News Arrival is an academic construct in the field of price discovery that denotes the timing and dissemination of new information into financial markets, distinguished by its role in triggering adjustments in asset prices through the incorporation of previously unknown data.
89
Publications
9.3K
Citations
157
Authors
138
Institutions
Publications per year
2017–2026
21
Parents
Publications
89
Thomas D. Berry, Keith M. Howe · The Journal of Finance · 1994 · 348 citations
Joseph Engelberg, R. David McLean, Jeffrey Pontiff · The Journal of Finance · 2018 · 324 citations
A dynamic limit order market with fast and slow traders
Peter Hoffmann · Journal of Financial Economics · 2014 · 270 citations
Social Sciences, Economics, Finance +14
1–5 of 89
Authors
157
- PH
3
h-index
- AC
3
h-index
- AS
2
h-index
- MM
2
h-index
- RR
2
h-index
1–5 of 157
Institutions
138
University of California San Diego
San Diego, United States
5 h-index
5 publications
651 citations
National Bureau of Economic Research
Cambridge, United States
4 h-index
5 publications
240 citations
European Central Bank
Frankfurt am Main, Germany
3 h-index
3 publications
403 citations
Georgetown University
Washington, United States
3 h-index
4 publications
276 citations
New York University
New York, United States
3 h-index
4 publications
309 citations
Australian National University
Canberra, Australia
3 h-index
6 publications
256 citations
University of British Columbia
Vancouver, Canada
3 h-index
3 publications
470 citations
Queensland University of Technology
Brisbane, Australia
3 h-index
4 publications
353 citations
1–8 of 138
Venues
- SSRN Electronic Journal
Repository · 23 publications · 811 citations
17
h-index
- The Journal of Finance
4 publications · 770 citations
4
h-index
- National Bureau of Economic Research
Repository · 3 publications · 88 citations
3
h-index
- Journal of Economic Behavior & Organization
2 publications · 35 citations
2
h-index
- Journal of Banking & Finance
2 publications · 378 citations
2
h-index
1–5