This study explores relationships between agenda building, agenda indexing (reflected through share of voice as the key variable), and agenda-setting effects, measured through the combination of public opinion survey data and quantitative content analysis. It conceptually distinguishes between the three metrics often used interchangeably in the professional discourse by advertising and media practitioners – share of voice, share of influence, and share of conversation – and explores how they could be applied in political communication research to become useful tools for agenda-setting researchers. The results of the study indicate that an increased level of nationalism serves as a significant predictor for EU policy support through the pathway of decreased pro-EU sentiment, which, on the agenda level, is reflective of pro-nationals being less supportive of the EU policies and the idea of European integration.