A kinetic model of stock price returns is presented for the description of the stock price dynamics through an impact of the information signals on investor behaviours. The model incorporates behavioural processes of the influence of the private or public information on the exchange of cash and shares flows. Using an analytical approach and simulation technique of the stock prices, we analyze the price rate dynamics for a perfectly competitive market. We show that the stock price is indifferent to the trading volume for the competitive market conditions. The model potentially explains the mechanism of the impact of the information signals on the stock price. The proposed kinetic schemes and analytical approaches may be used for the intraday trading analysis of the stock price dynamics and for the simulation of the hedging strategies.