Early Peek Advantage?
October 9, 2014
Jiang Wang (Mizuho Financial Group Professor, MIT) will discuss his co-authored paper titled Early Peek Advantage?, which analyzes the activities of certain high speed traders who received, from 2007 to 2013, the monthly Michigan Index of Consumer Sentiment (ICS) a moment in advance of its release to the general public.
The paper is available via SSRN: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2361311
A blog article authored by Jiang Wang on the topic is avialable via the MIT website: http://mitsloan.mit.edu/finance/blog/?p=480