Information and Stock Prices: A Simple Introduction

Computer Science – Computers and Society

Scientific paper

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

Scientific paper

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.

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