Colorado College Logo

  DigitalCC

Use AND (in capitals) to search multiple keywords.
Example: harmonica AND cobos

A study on Twitter’s relationship with stock market volatility

by Wolf, Joseph Gordon

Abstract

Research on stock market prediction has a deep foundation in economic and business research. Recent research into social media has shown that it can be an accurate tool for stock market prediction modeling. This study will continue in this field of research by attempting to determine if stock market volatility can be predicted using Twitter volume data and user metadata. ARCH regression methods are utilized to evaluate time-series data sets of Tweets filtered by 48 separate S&P 500 companies. While the results are for the most part insignificant, the future is bright for social media research in the academia community.

Note

Includes bibliographical references.

Administrative Notes

None

Copyright
Copyright restrictions apply.
Publisher
Colorado College
PID
coccc:6481
Digital Origin
born digital
Extent
76 pages : illustrations
Thesis
Senior Thesis -- Colorado College
Thesis Advisor
Johnson, Daniel
Department/Program
Department of Economics and Business
Degree Name
bachelor
Degree Type
Bachelor of Arts
Degree Grantor
Colorado College
Date Issued
2012