SSRNTrading, Microstructure & Execution
FOMC Announcements and Volume Dynamics
The research shows that stock market volume decreases before FOMC announcements and increases afterwards due to discretionary liquidity trading and information asymmetry, especially for stocks with higher market betas.
Featured in No. 22 on 18 Oct 2023 ·
- Released
- 7 Jan 2021
- First featured
- No. 22 · 18 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 75
- Identifier
- SSRN 4601425
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