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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Ruslan Efimov
Corporate News about Big Data Related Investments as a Factor of Company`s Value Dynamics
Management
(Bachelor’s programme)
2018
The aim of this paper is to inspect the significance of the impact of news about Big Data on the market value of mentioned companies depending on a content such as certain topics and emotional phrases. A sentiment analysis used for deriving emotional tonality of news and a topic modeling used for extracting unique semantic themes framed by an event study were chosen as the most appropriate methods to analyze a mixed data. The plan of the empirical research was combined with obtaining news on Big Data related to companies listed on NYSE, NASDAQ and AMEX and testing hypotheses of considered phenomena significance. As a result, beneficial impact of news with positive emotion tonality were found. Also favourable influence on companies market value is produced by announcement about financial and operational business processes. Consequently, the study may be useful for future researchers who analyze the news influence, for companies that want to announce their innovations more efficiently.

Keywords: big data, sentiment analysis, topic modeling, event study, market reaction, abnormal return

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