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Contribution Details

Type Bachelor's Thesis
Scope Discipline-based scholarship
Title Tweet Sentiment and Earnings Announcements
Organization Unit
Authors
  • Nicola Liebi
Supervisors
  • Ivan Petzev
  • Alexander Wagner
Language
  • English
Institution University of Zurich
Faculty Faculty of Economics, Business Administration and Information Technology
Number of Pages 32
Date 2015
Abstract Text Advancements in technology have enabled internet users not only to view stock price movements in real-time, but also to comment on them publicly through various outlets. One such outlet is the microblogging platform Twitter with over 288 million monthly active users (Twitter (2015a)). Modern computational linguistics offer the opportunity to classify text sentiment of such comments. Hence this study takes advantage of linguisitc text classification for the purpose of analyzing people’s positivity before and after earnings announcements, in order to expose relationships between the tone of earnings announcements, earnings surprise, stock market reaction and twitter sentiment in this particular context.
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