Year of Graduation
News Influence on the Russian Stock Market
The paper examined the impact on the return of assets of political news, economic or news about a specific event in the company. Models were built for companies traded on the London Stock Exchange and on the Moscow Stock Exchange. Models on the returns of depositary receipts turned out to be significant, positive influence on them have positive news about the company - the issuer and negative news has negative influence, also the level of citation of economic Russian news influenced returns of receipts.