Radio signals are electromagnetic waves that are sent from a transmitter to one or more receivers. All electromagnetic waves travel at the speed of light, but they can have different wavelengths and frequencies.
Radio signals occupy certain ranges of the electromagnetic frequency spectrum.
First of all, there is the AM band of frequencies. Each AM channel is assigned a range of frequencies, typically about 10 kHz wide. Actually, the station uses only about 2.5 kHz on either side of this midpoint because of the interference problems outside. Therefore, the total bandwidth of an AM channel is typically about 5 kHz. The musical range of the human ear is about 20 kHz, and that is the reason why AM sounds imperfect.