Detection and analysis of occurrences of spoofing in the Brazilian capital market
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DOI: 10.1108/JFRC-07-2019-0092
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Cited by:
- Haochen Li & Maria Polukarova & Carmine Ventre, 2023. "Detecting Financial Market Manipulation with Statistical Physics Tools," Papers 2308.08683, arXiv.org.
- David Byrd, 2023. "Learning Not to Spoof," Papers 2306.06087, arXiv.org.
- Ramos, Henrique Pinto & Perlin, Marcelo Scherer, 2020. "Does algorithmic trading harm liquidity? Evidence from Brazil," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
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More about this item
Keywords
Surveillance; Spoofing; Market manipulation; G14; G28; C55;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
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