Abstract
The present work addresses the impact of the tweets of the former US president, Donald Trump, on the international financial markets. This study aims to verify, through sentiment analysis, the relationship between the sentiments (positive, negative, and neutral) of the ex-president's tweets and the returns of the stock exchanges from the US (S&P500), Europe (Euronext 100) and China (CSI 300), using the text content analysis tool called VADER. For this, the returns of the stock market indexes were calculated, and the sentiment of the tweets were analyzed. It is observed that there were no statistically significant results between the sentiment analysis of the information published in the tweets by former President Donald Trump and the returns in the analyzed stock markets.
Sign-in/Register to access full text options 
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
