Please use this identifier to cite or link to this item:
http://arks.princeton.edu/ark:/88435/dsp01zs25xb65j| Title: | Predatory Trading on Russel Index Rebalance Dates: Flow Abnormalities and a Case for Front-Running |
| Authors: | Xu, Chenyu Sherry |
| Advisors: | Carmona, Rene |
| Department: | Operations Research and Financial Engineering |
| Class Year: | 2012 |
| Extent: | 134 Pages |
| Format: | Contains color or special media |
| Other Identifiers: | 26301 |
| URI: | http://arks.princeton.edu/ark:/88435/dsp01zs25xb65j |
| Access Restrictions: | Walk-in Access. This thesis can only be viewed on computer terminals at the Mudd Manuscript Library. |
| Location : | This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu. |
| Type of Material: | Princeton University Senior Theses |
| Appears in Collections: | Operations Research and Financial Engineering, 2000-2020 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| AC102_26301_Xu_Chenyu_Sherry.pdf | 1.64 MB | Adobe PDF | Request a copy |
Items in Dataspace are protected by copyright, with all rights reserved, unless otherwise indicated.