Can information be locked up? Informed trading ahead of macro-news announcements
Government agencies routinely allow pre-release access to information to accredited news agencies under embargo agreements. Using high-frequency data, we find evidence consistent with informed trading during embargoes of Federal Open Market Committee (FOMC) scheduled announcements. The E-mini Standa...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2016
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| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/4482 https://ink.library.smu.edu.sg/context/lkcsb_research/article/5481/viewcontent/JIANFENG2.pdf |
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| Institution: | Singapore Management University |
| Language: | English |