Impacts of news coverage on the financial markets
Funder: British AcademyDuration: June 2022 - May 2024
Despite the key influence of news coverage on the financial markets, there has been no large-scale examination of this across different countries and languages. The critical barriers are the different languages and the need to analyse the news content. To address this gap, we will study how news coverage in English, French and German impacts the volatility of stock markets in the US, UK, France and Germany. Specifically, we intend to use a comprehensive dataset of worldwide online news articles, together with a powerful and novel multilingual text processing technology, to assess the value of relevant news in each country. We will develop a “news intensity” measure and study its impact on the volatility of each country’s stock market. The potential results of this project could be extremely important for investors, investment managers and regulators.
People
| Name | Telephone | 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 | Marie Jahoda 254 |
Outputs
Xu, F. and Wu, J. (2024) 'News Intensity data in "Indirect News Coverage and Economic Policy Uncertainty"'.
Wu, J. and Xu, F. (2024) 'Indirect news coverage and economic policy uncertainty'. Economics Letters, 0 (accepted, in press). ISSN: 0165-1765