Research project Information Supply and Demand in the Stock Market
Information processing is a fundamental determinant of price discovery in the stock market. This project aims to show incremental knowledge of how information supply and demand in the stock market interact, how market participants contribute to the information diffusion, and how information supply and demand jointly affect stock prices.
Information processing is a fundamental determinant of price discovery in the stock market. We utilize new approaches to analyzing information variables to better understanding how news and information search, considered as information supply and demand, interact and affect stock prices.
Project description
In our research project, we aim to show incremental knowledge of how information supply and demand in the stock market interact, how market participants contribute to the information diffusion, and how information supply and demand jointly affect stock prices.
Project members
Project managers
Jarkko Peltomäki
Professor
Members
Ian Khrashchevskyi
Researcher
Anton Hasselgren
Guest researcher
