Mingrui Zhang

University of Washington, Michael G. Foster School of Business, Students

PhD Student

Box 353200

Seattle, WA 98195-3200

United States

Columbia University

3022 Broadway

New York, NY 10027

United States

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Scholarly Papers (1)

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Information Leakage Prior to SEC Form Filings–Evidence from TAQ Millisecond Data

Number of pages: 158 Posted: 22 Oct 2019
Steven Wei Ho and Mingrui Zhang
Columbia University, Graduate School of Arts and Sciences, Department of Economics and University of Washington, Michael G. Foster School of Business, Students
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Abstract:

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Information Leakage, Private Information, Big Data, Informed Trading, Millisecond Trades