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Causality Analysis of Twitter Sentiments and Stock Market Returns

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Figure

Table 1:Percentage agreement between fourworkers.WorkersAgreement
Figure 1: Daily comparison of stock returns andsentiment scores on $APPL. Sentiments are la-beled by AMT
Figure 4the Granger Causality model was statistically sig-nificant for different stocks in model one (impactof stock market return on sentiment results)
Figure 5: This shows normalized tweeter senti-ments calculated by Amazon Mechanical Turk andthe Apple stock returns.

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