Tweet & trade: analysing stock return movement using Twitter sentiment / Judith Lynda Claudius

This research is to study the relationship between Twitter sentiment and stock return movement which consist of several selected listed companies from the KLCI stock exchange. The Twitter sentiment is to measure how the emotion of the tweet post in the internet can influence investor to make decision to do trading and the hashtag (#) symbol which can link the post to the other web. The link used in the post can make the information to spread faster than the other tools available. User of Twitter can re-tweet the post to any other blog or other social media application such as Facebook, yahoo, Instagram and so on. There is a publicly available tool that being provide by the Google Finance where it provide data of the search volume index. At the same time Trading volume and book value also involve in the measurement to indicate whether there have the correlation behavior towards the stock return. This research are taking 5 different commercial bank searched between the years of 2010 until 2015. Therefore, from the data collected the research will used it and examine using the Panel Data.