Imen Hamraoui*, Adel Boubaker
Journal on Big Data, Vol.3, No.4, pp. 155-173, 2021, DOI:10.32604/jbd.2021.018703
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… More >
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