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Stock Price Manipulation: Prevalence and Determinants
Citations
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Cited by:
- Chau, Ching & Aspris, Angelo & Foley, Sean & Malloch, Hamish, 2021. "Quote-Based manipulation of illiquid securities," Finance Research Letters, Elsevier, vol. 39(C).
- Zhang, Anthony Lee, 2022. "Competition and manipulation in derivative contract markets," Journal of Financial Economics, Elsevier, vol. 144(2), pages 396-413.
- Ester Félez‐Viñas & Björn Hagströmer, 2021. "Do volatility extensions improve the quality of closing call auctions?," The Financial Review, Eastern Finance Association, vol. 56(3), pages 385-406, August.
- Gao, Shenghao & Liu, Jinzhao & Zhang, Qi & Zhou, Jun, 2023. "Stock hyping before auction-style SEOs: Are primary market investors misled?," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 123-140.
- Laurence E. Blose & Vijay Gondhalekar & Alan Kort, 2018. "Overnight versus day returns in gold and gold related assets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(3), pages 526-549, July.
- Cumming, Douglas & Dannhauser, Robert & Johan, Sofia, 2015. "Financial market misconduct and agency conflicts: A synthesis and future directions," Journal of Corporate Finance, Elsevier, vol. 34(C), pages 150-168.
- Yaya, OlaOluwa S. & Vo, Xuan Vinh & Adekoya, Oluwasegun B., 2021. "Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test," MPRA Paper 109828, University Library of Munich, Germany.
- Quynh Trang Phan & Poomthan Rangkakulnuwat, 2022. "How price informativeness affects the sensitivity of investment-to-stock price in Vietnamese listed firms," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 12(1), pages 28-61.
- Syed Qasim Shah & Izlin Ismail & Aidial Rizal bin Shahrin, 2020. "Heterogeneous investors and deterioration of market integrity: an analysis of market manipulation cases," Journal of Financial Crime, Emerald Group Publishing Limited, vol. 30(2), pages 389-403, May.
- Eray GEMICI & Mehmet CIHANGIR & Emre YAKUT, 2017. "Islem Bazli Manipulasyon: Turkiye Ornegi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 17(3), pages 369-380.
- Kruse, Timothy A. & Todd, Steven K., 2013. "Price manipulation at the NYSE and the 1899 battle for Brooklyn Rapid Transit shares," Financial History Review, Cambridge University Press, vol. 20(3), pages 279-303, December.
- Hung-Wen Lin & Kun-Ben Lin & Jing-Bo Huang & Shu-Heng Chen, 2021. "Timely Loss Recognition Helps Nothing," Sustainability, MDPI, vol. 13(14), pages 1-24, July.
- Liu, Jie & Wu, Chonglin & Zheng, Wanqing & Lin, Gengyan, 2023. "Monitor or manipulator? The effect of institutional ownership on market manipulation," Finance Research Letters, Elsevier, vol. 58(PB).
- Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2015.
"High frequency trading and end-of-day price dislocation,"
Journal of Banking & Finance, Elsevier, vol. 59(C), pages 330-349.
- Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2013. "High frequency trading and end-of-day price dislocation," CFS Working Paper Series 2013/16, Center for Financial Studies (CFS).
- Narayan, Paresh Kumar & Smyth, Russell, 2013.
"Has political instability contributed to price clustering on Fiji's stock market?,"
Journal of Asian Economics, Elsevier, vol. 28(C), pages 125-130.
- Narayan, Paresh Kumar & Smyth, Russell, 2011. "Has political instability contributed to price clustering on Fiji's stock market?," Working Papers fe_2011_03, Deakin University, Department of Economics.
- Dan Gabriel ANGHEL & Elena Valentina ŢILICĂ & Victor DRAGOTĂ, 2020. "Intraday Patterns in Returns on the Romanian and Bulgarian Stock Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 92-114, July.
- Christos Alexakis & Vasileios Pappas & Emmanouil Skarmeas, 2021. "Market abuse under different close price determination mechanisms: A European case," Post-Print hal-03182927, HAL.
- Akter, Maimuna & Cumming, Douglas & Ji, Shan, 2023. "Natural disasters and market manipulation," Journal of Banking & Finance, Elsevier, vol. 153(C).
- Chan, Shu Hui & Huang, Yu Chuan & Lin, Sheng-Min, 2020. "Market transparency and closing price behavior on month-end days: Evidence from Taiwan," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Liu, Qingbai & Wang, Chuanjie & Zhang, Ping & Zheng, Kaixin, 2021. "Detecting stock market manipulation via machine learning: Evidence from China Securities Regulatory Commission punishment cases," International Review of Financial Analysis, Elsevier, vol. 78(C).
- Foley, Sean & Kwan, Amy & Low, Siyuan Adrian & Svec, Jiri, 2018. "The rise before the close: Underwriter trading around SEOs," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 221-235.
- Muhammad Arsalan Hashmi & Abdullah & Rayenda Khresna Brahmana, 2022. "Family monitoring and the adverse consequences of political connections: does it vary over family generations?," Management Research Review, Emerald Group Publishing Limited, vol. 46(6), pages 832-851, September.
- Zhiqi Cao & Wenfeng Wu, 2023. "Difference of opinion among investors versus analysts," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(2), pages 2347-2381, June.
- Liu, Jie & Wu, Chonglin & Yuan, Lin & Liu, Jia, 2022. "Opening price manipulation and its value influences," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Michael Aitken & Frederick Harris & Shan Ji, 2015. "A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency," Journal of Business Ethics, Springer, vol. 132(1), pages 147-170, November.
- OlaOluwa S. Yaya & Oluwasegun B. Adekoya & Xuan Vinh Vo & Mamdouh Abdulaziz Saleh Al‐Faryan, 2024. "Stock Market Efficiency in Asia: Evidence from the Narayan–Liu–Westerlund's GARCH‐based unit root test," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 91-101, January.
- Markus Baldauf & Christoph Frei & Joshua Mollner, 2022. "Principal Trading Arrangements: When Are Common Contracts Optimal?," Management Science, INFORMS, vol. 68(4), pages 3112-3128, April.
- Li, Xiao-Lin & Li, Haofei & Ge, Xinyu & Si, Deng-Kui, 2023. "Capital market liberalization and systemic risk of non-financial firms: Evidence from Chinese Stock Connect scheme," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
- Cumming, Douglas & Ji, Shan & Peter, Rejo & Tarsalewska, Monika, 2020. "Market manipulation and innovation," Journal of Banking & Finance, Elsevier, vol. 120(C).
- Atanasov, Vladimir & Davies, Ryan J. & Merrick, John J., 2015. "Financial intermediaries in the midst of market manipulation: Did they protect the fool or help the knave?," Journal of Corporate Finance, Elsevier, vol. 34(C), pages 210-234.
- Kadıoğlu, Eyüp & Frömmel, Michael, 2022. "Manipulation in the bond market and the role of investment funds: Evidence from an emerging market," International Review of Financial Analysis, Elsevier, vol. 79(C).
- Park, Seongkyu “Gilbert” & Suen, Wing & Wan, Kam-Ming, 2022. "Call auction design and closing price manipulation: Evidence from the Hong Kong stock exchange," Journal of Financial Markets, Elsevier, vol. 58(C).
- Jiang, Christine & Wang, Xianzhen, 2024. "Portfolio pumping and dumping among Chinese mutual fund companies," Journal of Banking & Finance, Elsevier, vol. 162(C).
- Robert Jarrow & Scott Fung & Shih-Chuan Tsai, 2018. "An empirical investigation of large trader market manipulation in derivatives markets," Review of Derivatives Research, Springer, vol. 21(3), pages 331-374, October.
- Cline, Brandon N. & Posylnaya, Valeriya V., 2019. "Illegal insider trading: Commission and SEC detection," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 247-269.
- Cumming, Douglas J. & Firth, Christopher & Gathergood, John & Stewart, Neil, 2021. "Covid, work-from-home, and securities misconduct," CFS Working Paper Series 666, Center for Financial Studies (CFS).
- Kim, Jae & Doucouliagos, Hristos & Stanley, T. D., 2014. "Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence," Working Papers eco_2014_9, Deakin University, Department of Economics.
- Esen Onur & David Reiffen, 2018. "The effect of settlement rules on the incentive to Bang the Close," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(8), pages 841-864, August.
- Marta Khomyn, 2020. "Essays on Modern Market Structure," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2020, January-A.
- Edward Curran & Jack Hunt & Vito Mollica, 2021. "Single stock futures and their impact on market quality: Be careful what you wish for," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1677-1692, November.
- Muttakin, Mohammad Badrul & Monem, Reza M. & Khan, Arifur & Subramaniam, Nava, 2015. "Family firms, firm performance and political connections: Evidence from Bangladesh," Journal of Contemporary Accounting and Economics, Elsevier, vol. 11(3), pages 215-230.
- Alfred Ma, 2022. "Profitability of technical trading strategies under market manipulation," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-9, December.
- Junqian Li & Yuqing Liu & Nhan Buu Phan & Shino Takayama, 2023. "An Experimental Analysis of Dynamic Informed Trading," Discussion Papers Series 665, School of Economics, University of Queensland, Australia.
- Anirudh Dhawan & Tālis J Putniņš, 2023. "A New Wolf in Town? Pump-and-Dump Manipulation in Cryptocurrency Markets," Review of Finance, European Finance Association, vol. 27(3), pages 935-975.
- Cao, Zhiqi & Lv, Dayong & Sun, Zhenzhen, 2021. "Stock price manipulation, short-sale constraints, and breadth-return relationship," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
- Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.