Market manipulation: A survey
TJ Putniņš - Journal of economic surveys, 2012 - Wiley Online Library
Despite the significant attention that market manipulation has received in recent years many
aspects of it are poorly understood. This article identifies from the theoretical and empirical …
aspects of it are poorly understood. This article identifies from the theoretical and empirical …
Corporate actions and the manipulation of retail investors in China: An analysis of stock splits
We identify a group of “suspicious” firms that use stock splits, perhaps along with other
activities, to artificially inflate their share prices. Following the initiation of suspicious splits …
activities, to artificially inflate their share prices. Following the initiation of suspicious splits …
The economics of commodity market manipulation: A survey
C Pirrong - Journal of Commodity Markets, 2017 - Elsevier
Manipulation has been a vexing subject in commodity futures markets from the mid-19th
century. The economics literature has identified several kinds of manipulation, including …
century. The economics literature has identified several kinds of manipulation, including …
Do hedge funds manipulate stock prices?
We provide evidence suggesting that some hedge funds manipulate stock prices on critical
reporting dates. Stocks in the top quartile of hedge fund holdings exhibit abnormal returns of …
reporting dates. Stocks in the top quartile of hedge fund holdings exhibit abnormal returns of …
Measuring closing price manipulation
C Comerton-Forde, TJ Putniņš - Journal of Financial Intermediation, 2011 - Elsevier
We quantify the effects of closing price manipulation on trading characteristics and stock
price accuracy using a unique sample of prosecuted manipulation cases. Based on these …
price accuracy using a unique sample of prosecuted manipulation cases. Based on these …
[PDF][PDF] Squeezing shorts through social media platforms
At the end of January 2021, a group of stocks listed on US stock exchanges experienced
sudden price increases, which–coupled with high short interest–led to short-squeeze …
sudden price increases, which–coupled with high short interest–led to short-squeeze …
Adaptive hidden Markov model with anomaly states for price manipulation detection
Price manipulation refers to the activities of those traders who use carefully designed trading
behaviors to manually push up or down the underlying equity prices for making profits. With …
behaviors to manually push up or down the underlying equity prices for making profits. With …
Stock price manipulation: Prevalence and determinants
C Comerton-Forde, TJ Putniņš - Review of Finance, 2014 - academic.oup.com
We empirically analyze the prevalence and economic underpinnings of closing price
manipulation and its detection. We estimate that∼ 1% of closing prices are manipulated, of …
manipulation and its detection. We estimate that∼ 1% of closing prices are manipulated, of …
Futures market failure?
In a well‐functioning futures market, the futures price at expiration equals the price of the
underlying asset. This condition failed to hold in grain markets for most of 2005‐2010 …
underlying asset. This condition failed to hold in grain markets for most of 2005‐2010 …
[图书][B] Financial markets theory
E Barucci, C Fontana - 2003 - Springer
Springer Finance is a programme of books addressing students, academics and
practitioners working on increasingly technical approaches to the analysis of financial …
practitioners working on increasingly technical approaches to the analysis of financial …