Difference between authentication, integrity and data origin authentication
Integrity is about making sure that some piece of data has not been altered from some "reference version". Authenticity is a special case of integrity, where the "reference version" is defined as "whatever it was when it was under control of a specific entity". Authentication is about making sure that a given entity (with whom you are interacting) is who you believe it to be.
In that sense, you get authenticity when integrity and authentication are joined together. If you prefer, authenticity is authentication applied to a piece of data through integrity.
For instance, consider that you use your browser to connect to some https://
Web site. This means SSL. There is authentication during the initial handshake: the server sends its certificate and uses its private key, and the server's certificate contains the server's name; your browser checks that the server's name matches what was expected (the server name part in the URL). Then all the exchanged data is sent as "records" which are encrypted and protected against alteration: this is integrity. Since your browser receives data that is guaranteed unmodified from what it was when it was sent by a duly authenticated server, the data can be said to be "authentic".
Don't overthink things. The terminology is at least half traditional, meaning that it is not necessarily practical. We like to talk about the triad "Confidentiality - Integrity - Authenticity" mostly because it makes the acronym "CIA", which looks cool.