The impact of tweets on equity trading on the NASDAQ, LSE and JSE

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dc.contributor.author Gatley, Ian Graeme
dc.date.accessioned 2017-02-09T09:01:13Z
dc.date.available 2017-02-09T09:01:13Z
dc.date.issued 2016
dc.identifier.uri http://hdl.handle.net/10539/21969
dc.description MBA en_ZA
dc.description.abstract Social media platforms such as Twitter have become embedded in almost every aspect of modern life. Twitter provides a constant and instant stream of news, weather and social updates. The purpose of this report was to ascertain if this stream of data correlated against fluctuations in stock prices can provide valuable insight to stock market traders trading on the JSE. Five months’ worth of data was collected for the period between May and September 2014. This data comprised of company specific tweets from 70 companies trading on the JSE, LSE and NASDAQ exchanges; correlating this data against daily price fluctuations and trading volume confirmed that fluctuations twitter activity correlated with days of abnormal trading activity. It can be therefore be suggested that the volume, sentiment and immediacy of information on twitter can provide valuable insight when making trading decisions. en_ZA
dc.language.iso en en_ZA
dc.subject Stock exchanges. Johannesburg Stock Exchange. Twitter. Stocks -- Prices. Online social networks. en_ZA
dc.title The impact of tweets on equity trading on the NASDAQ, LSE and JSE en_ZA
dc.type Thesis en_ZA
dc.description.librarian MK2017 en_ZA


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