TY - EJOU AU - Hamraoui, Imen AU - Boubaker, Adel TI - Can Twitter Sentiment Gives the Weather of the Financial Markets? T2 - Journal on Big Data PY - 2021 VL - 3 IS - 4 SN - 2579-0056 AB - Finance 3.0 is still in its infancy. Yet big data represents an unprecedented opportunity for finance. The massive increase in the volume of data generated by individuals every day on the Internet offers researchers the opportunity to approach the question of financial market predictability from a new perspective. In this article, we study the relationship between a well-known Twitter micro-blogging platform and the Tunisian financial market. In particular, we consider, over a 12-month period, Twitter volume and sentiment across the 22 stock companies that make up the Tunindex index. We find a relatively weak Pearson correlation and Granger causality between the corresponding time series over the entire period. KW - Twitter; investor sentiment; tunisian financial market; Twitter volume DO - 10.32604/jbd.2021.018703