Opening price manipulation and its value influences
J Liu, C Wu, L Yuan, J Liu - International Review of Financial Analysis, 2022 - Elsevier
We investigate how opening price manipulation influences market behaviors and investors'
returns. Analyzing direct evidence comprising 87 opening price manipulation cases, and …
returns. Analyzing direct evidence comprising 87 opening price manipulation cases, and …
[HTML][HTML] Options-based systemic risk, financial distress, and macroeconomic downturns
We extract an option-implied measure for systemic risk, the Systemic Options Value-at-Risk
(SOVaR), from put option prices that can capture the buildup stage of systemic risk in the …
(SOVaR), from put option prices that can capture the buildup stage of systemic risk in the …
[HTML][HTML] The power of retail investor attention in the Chinese stock market
F Cheng - 2023 - figshare.mq.edu.au
Information is decisive for the behavior of asset prices in financial markets. Traditional
financial theory suggests that market investors with Bayesian rationality are capable of …
financial theory suggests that market investors with Bayesian rationality are capable of …
[PDF][PDF] Can You Trade Without Markets?
KS Lim - 2022 - figshare.mq.edu.au
This dissertation provides an investigation of how non-orderbook trading impacts market
quality. Non-orderbook trading mechanism allows traders to participate in the market outside …
quality. Non-orderbook trading mechanism allows traders to participate in the market outside …