Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10011590853
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 the Federal Open Market Committee's scheduled announcements. The E-mini S&P...
Persistent link: https://www.econbiz.de/10013033606