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

Back to article page