Analyzing Correlations of Corporation Earning Announcements, Dividend Declarations and Public Sentiment against the Stock MarketSmrkolj Koželj, Nejc (Avtor) Bajec, Marko (Mentor) data miningdata scrapingstock marketsmarket eventsevent detectionevent analysisevent correlationsearning announcementsdividend declarationssentiment analysissocial networksgoogle trendstwitterIn our research, we focused on analysing the stock market events and the price movements on market events. We researched the quarterly corporate earning announcement events as well as dividend declaration events and investigated any correlations they might have to the publicly available stock data and stock prices. Furthermore, we analysed how the public sentiment, notably Twitter and Google Trends, can be utilised to help estimate the correlation between event and the stock price movement. To process the data, we utilised the machine learning algorithm logistic regression due to its simplicity and robustness. Our findings were that the earning announcement event outcome could, to some extent, be predicted but the actual movement is not as important as the size of the movement. We also successfully utilised public sentiment to improve our results further.20202020-10-06 08:15:02Magistrsko delo/naloga121358VisID: 24921COBISS_ID: 33135107sl