Table 6 Textual Datasets feature

Textual datasets

Tweets from Twitter

A unique ID of the tweet

 0. Tweet Sentiment

Tweet sentiment

TWS

 1. Tweet Subjectivity

The separated subjectivity from the tweet

TWS

 2. Tweet Polarity

The separated polarity from the tweet

TWP

 3. Favourite count

Number of favourites per tweet

TWF

 4. Retweet count

Total number of retweets

RTC

 5. Possible sensitive

The sensitivity of the tweet (Boolean true/false)

TPS

Financial web-news

 6. News Sentiment

Sentiment in news

NWS

 7. News Subjectivity

Separated subjectivity from news sentiments

NWSS

 8. News Polarity

Separated polarity from news sentiments

NWP

 9. Shared

number of sheared counts

NSC

 10. Comments

Total number of comments on the news by the public

NCC

Forum discussions

 11. Forum Sentiment

Sentiment in forum discussions

FMSS

 12. Forum Subjectivity

Separated subjectivity from forum sentiments

FMS

 13. Forum Polarity

Separated polarity from forum sentiments

FMP

 14. Forum Comments

Total number of comments on a topic posted on a forum

FMCC

Numerical datasets

Search engine queries

 15. Google Trend Index

GTI

Macroeconomic variable

 16.

Monetary Policy Rate

MPR

 17.

91-Day Treasury Bill Interest Rate Equivalent

TB91

 18.

182-Day Treasury Bill Interest Rate Equivalent

TB182

 19.

Inter-Bank Weighted Average

IBWA

 20.

Ghana Reference Rate

GRR

 21.

Average Commercial Banks Lending Rate

ACBLR

 22.

Average Savings Deposits Rate

ASDR

 23.

Average Time Deposits Rate: 3-Month

ATDR

 24.

Private Sector Credit

PSC

 25.

Capital Adequacy Ratio

CAR

 26.

Non-Performing Loans

NPL

 27.

Return on Equity (ROE)—After Tax

ROE

 28.

Return on Assets (ROA)—Before Tax

ROA

 29.

Core Liquid assets to total assets

CLATA

 30.

Core Liquid assets to short-term liabilities

CLASTL

 31.

Credit to Deposits (From Aug 2018, credit excl loans under receivership)

CD

 32.

Headline Inflation (%) Yearly Change

HI

 33.

Food Inflation (%) Yearly Change

FI

 34.

Non-Food Inflation (%) Yearly Change

NFI

 35.

Core Inflation (Adjusted for Energy & Utility) (%) Yearly Change

CI

 36.

Bank of Ghana Composite Index of Economic Activity (Nominal Growth)

BoGCIEA1

 37.

Bank of Ghana Composite Index of Economic Activity (Real Growth)

BoGCIEA2

 38.

International Cocoa Price (US$/Tonne)—Monthly Average

ICP

 39.

International Gold (US$/fine ounce)—Monthly Average

IG

 40.

International Brent Crude Oil (US$/Barrel)—Monthly Average

IBC

 41.

Gross International Reserves (In Million US$)

GIR

 42.

Net International Reserves (In Million US$)

NIR

 43.

Merchandise Exports (f.o.b) (In Million US$)

ME

 44.

Merchandise Imports (f.o.b) (In Million US$)

MI

 45.

Trade Balance (In Million US$)

TB

 46.

Currency outside banks (In Million Ghana Cedis)

COB

 47.

Demand deposits (In Million Ghana Cedis)

DD

 48.

Savings & Time deposits (In Million Ghana Cedis)

STD

 49.

Foreign currency deposits (In Million Ghana Cedis)

FCD

 50.

Reserve Money (RM) (In Million Ghana Cedis)

RM

 51.

Narrow Money (M1) (In Million Ghana Cedis)

M1

 52.

Broad Money (M2) (In Million Ghana Cedis)

M2

 53.

Total Liquidity (M2 +) (In Million Ghana Cedis)

M2 + 

 54.

Gross External Debt/GDP (%)

GED

 55.

Gross Domestic Debt/GDP (%)

GDD

 56.

Gross Public Debt/GDP (%)

GPD

 57.

Inter-Bank Exchange Rate—Month Average (GHC/US$)

GHC-USD

 58.

Inter-Bank Exchange Rate—Month Average (GHC/GBP)

GHC-GBP

 59.

Inter-Bank Exchange Rate—Month Average (GHC/EURO)

GHC-EURO

Historical stock data

 60.

Year High

YH

 61.

Year Low

YL

 62.

Previous Closing Price

PCP

 63.

Opening Price

OP

 64.

Closing Price

CP

 65.

Price Change

PC

 66.

Closing Bid Price

CBP

 67.

Closing Offer Price

COP

 68.

Total Shares Traded

TST

 69.

Last Transaction Price

LTP