GitHub - filippotesta24/twitter-R-analysis: The focus of this paper is a cross sectional analysis of returns based on the 80% of the SP500 stocks. In order to perform this analysis, we focused in finding cyclicality in the series of the number of tweets. Then, we created equally weighted portfolios of over and under-tweeted companies, as well as of bullish and bearish companies and we tracked their subsequent performances in order to verify how they performs with respect to the other and the market.

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Name		Name	Last commit message	Last commit date
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Companies.xlsx		Companies.xlsx
Daily_time_series_of_all_tweets.xlsx		Daily_time_series_of_all_tweets.xlsx
Twitter and the cross section of stock returns .pdf		Twitter and the cross section of stock returns .pdf
Twitter and the cross section of stock returns.R		Twitter and the cross section of stock returns.R

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The focus of this paper is a cross sectional analysis of returns based on the 80% of the SP500 stocks. In order to perform this analysis, we focused in finding cyclicality in the series of the number of tweets. Then, we created equally weighted portfolios of over and under-tweeted companies, as well as of bullish and bearish companies and we tra…