@article{c870a2d75e1b41908f2efe4f7a45d711,
title = "Information shocks, disagreement, and drift",
keywords = "Asymmetric price drift, Disagreement, High frequency trading, Intraday news",
author = "Armstrong, \{Will J\} and Laura Cardella and Nasim Sabah",
note = "Publisher Copyright: {\textcopyright} 2021 Elsevier B.V.",
year = "2021",
month = jun,
doi = "10.1016/j.jfineco.2021.02.002",
language = "English",
volume = "140",
pages = "916--940",
journal = "Journal of Financial Economics",
issn = "0304-405X",
number = "3",
}