Abstract
This study empirically investigates the influence of news coverage related to COVID-19 and UK-wide stock market returns. A robust regression model is applied, and demonstrates the asymmetric dependence between stock market data and coverage of COVID-19 including media items, fake news and contagion. The study findings point to the benefits of utilising appropriate communications channels more strongly to minimise financial disruptions related to COVID-19. This particular research appears to be amongst the first research to consider both Covid-19 media coverage and stock return. Our data is limited for only a single country. More clarification for Covid-19 need qualitative understandings into UK market. The control variables fundamentally partial in this topic
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