查看文章

Social media posts can have significant information impact on domains and subject matter opinions. Stock prices, volumes and metrics are influenced by turbulence in their information ecosystem. Analyses of digital information networks and social media information events have shown that information artifacts affect stock performance with varying degrees of disconnectedness to fundamentals. It is therefore important to gain clarity and understanding of how the sentiments associated with information artifacts in Twitter (due to its extensive usage in relevant signaling), are associated with stock performance. We perform an exploratory analysis to study tweet sentiment and stock price fluctuations, and associated metrics, in the context of eDominance. Our analysis of tweet information content deploying textual analytics, identifies patterns in tweet behaviors, changes in sentiment and key metrics.