Wei Dong

Citigroup, Inc.

2 Court Square

10th Floor

Long Island City, NY 11120

United States

Other Papers (1)

Total Downloads: 524

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.
Downloads 524



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