Olivia Tang

Acadian Asset Management LLC

Quantitative Research Analyst

260 Franklin Street

Boston, MA 02110

United States

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Predatory Trading Around Russell Reconstitution

Number of pages: 26 Posted: 22 Aug 2017
Acadian Asset Management LLC, Acadian Asset Management LLC and Passport Capital Management
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Abstract:

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Predatory Trading, Price Manipulation, Index Reconstitution, Order Flow