![]() ![]() Os resultados apontaram que a variação do sentimento total e a variação do sentimento negativo tem relação com o retorno. O método escolhido para classificar as palavras foi o mapeamento perceptual conjuntamente com a média e desvio padrão da frequência dos termos em dias positivos ou negativos. ![]() Desse modo, tweets sobre a Petrobras, no período de 20, foram analisados a fim de se verificar se o sentimento textual dessas mensagens impacta no retorno. O objetivo do trabalho foi analisar a relação entre o sentimento exposto no Twitter e o retorno da Petrobras. The amount of cumulative abnormal returns is relatively low (about 1-2%), but the dependence is statistically significant for several days after the events.Ī presente pesquisa visa contribuir com a discussão sobre o sentimento do investidor. We show that sentiment polarity of Twitter peaks implies the direction of cumulative abnormal returns. The procedure allows to automatically identify events as Twitter volume peaks, to compute the prevailing sentiment (positive or negative) expressed in tweets at these peaks, and finally to apply the "event study" methodology to relate them to stock returns. We formalize the procedure by adapting the well-known "event study" from economics and finance to the analysis of Twitter data. This is valid not only for the expected Twitter volume peaks (e.g., quarterly announcements), but also for peaks corresponding to less obvious events. However, we find a significant dependence between the Twitter sentiment and abnormal returns during the peaks of Twitter volume. We find a relatively low Pearson correlation and Granger causality between the corresponding time series over the entire time period. In particular, we consider, in a period of 15 months, the Twitter volume and sentiment about the 30 stock companies that form the Dow Jones Industrial Average (DJIA) index. In this paper we investigate the relations between a well-known micro-blogging platform Twitter and financial markets. This ranges from transparency effects to fonts and the speed of the animation.Social media are increasingly reflecting and influencing behavior of other complex systems. A lot of options are provided by the software that change the appearance of the feeds in the ticker. Only the user's Twitter account can be added to the program as it is required to enter a username and password to display the Twitter messages. Multiple feeds can be imported from an opml file that most RSS feed readers can import and export feeds to. RSS Feeds can be added manually by pasting a single url into the feed manager. Other useful hotkeys are F8 to open the options, F12 to manage the feeds and Print Screen to visit the website of the current news item. Several hotkeys are provided to pause (pause key) or disable (F11) the ticker. The lightweight software program has been designed with lots of comfortable options to configure news sources and control the ticker on top of the screen. One option is the Feed Roller program which displays an RSS feed and Twitter ticker on top of the computer monitor screen. There are some other options for users who do not want to open a website or a feed reader software to view the updates. Popular options are for instance the Feed Demon software program or Google Reader on the web. ![]() Most users who subscribe to RSS feeds read these feeds in feed readers that can either be accessed from the desktop or on a website. ![]()
0 Comments
Leave a Reply. |
Details
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |