期刊名称：International Journal of Advanced Computer Science and Applications(IJACSA)
印刷版ISSN：2158-107X
电子版ISSN：2156-5570
出版年度：2016
卷号：7
期号：5
DOI：10.14569/IJACSA.2016.070574
出版社：Science and Information Society (SAI)
摘要：Social media users nowadays express their opinions and feelings about many event occurring in their lives. For certain users, some of the most important events are the ones related to the financial markets. An interesting research field emerged over the past decade to study the possible relationship between the fluctuation in the financial markets and the online social media. In this research we present a comprehensive study to identify the relation between Arabic financial-related tweets and the change in stock markets using a set of the most active Arab stock indices. The results show that there is a Granger Causality relation between the volume and sentiment of Arabic tweets and the change in some of the stock markets.
