been underexplored due to challenges such as infrequency and variability in timing of announcements, changing…

Stock market forecasting has been a challenging part for many analysts and researchers. Trend analysis, statistical techniques, and movement indicators have traditionally been used to predict stock price movements, but text extraction has…

The real-time nature of Twitter means that term distributions in tweets and in search queries change rapidly: the most frequent terms in one hour may look very different from those in the next. Informally, we call this phenomenon "churn".…

This paper provides a holistic study of how stock prices vary in their response to financial disclosures across different topics. Thereby, we specifically shed light into the extensive amount of filings for which no a priori categorization…

In Twitter, and other microblogging services, the generation of new content by the crowd is often biased towards immediacy: what is happening now. Prompted by the propagation of commentary and information through multiple mediums, users on…

For many users on social networks, one of the goals when broadcasting content is to reach a large audience. The probability of receiving reactions to a message differs for each user and depends on various factors, such as location, daily…

Social media is increasingly used by humans to express their feelings and opinions in the form of short text messages. Detecting sentiments in the text has a wide range of applications including identifying anxiety or depression of…

This paper introduces a non-parametric framework to statistically examine how news events, such as company or macroeconomic announcements, contribute to the pre- and post-event jump dynamics of stock prices under the intraday seasonality of…

The ability to track and monitor relevant and important news in real-time is of crucial interest in multiple industrial sectors. In this work, we focus on the set of cryptocurrency news, which recently became of emerging interest to the…

Financial market forecasting is one of the most attractive practical applications of sentiment analysis. In this paper, we investigate the potential of using sentiment \emph{attitudes} (positive vs negative) and also sentiment…

Twitter is now an established and a widely popular news medium. Be it normal banter or a discussion on high impact events like Boston marathon blasts, February 2014 US Icestorm, etc., people use Twitter to get updates. Twitter bots have…

Twitter sentiment analysis, which often focuses on predicting the polarity of tweets, has attracted increasing attention over the last years, in particular with the rise of deep learning (DL). In this paper, we propose a new task:…

Twitter accounts have already been used in many scientometric studies, but the meaningfulness of the data for societal impact measurements in research evaluation has been questioned. Earlier research focused on social media counts and…

What happens when the Supreme Court of the United States decides a case impacting one or more publicly-traded firms? While many have observed anecdotal evidence linking decisions or oral arguments to abnormal stock returns, few have…

On social media, the boundaries between people's private and public lives often blur. The need to navigate both roles, which are governed by distinct norms, impacts how individuals conduct themselves online, and presents methodological…

Whether the online social media, like Twitter or its variant Weibo, can be a convincing proxy to predict the stock market has been debated for years, especially for China. However, as the traditional theory in behavioral finance states, the…

In recent years, sentiment analysis in social media has attracted a lot of research interest and has been used for a number of applications. Unfortunately, research has been hindered by the lack of suitable datasets, complicating the…