The Impact of the News Background of Relevant Investment Communities on the Volatility of Medium and Small Capitalization Companies in the Russian Stock Market

Student: Boldin Daniil

Educational Programme: Financial Engineering (Master)

Year of Graduation: 2020

With the development of technology, the number of ways to convey information to participants in financial markets is increasing. Many qualified analysts, researchers and private investors began to actively create and develop specialized investment communities in the Telegram. Their actions are monitored by a huge audience of unprofessional investors, for whom such a channel for obtaining information for making investment decisions is the most efficient and optimal. The purpose of this study is to analyze the impact of the specialized investment communities in the Telegram messenger on the volatility of shares of medium and small capitalization companies.

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