Political News Influence on Russian Stock Market

Student: Korlyakova Anastasiya

Faculty: Faculty of Economics, Management, and Business Informatics

Educational Programme: Economics (Bachelor)

Final Grade: 8

Year of Graduation: 2016

Can the appearance of publicly available information about political developments have an impact on the Russian stock market? The answer to this question is the aim of this study. For the analysis of stock price movements the regression analysis is used. As a dependent variable, the RTSI index is considered, for the variables that characterize the news flow the calculated ratios of news “tone” and the number of mentions of the event in all available media sources are taken. The study suggests that the higher the overall “tone” of a news item, the higher the value of the RTS index.

Full text (added May 16, 2016)

Student Theses at HSE must be completed in accordance with the University Rules and regulations specified by each educational programme.

Summaries of all theses must be published and made freely available on the HSE website.

The full text of a thesis can be published in open access on the HSE website only if the authoring student (copyright holder) agrees, or, if the thesis was written by a team of students, if all the co-authors (copyright holders) agree. After a thesis is published on the HSE website, it obtains the status of an online publication.

Student theses are objects of copyright and their use is subject to limitations in accordance with the Russian Federation’s law on intellectual property.

In the event that a thesis is quoted or otherwise used, reference to the author’s name and the source of quotation is required.

Search all student theses