marklag
Marklag is an informal term used in finance and economics to describe the delay between the arrival of new information and its full reflection in asset prices or mark-to-market valuations. It is not an officially standardized metric, but it is used to discuss the speed of price discovery and the frictions that can slow price adjustment in different markets.
The concept rests on the idea that markets do not instantly incorporate all new information. When news
Applications of the idea include evaluating price discovery efficiency, measuring the impact of liquidity interventions, and
Limitations include lack of standardized measurement, sensitivity to what is labeled as “new information,” and potential