2 resultados para daily rhythm


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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

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This thesis does not set out to focus on the dynamics relationship between Twitter and stock prices, but instead tries to understand if using relevant information extracted from tweets has the power to increase investors’ stock picking ability, and generate alpha in portfolio’s choice relative to a benchmark. Despite the short period analyzed, it gives promising results that the sentiment analysis performed by Social Market Analytics Inc. applied to an equity portfolio, is able to generate positive abnormal returns, statistically significant in and out of sample.