Impacts of news coverage on the financial markets

Despite the key influence of news coverage on the financial markets, there has been no large-scale examination of this across different countries. In this project, we use semantic fingerprinting, a novel language processing technology, to translate qualitative description in news articles to quantitative measures. We develop a “news intensity” measure, study its impact on the volatility of stock markets over 24 countries, its relationship with economic policy uncertainty and investors’ attention.

People

	Name	Telephone	Email	Office
	Dr Fang Xu Senior Lecturer in Economics (Principal investigator) T: +44 (0)1895 265257 E: fang.xu@brunel.ac.uk	+44 (0)1895 265257	fang.xu@brunel.ac.uk	Eastern Gateway 104L

Outputs