An interesting experiment for someone with Lexis/Nexis access

Bond yields and bond prices move inverse to each other. If the price goes up, the yield goes down, and vice versa. Therefore, on any given day that the market is open, it's possible to write one of the two following stories about the bond market:

Bond yields were up yesterday as {the government moved to strengthen the dollar} {investors responded to higher prices in the stock market} {etc.}

Bond prices rose yesterday as {investors moved more money into t-bills} {the latest figures from the government showed lower inflation} {etc.}

It is also possible, on any given day, to write one of the following stories:

Bond prices fell yesterday as {investors dumped US treasury securities} {inflation seemed to be picking up} {etc.}

Bond yields fell yesterday as {investors pulled out of the volatile stock market} {foreign investors sought to purchase more treasury notes} {etc.}

It would be an interesting experiment to analyze financial reporting in major newspapers to see how often they publish the pessimistic-sounding story and how often they publish the optimistic-soundng story, and how that ratio changes over time, especially in relation to things like proximity of elections.