Year of Graduation
Political News Influence on Russian Stock Market
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.