Information, Asset Price Volatility, and Liquidity
Published Online:7 Nov 2025https://doi.org/10.1287/mnsc.2024.04911
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- Received:February 15, 2024
- Accepted:April 27, 2025
- Published Online:November 07, 2025
Copyright © 2025, INFORMS
Cite as
Daniel Friedman, Grace Weishi Gu, Vivian Juehui Zheng (2025) Information, Asset Price Volatility, and Liquidity. Management Science 0(0).
https://doi.org/10.1287/mnsc.2024.04911
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The authors thank the review team of this journal; Simone Alfarano, Elena Asparouhova, John Duffy, Albin Erlanson, Jayant Ganguli, Edward Halim, Radhika Lunawat, Charles Noussair, Yohanes Eko Riyanto, Nilanjan Roy, Christoph Siemroth, and Thomas Stöckl; and seminar participants at the 2021 Society for Experimental Finance Online Talks, the University of Essex, the 2021 ESA conference in Tucson, and the 2022 Experimental and Behavioral Economics Conference in Lima for helpful suggestions. The authors also thank the student research assistants at University of California Santa Cruz.
