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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
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
Type of Material: Princeton University Senior Theses
Appears in Collections:Operations Research and Financial Engineering, 2000-2017

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