Information Arrival is a theoretical construct in the domain of price discovery that denotes the incremental dissemination of new market-relevant data, distinguishing itself by its role in triggering adjustments in asset prices through the asymmetric or stochastic revelation of fundamental value.
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227
Stock price reaction to public and private information
Clara Vega · Journal of Financial Economics · 2006 · 416 citations
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New York University
New York, United States
11 h-index
16 publications
1.4K citations
National Bureau of Economic Research
Cambridge, United States
10 h-index
19 publications
1.3K citations
Duke University
Durham, United States
7 h-index
7 publications
700 citations
Stanford University
Stanford, United States
5 h-index
9 publications
1.3K citations
Baruch College
New York, United States
5 h-index
6 publications
667 citations
University of North Carolina at Chapel Hill
Chapel Hill, United States
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5 publications
205 citations
Hong Kong Polytechnic University
Hong Kong, Hong Kong
4 h-index
7 publications
475 citations
Australian National University
Canberra, Australia
4 h-index
8 publications
320 citations
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Repository · 41 publications · 1.8K citations
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7 publications · 854 citations
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- Review of Financial Studies
7 publications · 1.1K citations
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- Journal of Futures Markets
6 publications · 286 citations
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