Abstract:
Information Extraction from social media is still an emerging domain but has drawn a lot of attention recently. This research wants to investigate at what extent it is possible to use data collected from social media to track and understand financial markets’ trends. After a first theoretical section, this paper will present and discuss two analysis. The first one investigates whether the mood that emerges from Twitter messages about some of the most important companies in the world is correlated with some stock indicators about these companies. The second one focuses on whether the volume of search queries on Google about specific financial terms is correlated with the performances of some financial indexes of the market (S&P 500, FTSE 100).