Sentiment Analysis of tweets Pearson Correlation and Granger causality analysis between tweets and stock markets Twitter is an influential platform for financial markets in Turkey.In this research an extensive study to identify the relations between Turkish financial-related tweets and the daily changes in Bist30 index returns is presented. After the sentiment analysis of Turkish financial-related tweets, the polarity values of the tweets are determined and the results of Pearson correlation and Granger causality analyses between the polarity values and the changes in Bist30 index returns are examined for two different time periods. The first research period covers the dates between 07.05.2018 and 30.04.2019. The second research period includes the dates between 07.05.2018 and 31.07.2018; where some important events took place in Turkey. To the best of our knowledge, this study is the most comprehensive study that analyses the relations between Turkish financial-related tweets and the daily changes in stock market returns. The framework of the study is shown in Figure A.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.