information and news channel. A novelty of the study is its use of data from Google Analytics on ECB website traffic as proxy for … communication on the information demand of the public and ultimately on inflation expectations. Overall, this study shows that …-term professional inflation expectations. Our findings add to the theoretical evidence on the existence of an information and news …

We study the information flow from the ECB on policy dates since its inception, using tick data. We show that three …

How do financial markets price new information? This paper analyzes price setting at the intersection of private and … public information, by testing whether and how the reaction of financial markets to public signals depends on the relative … importance of private information in agents’ information sets at a given point in time. It studies the reaction of UK short …

signals, we show that the release of more precise public information about future rates lowers the informativeness of market …. However, when the increase in precision of public information is sufficiently large, uncertainty is unambiguously reduced. …

models containing news shocks. This paper shows how to formally evaluate the information content of observed variables with …

fast trading raises entropy, rather than reacting to it. While more entropy in quoted prices means noisier information and …

In their seminal paper French and Roll (1986) postulate that public information affects prices before anyone can trade … very precise information from the largest European bond futures market. The results show that the price response to public …) returns and a large buying (selling) activity in the first seconds after the news release. - Information processing ; market …