Tracking the Temporal Dynamics of News Coverage of Catastrophic and Violent Events

Comprehending the information environment (IE) during crisis events is challenging due to the rapid change and abstract nature of the domain. Many approaches focus on snapshots via classification methods or network approaches to describe the IE in crisis, ignoring the temporal nature of how information changed over time. This work presents a system-oriented framework for modeling emerging narratives as temporally evolving semantic structures without requiring prior label specification. By integrating semantic embeddings, density-based clustering, and rolling temporal linkage, the framework represents narratives as persistent yet adaptive entities within a shared semantic space. We apply the methodology to a real-world crisis event and evaluate system behavior through stratified cluster validation and temporal lifecycle analysis. Results demonstrate high cluster coherence and reveal heterogeneous narrative lifecycles characterized by both transient fragments and stable narrative anchors. We ground our approach in situational awareness theory, supporting perception and comprehension of the IE by transforming unstructured social media streams into interpretable, temporally structured representations. The resulting system provides a methodology for monitoring and decision support in dynamic information environments.

Temporal language does more than place events on a timeline. In news discourse, references to the past, present, and future can function as rhetorical devices that shape interpretation and persuasion. Here, we study temporal framing, defined as the persuasive use of time-related language to structure meaning rather than to report chronology. We propose a taxonomy of eight temporal frames grounded in prior work on temporality and framing, and we realize it through expert annotation of a multilingual news corpus. The resulting dataset includes 458 English and German news articles, with over 2K temporally framed sentences and approximately 3K temporal framing annotations identified from a corpus of more than 20K sentences. We analyze frame prevalence, co-occurrence patterns, and lexical cues, and evaluate temporal framing detection using supervised fine-tuning and zero-shot classification. Our experiments show that temporal framing is learnable at the sentence level, with supervised models substantially outperforming zero-shot approaches. We publicly release the corpus to support future research on temporal framing: https://mbzuai-nlp.github.io/temporal-framing/.

Two old market sayings hold that news is already priced in by the time it is published, and that the rumor is bought while the news is sold. Both are empirical claims about event time: they place the price move associated with a piece of news before and at publication rather than after it. Whether the claims hold, for which kinds of news, and by how much are basic questions about how fast markets absorb public information. We test them on 4.57 million financial news articles covering roughly 3,000 US stocks (2023-2026). A large language model teacher, distilled into a compact classifier through active learning, assigns each article one of 17 event tags and five attributes; articles are clustered into stories to separate first reports from follow-up coverage; and beta-adjusted abnormal returns are measured around the resulting 1.68 million stock-day events, with 364{,}405 neutral-sentiment events as a placebo group. Three results follow. First, the price move associated with news concentrates before and at publication: pooled across all signed events, the cumulative move in the news direction by the close of publication day is 2.8 times its value twenty days later, and for rumor-flagged events the directional return is concentrated around the rumor event, with little incremental return at the subsequent linked non-rumor event. Second, measured against the placebo of comparable stocks, markets underreact to numbers and overreact to stories: quantified fundamental news (earnings, dividends, guidance, analyst actions) keeps drifting in the direction of the news for weeks, while soft story-driven news (launches, macro commentary, leadership) gives back its move. Third, news carries width as well as direction: neutral news raises publication-day volatility. The study also produces a table of measured drift for each event tag, usable as a prior in news-conditioned forecasting models.