Twitter is now one of the most popular social media sites in Indonesia, along with Facebook and Instagram, and is widely used by the general population. Currently, Twitter is one of the most popular microblogging platforms in the world. Users can share news, opinions, current events, and other content by utilizing Twitter. Users can be influenced by information conveyed over the Twitter microblogging forum. This research intends to apply Twitter microblogging data to comprehend investor behavior in the capital market. Researchers use sentiment analysis to understand how bullish sentiment and investor agreements reflected in Twitter microblogging messages can influence the stock prices of public companies in Indonesia. Not many studies have used social media to predict investor behavior in the capital market. This research is expected to prove that the data we pull from social media is legit for financial research.

Sentiment Analysis, social media, microblogging, stocks, Twitter.

• Dian Kurnianingrum, S.E., M.M.

• Mila Andria Savitri, S.T.,M.Ds

• Rosita Widjojo, S.E., MBA., PhD.