Twitter’s Impact on Stock Volatility

Preregistration of analyses

Analysis #1

Describe your first analysis here.

Our first analysis will discuss the impact of the quantity of attention on twitter towards a stock and its impact on that stock’s volatility over a given time period. We will choose a number of different companies at various market caps and analyze the relationship between the number of tweets about that stock in a given day and the volatility of that stock in the following days.

Analysis #2

Describe your second analysis here.

We will visualize the relationship between the extremeness of the LSTM polarity and 10 day volatility in a box plot to further understand the relationship between tweets with extreme sentiments (large absolute value) and how it impacts volatility of the stock over the course of 10 days.