The Possible Impact Of Twitter Post Messages On Stock Market Activities

dc.authorid302688en_US
dc.contributor.authorÖzparlak, Gerçek
dc.date.accessioned2021-01-22T09:06:45Z
dc.date.available2021-01-22T09:06:45Z
dc.date.issued2020
dc.departmentİstanbul Beykent Üniversitesien_US
dc.description.abstractThe purpose of this research is to contribute to the academic field by demonstrating the relationship between stock related Twitter messages, their frequencies, sentiment analysis; stock return, volume, and volatility of Dow Jones Index and BIST30 & BIST100 Index. In this study, The Multinomial Naive Bayes Text Classifier is used as methodology since it is the most conventional method for text classification based on previous research. Using computational linguistics methods, 138.070 English and 34.632 Turkish tweets have been analyzed on a daily basis for a period of 8 months. The results demonstrated a strong relationship between tweets and their impact on the market. Moreover, according to results, there is a positive correlation between the number of retweets and BIST Volume lag-1 and lag+1. In addition, this article confirms that stock microblogs contain valuable information for investors and it can be an assistance in predicting the future market index.en_US
dc.identifier.citationSBF Dergisi, Cilt 75, No.1, 2020, s. 335 – 354en_US
dc.identifier.doi10.33630/ausbf.589221
dc.identifier.trdizinid388161en_US
dc.identifier.urihttps://search.trdizin.gov.tr/yayin/detay/388161
dc.identifier.urihttps://doi.org/10.33630/ausbf.589221
dc.indekslendigikaynakTR-Dizinen_US
dc.language.isoenen_US
dc.publisherAnkara Üniversitesien_US
dc.relation.publicationcategoryMakale - Ulusal Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.subjectTwitter Investor sentiment analysisen_US
dc.subjectText classification Computational linguisticsen_US
dc.subjectStock market predictionen_US
dc.titleThe Possible Impact Of Twitter Post Messages On Stock Market Activitiesen_US
dc.typeArticleen_US

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