An analysis of institutional trading activities around Quantitative Easing policy release

This paper explores the trading behavior of institutional traders vis-à-vis the rest of the market in the US, around the Quantitative Easing announcements (also known as QE1, QE2). The objective is to identify if institutional traders display any advantage over the rest of the market, through their...

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Bibliographic Details
Main Author: Zhou, Cong
Format: Others
Published: 2013
Online Access:http://spectrum.library.concordia.ca/977094/4/Zhou_MSc_S2013.pdf
Zhou, Cong <http://spectrum.library.concordia.ca/view/creators/Zhou=3ACong=3A=3A.html> (2013) An analysis of institutional trading activities around Quantitative Easing policy release. Masters thesis, Concordia University.