SSRNTrading, Microstructure & Execution
Fedspeak, LLM-Derived Signals, and High-Frequency Trading
Semantic and tonal shifts across sequential Federal Reserve communications generate significant intraday price movements and abnormal volume, revealing incomplete information absorption at initial announcement.
Featured in No. 132 on 25 Sep 2026 · 6 days after release
- Released
- 19 Sep 2026
- First featured
- No. 132 · 25 Sep 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- SSRN 7479619
- Authors
- Aihui Wei
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).