@Article{jbd.2021.018703,
AUTHOR = {Imen Hamraoui, Adel Boubaker},
TITLE = {Can Twitter Sentiment Gives the Weather of the Financial Markets?},
JOURNAL = {Journal on Big Data},
VOLUME = {3},
YEAR = {2021},
NUMBER = {4},
PAGES = {155--173},
URL = {http://www.techscience.com/jbd/v3n4/46035},
ISSN = {2579-0056},
ABSTRACT = { Finance 3.0 is still in its infancy. Yet big data represents an 
unprecedented opportunity for finance. The massive increase in the volume of 
data generated by individuals every day on the Internet offers researchers the 
opportunity to approach the question of financial market predictability from a 
new perspective. In this article, we study the relationship between a well-known 
Twitter micro-blogging platform and the Tunisian financial market. In particular, 
we consider, over a 12-month period, Twitter volume and sentiment across the 
22 stock companies that make up the Tunindex index. We find a relatively weak 
Pearson correlation and Granger causality between the corresponding time series 
over the entire period.},
DOI = {10.32604/jbd.2021.018703}
}