Twitter is one of the most popular social networks for sentiment analysis. This data set of tweets are related to the stock market. We collected 943,672 tweets between April 9 and July 16, 2020, using
The collected tweets and Earnings Announcements (EA) cover the period of three years, from June 1, 2013 to June 3, 2016. Companies are ordered by the total number of tweets collected. For each company
A high-frequency approach is used to analyze the effects of President Trumps tweets that criticize the Federal Reserve on financial markets. Identification exploits a short time window around the prec
