Document Type

Thesis

Abstract

This thesis investigates how financial media narratives shape investor sentiment and short-term market behavior. Drawing on behavioral finance and narrative economics, it examines whether the framing and tone of market news correlate with intraday volatility in the S&P 500 and Dow Jones Industrial Average. By pairing quantitative price data with contemporaneous headlines from major outlets such as Bloomberg, Yahoo! Finance, and CNBC, the study shows that emotionally charged or speculative narratives are closely associated with sharp market swings, even when fundamentals remain unchanged. These findings highlight the influence of media framing on investor decision-making and underscore the importance of financial media literacy in an era where headlines often overshadow underlying economic substance. The research contributes to understanding how information circulation and collective psychology interact in modern markets and points to opportunities for future work using natural language processing to further quantify these narrative effects.

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