  There is a general consensus of the good sensing and novelty characteristics
of Twitter as an information media for the complex financial market. This paper
investigates the permeability of Twittersphere, the total universe of Twitter
users and their habits, towards relevant events in the financial market.
Analysis shows that a general purpose social media is permeable to
financial-specific events and establishes Twitter as a relevant feeder for
taking decisions regarding the financial market and event fraudulent activities
in that market. However, the provenance of contributions, their different
levels of credibility and quality and even the purpose or intention behind them
should to be considered and carefully contemplated if Twitter is used as a
single source for decision taking. With the overall aim of this research, to
deploy an architecture for real-time monitoring of irregularities in the
financial market, this paper conducts a series of experiments on the level of
permeability and the permeable features of Twitter in the event of one of these
irregularities. To be precise, Twitter data is collected concerning an event
comprising of a specific financial action on the 27th January 2017:{~ }the
announcement about the merge of two companies Tesco PLC and Booker Group PLC,
listed in the main market of the London Stock Exchange (LSE), to create the
UK's Leading Food Business. The experiment attempts to answer five key research
questions which aim to characterize the features of Twitter permeability to the
financial market. The experimental results confirm that a far-impacting
financial event, such as the merger considered, caused apparent disturbances in
all the features considered, that is, information volume, content and sentiment
as well as geographical provenance. Analysis shows that despite, Twitter not
being a specific financial forum, it is permeable to financial events.
