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

Creative Commons License
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.

This thesis is restricted to the Claremont Colleges current faculty, students, and staff.

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