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This work examines the influence of Brexit on the financial markets through the media coverage. The novelty of this work is the application of the social media analysis to such unique event. The methodology used in this work is only emerging and no standardised approach exist, while this work combines the features of the most cited works on this topic. The main research question of this work is whether the media coverage of Brexit has significant effect on daily returns of FTSE100 and DJIA. The findings of this work allow to state the significance of this effect and even more, to more deeply understand the influence of particular industries.

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