We find that single-name options trading increases the absolute level of information content of prices (stock price … volume. Our findings are through the channels of investors' acquiring more information and through managers' information … disclosure. The findings are driven by firms with higher information asymmetry and firms with more efficiently priced options …

We use the database leak of Mt. Gox exchange to analyze the dynamics of the price of bitcoin from June 2011 to November …

jumps. Jumps, High-Frequency Data, Spurious Detections, Jumps Dynamics, News Releases, Cojumps …

the industry they operate in. We find that firm level information appears to be used as a gauge for transition risk, in …

How do financial markets acquire information about upcoming monetary policy decisions, beyond their reaction to central … bank signals? This paper hypothesises that sharing information among investors can improve expectations, especially in the …

information and news channel. A novelty of the study is its use of data from Google Analytics on ECB website traffic as proxy for … communication on the information demand of the public and ultimately on inflation expectations. Overall, this study shows that …-term professional inflation expectations. Our findings add to the theoretical evidence on the existence of an information and news …

takers. During bursts, market makers no longer passively impound information from order flow into quotes-a departure from the …