The bases of Illig's hypothesis include:  
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Avery, Dylan. 2009. Loose Change 9/11: An American Coup . Distributed by Microcinema International. Released September 22.
A measure of abnormal long put volume was also examined and seen to be at abnormally high levels in the days leading up to the attacks. Consequently, the paper concludes that there is evidence of unusual option market activity in the days leading up to September 11 that is consistent with investors trading on advance knowledge of the attacks.  —Allen M. Poteshman, The Journal of Business