Graduation Year
2014
Date of Submission
12-2014
Document Type
Campus Only Senior Thesis
Degree Name
Bachelor of Arts
Department
Economics
Reader 1
Yaron Raviv
Terms of Use & License Information
This work is licensed under a Creative Commons Attribution-No Derivative Works 3.0 License.
Rights Information
© 2014 Stephen Langdon
Abstract
This experiment analyzes “tweets” gathered from Twitter and determines whether the positive or negative emotions conveyed in the contents of a massive collection of these tweets correlate with the percentage change in indexes of Standard & Poor's 500, the Dow Jones Industrial Average, and the NASDAQ stock markets. This experiment uses an algorithm that parses a random sample of live tweets and calculates their sentiment value, which is an indicator of whether a tweet is either negative or positive in its emotional content. The daily average sentiment value is then compared to the percent change in the stock exchanges.
Recommended Citation
Langdon, Stephen, "A Sentiment Analysis of Twitter Data in Relation to Major Stock Indices" (2014). CMC Senior Theses. 984.
https://scholarship.claremont.edu/cmc_theses/984
This thesis is restricted to the Claremont Colleges current faculty, students, and staff.
