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Generative AI and the Speed of Price Formation Around Earnings Announcements: International Evidence

The study shows that greater ChatGPT exposure in countries accelerates how quickly stock prices incorporate earnings-announcement information, with effects strongest where investors are sophisticated and data is transparent.

Featured in No. 137 on 30 Oct 2026 · on release day

Released
30 Oct 2026
First featured
No. 137 · 30 Oct 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
3 of 5
Identifier
SSRN 7668118
Authors
Wai Ho Chan et al.

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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