MEDIA SENTIMENT AND STOCK PRICES: ANALYSING TEMPORAL DYNAMICS AND PREDICTIVE RELATIONSHIPS IN TESLA AND META
The study investigates the relationship between media sentiment and stock price fluctuations. Using quantitative techniques, the research examines data from Tesla and Meta from 2019 to 2024. Headlines and adjusted stock prices were processed into monthly averages to reduce noise, enabling statistic...
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| Format: | Article |
| Language: | English |
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Editura Universitatii Agora
2024-12-01
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| Series: | Agora International Journal of Economical Sciences |
| Online Access: | https://univagora.ro/jour/index.php/aijes/article/view/6942 |
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| _version_ | 1846100821391966208 |
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| author | Laura Čigileičikaitė Gabrielė Gailiūtė Jekaterina Kartašova |
| author_facet | Laura Čigileičikaitė Gabrielė Gailiūtė Jekaterina Kartašova |
| author_sort | Laura Čigileičikaitė |
| collection | DOAJ |
| description |
The study investigates the relationship between media sentiment and stock price fluctuations. Using quantitative techniques, the research examines data from Tesla and Meta from 2019 to 2024. Headlines and adjusted stock prices were processed into monthly averages to reduce noise, enabling statistical analysis through cross-correlation and Granger causality tests. The results indicate a link between sentiment and stock prices, suggesting that sentiment may have some predictive capability for stock price movements. The research underscores the importance of addressing media sentiment in financial decision-making.
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| format | Article |
| id | doaj-art-3dd9bf82c32e4b4c9db0d0025b3a2b99 |
| institution | Kabale University |
| issn | 2067-3310 2067-7669 |
| language | English |
| publishDate | 2024-12-01 |
| publisher | Editura Universitatii Agora |
| record_format | Article |
| series | Agora International Journal of Economical Sciences |
| spelling | doaj-art-3dd9bf82c32e4b4c9db0d0025b3a2b992024-12-29T13:39:11ZengEditura Universitatii AgoraAgora International Journal of Economical Sciences2067-33102067-76692024-12-0118210.15837/aijes.v18i2.6942MEDIA SENTIMENT AND STOCK PRICES: ANALYSING TEMPORAL DYNAMICS AND PREDICTIVE RELATIONSHIPS IN TESLA AND METALaura ČigileičikaitėGabrielė GailiūtėJekaterina Kartašova The study investigates the relationship between media sentiment and stock price fluctuations. Using quantitative techniques, the research examines data from Tesla and Meta from 2019 to 2024. Headlines and adjusted stock prices were processed into monthly averages to reduce noise, enabling statistical analysis through cross-correlation and Granger causality tests. The results indicate a link between sentiment and stock prices, suggesting that sentiment may have some predictive capability for stock price movements. The research underscores the importance of addressing media sentiment in financial decision-making. https://univagora.ro/jour/index.php/aijes/article/view/6942 |
| spellingShingle | Laura Čigileičikaitė Gabrielė Gailiūtė Jekaterina Kartašova MEDIA SENTIMENT AND STOCK PRICES: ANALYSING TEMPORAL DYNAMICS AND PREDICTIVE RELATIONSHIPS IN TESLA AND META Agora International Journal of Economical Sciences |
| title | MEDIA SENTIMENT AND STOCK PRICES: ANALYSING TEMPORAL DYNAMICS AND PREDICTIVE RELATIONSHIPS IN TESLA AND META |
| title_full | MEDIA SENTIMENT AND STOCK PRICES: ANALYSING TEMPORAL DYNAMICS AND PREDICTIVE RELATIONSHIPS IN TESLA AND META |
| title_fullStr | MEDIA SENTIMENT AND STOCK PRICES: ANALYSING TEMPORAL DYNAMICS AND PREDICTIVE RELATIONSHIPS IN TESLA AND META |
| title_full_unstemmed | MEDIA SENTIMENT AND STOCK PRICES: ANALYSING TEMPORAL DYNAMICS AND PREDICTIVE RELATIONSHIPS IN TESLA AND META |
| title_short | MEDIA SENTIMENT AND STOCK PRICES: ANALYSING TEMPORAL DYNAMICS AND PREDICTIVE RELATIONSHIPS IN TESLA AND META |
| title_sort | media sentiment and stock prices analysing temporal dynamics and predictive relationships in tesla and meta |
| url | https://univagora.ro/jour/index.php/aijes/article/view/6942 |
| work_keys_str_mv | AT lauracigileicikaite mediasentimentandstockpricesanalysingtemporaldynamicsandpredictiverelationshipsinteslaandmeta AT gabrielegailiute mediasentimentandstockpricesanalysingtemporaldynamicsandpredictiverelationshipsinteslaandmeta AT jekaterinakartasova mediasentimentandstockpricesanalysingtemporaldynamicsandpredictiverelationshipsinteslaandmeta |