Daily stock market movements: From the lens of news and events

There are various factors that affect movements of the stock market. month to month variations in stock market can be studied using several fundamentals such as interest rate,prices,exchange rate etc. however,daily movements can only be determined by different signals or news/events. this study analyzes the effect of daily movements in kse-100 index due to different policies announced as well as incidents/events happened in the country. therefore daily data is collected on the movements in stock market and reason for major change in that day from the sunday edition of the daily newspaper the news.it's concluded that global news and political news can effect stock index ferociously. © pakistan institute of development economics,2017.