Text Analysis of News in Application to the Stock Market

Student: Manichev Aleksandr

Educational Programme: Economics (Bachelor)

Year of Graduation: 2018

This research examines the correlation between news sentiments and stock market movements. We conduct our research using Russian and Ukrainian stock market data in the period from 2007 to 2016 and sentiment-analysis methodology. We divide the news in several separate data sets in order for better analysis. The period of Crimea crisis was reviewed in a very detailed way. Results demonstrate existence of relationship between news sentiments and stock market movements. In the period of political uncertainty, we found significant changes: increase of relationship between stock market and news sentiments, increase of volatility, change of investors’ reaction to the news.

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