Wei Dong

Citigroup, Inc.

2 Court Square

10th Floor

Long Island City, NY 11120

United States

  • Citigroup, Inc.

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Where Do Informed Traders Trade? Trading Around News on Dow 30 Options

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 54 Posted: 14 Mar 2011 Last Revised: 18 Mar 2012
Nitish Ranjan Sinha and Wei Dong
Board of Governors of the Federal Reserve System and Citigroup, Inc.
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Abstract:

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Informed trading, Options, News, Volume, Market Microstructure, Information Share, Short selling, Financial Crisis