The purpose of this research is to examine the impact of sentiment derived from news headlines on the direction of stock price changes. The study examines stocks listed on the WIG-banking sub-sector index on the Warsaw Stock Exchange. Two types of data were used: textual and market data. The...

Financial crises entail heavy adjustment costs on the global economy in the form of growth deceleration, weak external sector, rising prices and high unemployment. Moreover, the affected economies witness distressed policy reversals which sometimes prove detrimental to the home economy in high...