Employing unique data derived directly from Reuters electronic brokerage platform for currency trading, this paper investigates the reaction of investors to central bank announcements on foreign exchange market in Poland in years 1999-2003. Our sample period is interesting as it captures a time...

Keyword-based measures purporting to reflect investor sentiment, attention or uncertainty have been increasingly used to model stock market behaviour. We investigate and shed light on the narrative reflected by Google search trends (GST) by constructing a neutral and general stock market-related...