Twitter Sentiment around the Earnings Announcement Events

The data files consist of the (1) DJIA30 financial data (daily prices), (2) Twitter sentiment data (the number of negative, neutral and positive tweets) in hourly resolution and (3) earnings announcements data. The data are used in the analysis performed in the following paper: Gabrovšek P, Aleksovski D, Mozetič I, Grčar M, Twitter sentiment around the Earnings Announcement events. PLoS ONE 12(2): e0173151, http://dx.doi.org/10.1371/journal.pone.0173151, 2017.