This is a great question. There are several things you can do to use the newspaper to study the stock market. First, you would need to choose the right papers to study. I would suggest that you use the Wall Street Journal and the New York Times. They are both very reputable papers and they follow the financial markets.
Second, since we live in a digital age, you will be able to get these papers online. This means that you will be able to do key word searches. So, for instance, if you were studying the price of IBM, then all you need to do is type in IBM and read many stories of IBM. Also the benefit of newspaper being online, you will be able to look at headlines quickly for many years at once to get a general picture.
Third, you can do more sophisticated google searches in its news category. In this way, you will be able to study various papers, as well as other news sources, such as CNN.