---
title: Intra-industry Information Transfers
url: https://www.ml-quant.com/papers/ssrn/5178189/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5178189
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5178189
featured: 2025-03-20
citations: unknown
topic: Derivatives & Volatility
---


# Intra-industry Information Transfers

The study finds that investor uncertainty overreaction is more pronounced in put options and during economic recessions in intraindustry information diffusion processes.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5178189
- Identifier: SSRN 5178189
- Released: 2025-03-14
- First featured: Quant Letter No. 89 (2025-03-20): https://www.ml-quant.com/issues/2025-03-20/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

## Related

- [Risk Revisited](https://www.ml-quant.com/papers/ssrn/4825844/): The study identifies recency, cluster, and sign as three factors shaping investors' risk perceptions of a stock, influencing trading volume and future volatility.
- [Rough Volatility: Fact or Artefact?](https://www.ml-quant.com/papers/arxiv/2203.13820/): Fact or Artifact: The study proposes a new method to estimate the roughness of financial asset volatility, attributing observed roughness to microstructure noise.
- [Deep Hedging of Green PPAs in Electricity Markets](https://www.ml-quant.com/papers/arxiv/2503.13056/): The paper introduces a 'deep hedging' approach using machine learning to develop hedging strategies in power markets, specifically for Green Power Purchase Agreements, which are subject to price and weather risks.
- [The fundamental representation of pricing adjustments](https://www.ml-quant.com/papers/arxiv/2503.14997/): The article offers a detailed overview of derivative pricing adjustments, including XVA, within an Ito SDE/parabolic PDE framework, and explores certain meta-adjustments beyond XVA.
- [Why do financial prices exhibit Brownian motion despite predictable order flow?](https://www.ml-quant.com/papers/arxiv/2502.17906/): A new econophysics model unifies several empirical laws, including the square-root law of price impact, and shows that price dynamics remain diffusive under this law, with volatility having a long memory.
- [Martingale property and moment explosions in signature volatility models](https://www.ml-quant.com/papers/arxiv/2503.17103/): The research explores the properties of a signature volatility model, showing the price process is a true martingale under specific conditions.