No-one likes hearing bad news, but the way we react may be partly a construct of gender. A study in PLOS ONE suggests that women who read negative news reports have a stronger stress reaction to it and recall it for longer.
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In the study by University of Montreal researchers, subjects were asked to read news headlines. One group was exposed to 'neutral' headlines, while the others were given 'negative' headlines. Women displayed a higher level of cortisol after reading negative headlines.
This is only a single study on a small group (just 60 people), so we can't draw major conclusions from it. However, if you're already feeling stressed or depressed, it suggests watching 24-hour news channels isn't going to help.