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Análisis De La Percepción De La Calidad De Tres Empresas Colombianas De Telefonía Móvil En Twitter, Mediante Técnicas De Minería De Texto Y Analítica De Negocios, Eduar Felipe Riaño Torres, José Darío Navas Torres
Análisis De La Percepción De La Calidad De Tres Empresas Colombianas De Telefonía Móvil En Twitter, Mediante Técnicas De Minería De Texto Y Analítica De Negocios, Eduar Felipe Riaño Torres, José Darío Navas Torres
Ingeniería Industrial
Este documento presenta una solución a un caso teórico-práctico en la red social Twitter empleando técnicas de minería de texto y analítica de negocios en el software gratuito y de código abierto para ciencia de datos, investigación científica y comunicación técnica R. Para esto, se desarrolló un ejercicio aplicado a las empresas de Telecomunicaciones Claro, Movistar y Tigo, debido a la cantidad de datos y al dinamismo económico que estas compañías presentan actualmente en Colombia. Para llevar a cabo esta investigación se requirió realizar una revisión exhaustiva de diversas temáticas como minería de texto, análisis de sentimientos, vigilancia empresarial, analítica …
A Little Birdy Told Me: Analysis Of The Impact Of Public Tweet Sentiment On Stock Prices, Alexander Novitsky
A Little Birdy Told Me: Analysis Of The Impact Of Public Tweet Sentiment On Stock Prices, Alexander Novitsky
CMC Senior Theses
The combination of the advent of the internet in 1983 with the Securities and Exchange Commission’s ruling allowing firms the use of social media for public disclosures merged to create a wealth of user data that traders could quickly capitalize on to improve their own predictive stock return models. This thesis analyzes some of the impact that this new data may have on stock return models by comparing a model that uses the Index Price and Yesterday’s Stock Return to one that includes those two factors as well as average tweet Polarity and Subjectivity. This analysis is done with ten …
Collaborative Speculation And Overvaluation: Evidence From Social Media, Adam Barrett Booker
Collaborative Speculation And Overvaluation: Evidence From Social Media, Adam Barrett Booker
Graduate Theses and Dissertations
I use data from StockTwits and Twitter to provide evidence that investor attention on social media in the period before earnings is related to short-term overvaluation, consistent with bullish investors herding around common information. In the 2 to 60 days after earnings, returns for companies in the highest quintile of pre-earnings announcement investor attention are 4.2 percent lower than those of companies in the lowest quintile. I find evidence that the negative post-earnings drift result found in this study is related to investors waiting until after earnings are announced to enact costly arbitrage strategies. I further examine intra- and inter-network …