This study uses data from the 2005-10 British Election Panel Study to examine the effect of media coverage on voter evaluations of the incumbent government following the 2007-8 financial crisis. By combining sentiment analysis of newspaper content with an instrumental variables approach, I show...

Does media coverage of a firm have a causal effect on the volatility of its stock price and, if so, is this of aggregate importance? This paper identifies a robust link between media coverage in the Financial Times print newspaper and a firm's intra-day stock price volatility. This effect is not...

Does media coverage of a firm have a causal effect on the volatility of its stock price and, if so, is this of aggregate importance? This paper identifies a robust link between media coverage in the Financial Times print newspaper and a firm’s intra-day stock price volatility. This effect is...