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This study specifically investigates the dynamic interaction between the communication of the UK\u2019s Government, the progression of the COVID-19 pandemic, and stock market trends in three distinct phases of the pandemic: initial outbreak, peak crisis, and vaccination rollout. Using a combination of machine learning techniques, particularly BERT-based sentiment analysis, correlation, and Granger causality analyses, we dissect the relationship between public announcement sentiment, pandemic metrics (cases and deaths), and the returns and prices of the stock markets. Our findings delineate a pattern of market sensitivity to the tone and content of government communications and the severity of the pandemic. 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