all_data.zip (368.54 kB)
The effects of Twitter sentiment on stock price returns
dataset
posted on 2015-09-02, 15:33 authored by Gabriele Ranco, Darko Aleksovski, Guido Caldarelli, Miha Grčar, Igor MozeticIgor MozeticThe data files consist of the DJIA30 financial data (daily prices) and Twitter sentiment data (the number of negative, neutral and positive tweets) for the period of June 1, 2013 until September 18, 2014. The data analysis is described in the following paper: G. Ranco, D. Aleksovski, G. Caldarelli, M. Grčar, I. Mozetič, The effects of Twitter sentiment on stock price returns, PLoS ONE 10(9): e0138441, http://dx.doi.org/10.1371/journal.pone.0138441, 2015.
