information reduce their demand for news from this newspaper. Furthermore, treated respondents who think that a news outlet is …We examine whether the desire for more information is people's dominant motive for reading economic and political news … experimentally vary people's beliefs about the informativeness of news. Inconsistent with the desire for more information being the …

This paper introduces a new information density indicator to provide a more comprehensive understanding of price … reactions to news and, more specifically, to the sources of jumps in financial markets. Our information density indicator, which …