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Table 1 Time Periods (GEM Time) in the experiment (extracted with Twitter Search API)

From: Twitter permeability to financial events: an experiment towards a model for sensing irregularities

Name/Period ‘tesco’ $TSCO
incl. #[tesco]  
Total Per/hour Total Per/hour
Pre-announcement
25th Jan 00:00- 27th Jan 07:00 11,817 214.85 12 0.218
Post-announcement     
27th Jan 07:00 - 29th Jan 23:59 25,547 393.03 91 1.4
Regular 2-weeks-after     
8th Feb 00:00-10th Feb 07:00 13,417 243.94 26 0.473
Regular 2-weeks-after     
10th Feb 07:00 - 12th Feb 23:59 20,012 307.88 22 0.338