Empirical Study of Relationship between Twitter Mood and Stock Market from an Indian Context

Abstract

Various studies have been conducted to investigate relationship between sentiment from investors or from news and stock market movement. From literature study it is observed, there is no systematic study conducted on the same for India, which is one of the leading emerging markets of the world. In this paper, 'twitter' have been used as the source of the news as mostly all popular channels publishes news through tweets. Corpora of 0.3 Million tweets have been collected between