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Information and Stock Prices: A Simple Introduction

Computers and Society 2007-07-16 v1 Information Theory math.IT Adaptation and Self-Organizing Systems Physics and Society
Authors: Kenton K. Yee
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Abstract

This article summarizes recent research in financial economics about why information, such as earnings announcements, moves stock prices. The article does not presume any prior exposure to finance beyond what you might read in newspapers.

Cite

@article{arxiv.cs/0511098,
  title  = {Information and Stock Prices: A Simple Introduction},
  author = {Kenton K. Yee},
  journal= {arXiv preprint arXiv:cs/0511098},
  year   = {2007}
}

Comments

http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=240309 contains background references

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