Chapter 10 provides insight about whether the periods most likely associated with narrative intensity based on corporate novel events align with statistical breakpoints identified by structural change tests in the relationships driving SP500 and firm-level returns, the VIX volatility index, trading volume, and equity ETF flows. Popular breakpoint tests of structural change are applied to each of the stock market relationships based on common fundamental/risk relationships explored in the literature. The Chow test allows for the narrative intensity periods to be imposed ex ante in testing for breakpoints. The Bai and Perron unknown multiple breakpoint test identifies the most likely points of temporal instability in the time-series relations for comparison to the narrative intensity periods without imposing them ex ante. The analysis finds that structural breaks, in particular those found in aggregate- and firm-level returns, volatility, and fund flow regressions are at least somewhat aligned with the periods of highest, and moderate, KU narrative intensity from Chapter 6.