Table of Figures Figure 1: High Design ……………………………………………………………… 6 Figure 2: Tweet Collection Process ……………………………………………………… 6 Figure 3: Profile Scraping Process…………………………………….…………………. 7 Figure 4: Announcement-Reply Determination Process ………………………………. 7 Figure 5: Stock Collection Process ………………………………………………………. 8 Figure 6: User Sentiment Analysis Process …………………………………………….. 8 Figure 7: Link Counting Process …………………………………………………………. 9 Figure 8: Fama French ……………………………………………………………. 9
Insurance Company, Anthem Blue Cross Blue Shield via Concentra Preferred Systems AET 5/28/09 Aetna AET 11/14/10 Aetna of Connecticut AET 8/24/17 AFBA 10/1/07 PFPC Inc., AFBA AFL 8/22/06 AFLAC American Family Life Assurance Co. AFL 4/19/06 Aflac AFL 3/16/17 Aflac AIG 6/14/06 American International Group (AIG), Indiana Office of Medical Excess, LLC ALK 7/26/17 Virgin America ALL 8/23/11 Allstate Financial ALL 6/29/06 AllState Insurance Huntsville branch ALSK 2/20/14 Alaska Communications ALU 5/18/07 Alcatel-Lucent AMCC 4/4/11 Applied Micro Circuits Corporation AMD 1/13/13 Advanced Micro Devices (AMD), Nvidia AMD 4/9/12 Advanced Micro Devices (AMD) AMP 12/25/05 Ameriprise Financial Inc. AMQ 1/30/10 Ameriquest Mortgage Company AMTD 9/14/07 TD Ameritrade Holding Corp. AMTD 12/1/06 TD Ameritrade AMTD 4/20/05 TD Ameritrade AMZN 1/29/11 AMZN 9/29/17 Whole Foods AN 5/26/14 AutoNation Toyota of South Austin ANTM 12/12/06 Aetna, Nationwide, WellPoint Group Health Plans, Humana Medicare, Mutual of Omaha Insurance Company, Anthem Blue Cross Blue Shield via Concentra Preferred Systems ANTM 12/12/06 Aetna, Nationwide, WellPoint Group Health Plans, Humana Medicare, Mutual of Omaha Insurance Company, Anthem Blue Cross Blue Shield via
BAC 4/28/05 Wachovia, Bank of America, PNC Financial Services and Commerce Bancorp BAC 6/29/05 Bank of America BBBY 9/25/15 Bed Bath and Beyond BBBY 6/19/17 Bed Bath & Beyond BBT 5/15/08 BB&T Insurance BBY 5/6/11 Best Buy BC 4/21/08 Brunswick Corp. BC 2/16/07 Brunswick Corp. BDL 5/20/11 Flanigan's BEN 8/3/06 Franklin Templeton Investments BGC 11/19/07 General Cable Corporation BGS 12/6/13 B&G Foods North America, Inc., Maple Grove Farms BHE 11/21/17 Uber BK 3/26/08 Bank of New York Mellon BKE 6/20/17 The Buckle Inc. BKS 10/24/12 Barnes & Noble BKW 2/25/12 Burger King BLKB 6/17/09 Blackbaud Inc. BMY 7/17/08 Bristol-Myers Squibb BOH 3/1/13 Bank of Hawaii, Hawaiian Bank BPF 11/27/17 Bulletproof BR 6/22/09 Broadridge Financial Solutions, Inc. BRLI 8/25/14 BioReference Laboratories, Inc./CareEvolve, Inc. BSFT 9/5/17 BroadSoft BSX 2/8/14 Boston Scientific BUD 7/29/08 Anheuser-Busch C 6/9/11 Citibank C 9/21/07 Citigroup, ABN Amro Mortgage C 8/11/09 Citigroup Inc. C 6/19/08 Citibank C 10/14/10 Citibank C 3/28/13 Citi C 10/2/06 Citigroup C 8/18/11 Citigroup, Inc., Bank of America, Corp.
JPM 8/28/14 J.P Morgan Chase JPM 12/5/13 JPMorgan Chase JPM 7/30/11 Chase Bank JPM 10/1/13 JP Morgan Chase JPM 1/26/07 Chase Bank and the former Bank One, now merged JPM 1/30/11 JP Morgan Chase, Citibank JPM 2/12/13 J.P. Morgan Chase, Capital One JPM 5/1/07 JP Morgan JPM 5/1/07 JP Morgan JPM 9/14/10 JP Morgan Chase Bank JPM 1/20/11 Chase Bank JPM 9/7/06 Circuit City and Chase Card Services, a division of JP Morgan Chase & Co. JPM 6/12/10 JP Morgan Chase JPM 8/30/05 JP Morgan Chase & Co. JPM 3/28/13 JPMorgan JPM 1/19/10 JWN 10/10/13 Nordstrom KBH 1/18/07 KB Home KBR 1/26/11 KBR, Inc. 3/9/12 Kelly Services KEY 5/9/12 Key Bank KEY 11/18/06 KeyCorp KEY 12/30/06 KeyCorp KFY 10/12/12 International KMB 11/2/17 Kimberly-Clark KND 8/16/12 Kindred Healthcare Inc. (Kindred Transitional Care and Rehabilitation) KO 1/24/14 Coca-Cola Company KO 2/22/12 Coca-Cola Company Family Federal Credit Union KRFT 3/3/08 Kaft Foods KRFT 9/5/07 Affiliated Computer Services (ACS), Kraft Foods LABL 6/16/16 Corporation LCC 4/6/11 US Airways LH 3/27/10 Laboratory Corporation of America LabCorp LH 6/9/13 Laboratory Corporation of America (LabCorp)
LJPC 12/31/14 La Group LLL 5/15/12 L-3 Communications Corporation LMT 7/11/14 Lockheed Martin LMT 5/27/11 Lockheed Martin LNC 1/14/10 Lincoln National Corporation (Lincoln Financial) LNC 9/16/12 Lincoln Financial Securities Corporation, Red Boat Advisor Resources LNC 7/21/10 Lincoln National Life Insurance LNC 7/26/11 Lincoln National Life Insurance Company, Lincoln Life & Annuity Company of New York LNC 8/23/11 Lincoln Financial Lincoln National Life Insurance Company, Lincoln Life and Annuity Company of New York LNC 5/25/10 Lincoln Financial Group LNKD 6/6/12 LOW 5/19/14 Lowe's LOW 5/22/14 Lowes Corporation LOW 5/16/06 GE Bank, Lowe's Companies Inc. LPLA 7/8/08 LPL Financial (formerly Linsco Private Ledger) LPLA 10/12/07 LPL Financial LPLA 3/9/10 LPL Financial LPLA 8/11/10 LPL Financial LRCX 4/14/10 Lam Research Corp. LUX 11/26/08 Luxottica Group, Things Remembered LVS 2/12/14 Las Sands Hotels and Casinos LXK 2/15/08 Lexmark International M 4/23/13 Macy's MAR 12/28/05 Marriott International Inc. MBI 10/7/14 Municipal Bond Insurance Association (MBIA) MCD 8/9/11 McDonald's MCD 8/22/08 Liberty McDonald's Restaurant MCD 3/9/12 McDonald's MCD 11/18/11 McDonald's MCD 11/18/11 McDonald's MCD 9/12/11 McDonald's
(RL Restaurant) ROL 3/27/13 Rollins, Inc. ROST 8/5/10 Ross RRD 1/28/13 RR Donnelley, UnitedHealthcare, Boy Scouts of America RUN 2/2/17 Sunrun S 3/11/09 Sprint S 1/22/07 Sprint Nextel S 12/19/06 Velocita Wireless, Sprint Nextel S 9/2/10 Sprint S 8/16/17 Virgin Mobile SABR 8/7/15 Sabre Corporation SABR 5/2/17 Sabre Corporation SABR 5/17/17 Sabre Corporation SAIC 3/19/07 Science Applications International Corp. (SAIC) SAIC 7/20/07 Science Applications International Corp. (SAIC) SAIC 2/12/05 Science Applications International Corp. (SAIC) SAIC 1/18/08 SAIC SBCF 3/3/11 Racetrac, Seacoast National Bank SBH 3/5/14 Sally Beauty Supply SBH 5/4/15 Beauty Supply SBUX 5/12/15 Starbucks SBUX 11/3/06 Starbucks Corp. SBUX 11/24/08 Starbucks Corp. SCHW 4/9/10 Charles Schwab SCHW 5/3/16 Charles Schwab SCNB 1/12/10 Suffolk County National Bank SCOR 6/12/13 comScore SEAC 9/8/10 SeaChange International SEMG 2/10/09 SemGroup LP SFLY 11/26/14 Shutterfly/Tiny Prints/Treats/Wedding Divas SFM 2/25/13 Sprouts SFM 3/28/16 Sprouts Farmers Market SHLD 10/10/14 Holding Company/K-Mart SHLD 2/28/14 Sears SHLD 5/23/12 Sears Portrait Studio SHLD 4/28/06 Roebuck, Company