Economics, Econometrics and Finance
4 years ago

High-velocity information driving market volatility and bubbles in financial markets.

The Journal of Investing
Velocity of Information in Efficient Markets: <i>A Theory of Market Value Change</i>
Holly A. Bell

Paper Summary

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Market prices are influenced by the value of information and how quickly it spreads. This affects market volatility during crises, bubbles, and flash crashes. Microeconomic info helps determine a security's value, while macroeconomic info impacts the whole market. Our fast-paced info world is making markets super efficient and somewhat rational, causing more short-term ups and downs.