AEMPS

How AI-Powered Intelligent Investment Research Systems Shape Stock Price Information Reaction Speed

Author

Jun Qiu * 1

1 University of International Business and Economics

Corresponding Author

Jun Qiu

Keywords

Artificial Intelligence, Stock Price Information, ESG, Market Efficiency, Sustainable Finance

Abstract

Against the backdrop of AI's rapid integration into financial markets, especially in enhancing information processing for sustainable finance, this paper explores a key question: "How do AI-driven intelligent investment research systems influence the reaction speed of stock price information?" Employing a literature-based analytical approach, we synthesize insights from studies on the impact of AI on information transmission, algorithmic processing, predictive accuracy, and stock price efficiency. The results show that AI accelerates the speed of reacting to stock price information by improving ESG data collection, enabling the analysis of complex ESG-return relationships, and boosting predictive precision. Theoretically, this study integrates fragmented research to clarify the role of AI in market efficiency; practically, it guides investors, regulators, and sustainable finance practitioners in leveraging AI for timely and value-aligned decisions.

Citation

Jun Qiu. How AI-Powered Intelligent Investment Research Systems Shape Stock Price Information Reaction Speed. AEMPS (2026) Vol. 300: 1-8. DOI: 10.54254/2754-1169/2025.LD36694.

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