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The Impact of Social Media Sentiment on U.S. Film Industry Stock Prices During the COVID-19 Pandemic

ФИО студента: Nazarikova Anna

Руководитель: Lyubov Khrustova

Кампус/факультет: Faculty of Economic Sciences

Программа: Economics and Statistics (Bachelor)

Год защиты: 2021

Social media has been one of the key channels for communication and information transfer in recent years, and during the COVID-19 pandemic, its importance has increased even further. At the same time, global economies have suffered huge losses due to quarantine restrictions, and the film industry has been one of the most affected areas. This paper analyses the impact of sentiment, or, in other words, the emotional coloring of Twitter posts, on the stock performance of US film industry companies. The BERT machine learning method is used to determine the numerical measures of text sentiment, VAR and ARCH are used to simulate the time series.

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