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The Alpha in the Outage
A study published last month by Runjing Lu (University of Toronto), Luka Vulicevic (UC San Diego), and Yongxin Xu (Monash University), titled Do LLMs Make Markets More Efficient?, delivers the first causal evidence on a question the finance industry has been asking for two years: do AI tools like ChatGPT and Claude actually change how markets price news? Previous work on the topic has been largely descriptive, or based on controlled experiments that cannot say what AI is doing in live markets. This study uses a natural experiment, reports effect sizes that are economically meaningful rather than marginal, and is the first to isolate the impact of AI availability itself on price discovery.
