The effects of Twitter sentiment on stock price returns
收藏Figshare2016-01-20 更新2026-04-08 收录
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资源简介：
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.
提供机构：
Aleksovski, Darko; Ranco, Gabriele; Grčar, Miha; Caldarelli, Guido; Mozetic, Igor
创建时间：
2015-09-02
