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Political uncertainty and sentiment: Evidence from the impact of Brexit on financial markets This project aims to investigate whether the impact of Brexit on financial markets is consistent with rational asset pricing models using 34 financial indices. On Project description Financial markets have been influenced by recent political events e.g. the US-China trade war and the withdrawal of the United Kingdom (UK) from the European Union (EU) (Brexit) . The likelihood of politically related events of such magnitude has been relatively small but, given the rise in populism around the world such events are perhaps becoming more likely. Therefore it is important to study the consequences of such shocks on financial markets. As well as being extremely important these events are potentially difficult to analyse because of their unique and unprecedented nature and the fact that are also extremely emotive issues which might well give rise to unduly positiv ....