The Effects of Twitter Sentiment on Stock Price Returns

Social media are increasingly reflecting and influencing behavior of other complex systems. In this paper we investigate the relations between a well-know micro-blogging platform Twitter and financial markets. In particular, we consider, in a period of 15 months, the Twitter volume and sentiment about the 30 stock companies that form the Dow Jones Industrial Average (DJIA) index. We find a relatively low Pearson correlation and Granger causality between the corresponding time series over the entire time period. However, we find a significant dependence between the Twitter sentiment and abnormal returns during the peaks of Twitter volume. This is valid not only for the expected Twitter volume peaks (e.g., quarterly announcements), but also for peaks corresponding to less obvious events. We formalize the procedure by adapting the well-known "event study" from economics and finance to the analysis of Twitter data. The procedure allows to automatically identify events as Twitter volume peaks, to compute the prevailing sentiment (positive or negative) expressed in tweets at these peaks, and finally to apply the "event study" methodology to relate them to stock returns. We show that sentiment polarity of Twitter peaks implies the direction of cumulative abnormal returns. The amount of cumulative abnormal returns is relatively low (about 1-2%), but the dependence is statistically significant for several days after the events

Toward optimal implementation of cancer prevention and control programs in public health: A study protocol on mis-implementation

Abstract Background Much of the cancer burden in the USA is preventable, through application of existing knowledge. State-level funders and public health practitioners are in ideal positions to affect programs and policies related to cancer control. Mis-implementation refers to ending effective programs and policies prematurely or continuing ineffective ones. Greater attention to mis-implementation should lead to use of effective interventions and more efficient expenditure of resources, which in the long term, will lead to more positive cancer outcomes. Methods This is a three-phase study that takes a comprehensive approach, leading to the elucidation of tactics for addressing mis-implementation. Phase 1: We assess the extent to which mis-implementation is occurring among state cancer control programs in public health. This initial phase will involve a survey of 800 practitioners representing all states. The programs represented will span the full continuum of cancer control, from primary prevention to survivorship. Phase 2: Using data from phase 1 to identify organizations in which mis-implementation is particularly high or low, the team will conduct eight comparative case studies to get a richer understanding of mis-implementation and to understand contextual differences. These case studies will highlight lessons learned about mis-implementation and identify hypothesized drivers. Phase 3: Agent-based modeling will be used to identify dynamic interactions between individual capacity, organizational capacity, use of evidence, funding, and external factors driving mis-implementation. The team will then translate and disseminate findings from phases 1 to 3 to practitioners and practice-related stakeholders to support the reduction of mis-implementation. Discussion This study is innovative and significant because it will (1) be the first to refine and further develop reliable and valid measures of mis-implementation of public health programs; (2) bring together a strong, transdisciplinary team with significant expertise in practice-based research; (3) use agent-based modeling to address cancer control implementation; and (4) use a participatory, evidence-based, stakeholder-driven approach that will identify key leverage points for addressing mis-implementation among state public health programs. This research is expected to provide replicable computational simulation models that can identify leverage points and public health system dynamics to reduce mis-implementation in cancer control and may be of interest to other health areas

Return-to-Work Self-Efficacy:Development and Validation of a Scale in Claimants with Musculoskeletal Disorders

Introduction We report on the development and validation of a 10-item scale assessing self-efficacy within the return-to-work context, the Return-to-Work Self-Efficacy (RTWSE) scale. Methods Lost-time claimants completed a telephone survey 1 month (n = 632) and 6 months (n = 446) after a work-related musculoskeletal injury. Exploratory (Varimax and Promax rotation) and confirmatory factor analyses of self-efficacy items were conducted with two separate subsamples at both time points. Construct validity was examined by comparing scale measurements and theoretically derived constructs, and the phase specificity of RTWSE was studied by examining changes in strength of relationships between the RTWSE Subscales and the other constructs at both time measures. Results Factor analyses supported three underlying factors: (1) Obtaining help from supervisor, (2) Coping with pain (3) Obtaining help from co-workers. Internal consistency (alpha) for the three subscales ranged from 0.66 to 0.93. The total variance explained was 68% at 1-month follow-up and 76% at 6-month follow-up. Confirmatory factor analyses had satisfactory fit indices to confirm the initial model. With regard to construct validity: relationships of RTWSE with depressive symptoms, fear-avoidance, pain, and general health, were generally in the hypothesized direction. However, the hypothesis that less advanced stages of change on the Readiness for RTW scale would be associated with lower RTWSE could not be completely confirmed: on all RTWSE subscales, RTWSE decreased significantly for a subset of participants who started working again. Moreover, only Pain RTWSE was significantly associated with RTW status and duration of work disability. With regard to the phase specificity, the strength of association between RTWSE and other constructs was stronger at 6 months post-injury compared to 1 month post-injury. Conclusions A final 10-item version of the RTWSE has adequate internal consistency and validity to assess the confidence of injured workers to obtain help from supervisor and co-workers and to cope with pain. With regard to phase specificity, stronger associations between RTWSE and other constructs at 6-month follow-up suggest that the association between these psychological constructs consolidates over time after the disruptive event of the injury

The direction of effects between perceived parental behavioral control and psychological control and adolescents’ self-reported GAD and SAD symptoms

This study examined the direction of effects and age and sex differences between adolescents’ perceptions of parental behavioral and psychological control and adolescents’ self-reports of generalized anxiety disorder (GAD) and separation anxiety disorder (SAD) symptoms. The study focused on 1,313 Dutch adolescents (early-to-middle cohort n = 923, 70.3%; middle-to-late cohort n = 390, 29.7%) from the general population. A multi-group, structural equation model was employed to analyze the direction of the effects between behavioral control, psychological control and GAD and SAD symptoms for the adolescent cohorts. The current study demonstrated that a unidirectional child effect model of the adolescents’ GAD and SAD symptoms predicting parental control best described the data. Additionally, adolescent GAD and SAD symptoms were stronger and more systematically related to psychological control than to behavioral control. With regard to age–sex differences, anxiety symptoms almost systematically predicted parental control over time for the early adolescent boys, whereas no significant differences were found between the late adolescent boys and girls

DRD4 Polymorphism Moderates the Effect of Alcohol Consumption on Social Bonding

Development of interpersonal relationships is a fundamental human motivation, and behaviors facilitating social bonding are prized. Some individuals experience enhanced reward from alcohol in social contexts and may be at heightened risk for developing and maintaining problematic drinking. We employed a 3 (group beverage condition) ×2 (genotype) design (N = 422) to test the moderating influence of the dopamine D4 receptor gene (DRD4 VNTR) polymorphism on the effects of alcohol on social bonding. A significant gene x environment interaction showed that carriers of at least one copy of the 7-repeat allele reported higher social bonding in the alcohol, relative to placebo or control conditions, whereas alcohol did not affect ratings of 7-absent allele carriers. Carriers of the 7-repeat allele were especially sensitive to alcohol's effects on social bonding. These data converge with other recent gene-environment interaction findings implicating the DRD4 polymorphism in the development of alcohol use disorders, and results suggest a specific pathway by which social factors may increase risk for problematic drinking among 7-repeat carriers. More generally, our findings highlight the potential utility of employing transdisciplinary methods that integrate genetic methodologies, social psychology, and addiction theory to improve theories of alcohol use and abuse

Live Recombinant Salmonella Typhi Vaccines Constructed to Investigate the Role of rpoS in Eliciting Immunity to a Heterologous Antigen

We hypothesized that the immunogenicity of live Salmonella enterica serovar Typhi vaccines expressing heterologous antigens depends, at least in part, on its rpoS status. As part of our project to develop a recombinant attenuated S. Typhi vaccine (RASTyV) to prevent pneumococcal diseases in infants and children, we constructed three RASTyV strains synthesizing the Streptococcus pneumoniae surface protein PspA to test this hypothesis. Each vector strain carried ten engineered mutations designed to optimize safety and immunogenicity. Two S. Typhi vector strains (χ9639 and χ9640) were derived from the rpoS mutant strain Ty2 and one (χ9633) from the RpoS+ strain ISP1820. In χ9640, the nonfunctional rpoS gene was replaced with the functional rpoS gene from ISP1820. Plasmid pYA4088, encoding a secreted form of PspA, was moved into the three vector strains. The resulting RASTyV strains were evaluated for safety in vitro and for immunogenicity in mice. All three RASTyV strains were similar to the live attenuated typhoid vaccine Ty21a in their ability to survive in human blood and human monocytes. They were more sensitive to complement and were less able to survive and persist in sewage and surface water than their wild-type counterparts. Adult mice intranasally immunized with any of the RASTyV strains developed immune responses against PspA and Salmonella antigens. The RpoS+ vaccines induced a balanced Th1/Th2 immune response while the RpoS− strain χ9639(pYA4088) induced a strong Th2 immune response. Immunization with any RASTyV provided protection against S. pneumoniae challenge; the RpoS+ strain χ9640(pYA4088) provided significantly greater protection than the ISP1820 derivative, χ9633(pYA4088). In the pre-clinical setting, these strains exhibited a desirable balance between safety and immunogenicity and are currently being evaluated in a Phase 1 clinical trial to determine which of the three RASTyVs has the optimal safety and immunogenicity profile in human hosts