---
title: FOMC Announcements and Volume Dynamics
url: https://www.ml-quant.com/papers/ssrn/4601425/
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 4601425
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4601425
featured: 2023-10-18
citations: unknown
topic: Trading, Microstructure & Execution
---


# FOMC Announcements and Volume Dynamics

The research shows that stock market volume decreases before FOMC announcements and increases afterwards due to discretionary liquidity trading and information asymmetry, especially for stocks with higher market betas.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4601425
- Identifier: SSRN 4601425
- Released: 2021-01-07
- First featured: Quant Letter No. 22 (2023-10-18): https://www.ml-quant.com/issues/2023-10-18/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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