Stock market tweets annotated with emotions

Corpora ◽  
2020 ◽  
Vol 15 (3) ◽  
pp. 343-354
Author(s):  
Fernando J. Vieira da Silva ◽  
Norton T. Roman ◽  
Ariadne M.B.R. Carvalho

As stock trading became a popular topic on Twitter, many researchers have proposed different approaches to make predictions on it, relying on the emotions found in messages. However, detailed studies require a reasonably sized corpus with emotions properly annotated. In this work, we introduce a corpus of tweets in Brazilian Portuguese annotated with emotions. Comprising 4,277 tweets, this is, to the best of our knowledge, the largest annotated corpus available in the stock market domain for this language. Amongst its possible uses, the corpus lends itself to the application of machine learning models for automatic emotion identification, as well as to the study of correlations between emotions and stock price movements.

2020 ◽  
Vol 3 (1) ◽  
pp. 26
Author(s):  
Agung Novianto Margarena ◽  
Arian Agung Prasetiyawan

This study was conducted due to differences in the study results inseveral countries related to the effect of the match results on stockmovements. Dimic et. al (2019) stated the match results effect themovement of stock prices, while Mishra & Smyth (2010) stated thevice versa. Then, Floros (2014) put forward different results throughthe study of four clubs in four European countries. Thus, this studyreexamines the effect of the match results on the stock pricemovement of Bali United. Moreover, Bali United is the first SoutheastAsian football club to be listed on the stock market. This study uses aquantitative method with a sample of 31 Bali United’s matches afterlisted on the stock market. The data were analyzed using simple linearregression with SPSS 21 with either won, drawn or lost match resultsrepresented by goal margins. The stock price movements arerepresented by stock prices after the results of the match. It was foundthat the results of the match had a positive effect on the stockmovement of Bali United


Author(s):  
Muhaddid Alavi ◽  
Selina Sharmin ◽  
Ashraf Uddin ◽  
Tanvir Ahammad ◽  
Fatema Siddika

2022 ◽  
pp. 323-345
Author(s):  
Jason Michaud

For popular sports brands such as Nike, Adidas, and Puma, value often depends upon the performance of star athletes and the success of professional leagues. These leagues and players are watched closely by many around the world, and exposure to a brand may ultimately cause someone to buy a product. This can be explored statistically, and the interconnectedness of brands, athletes, and the sport of basketball are covered in this chapter. Specifically, data about the NBA and Google Ngrams data are explored in relation to the stock price of these various sports brands. This is done through both statistical analysis and machine learning models. Ultimately, it was concluded that these factors do influence the stock price of Nike, Adidas, and Puma. This conclusion is supported by the machine learning models where this diverse dataset was utilized to accurately predict the stock price of sports brands.


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