Algorithmic Market Manipulation

Algorithmic Market Manipulation is a form of market abuse wherein automated trading algorithms are systematically designed or deployed to distort market conditions by generating deceptive trading patterns, such as spoofing or layering, thereby exploiting informational and technological advantages to mislead other market participants and artificially influence asset prices.

75

Publications

4.3K

Citations

183

Authors

140

Institutions

Publications per year

2017–2026

44

Authors

183

  1. KQ
    Kaihua Qin

    Imperial College London, United Kingdom

    3 publications · 210 citations

    3

    h-index

  2. CF
    Christof Ferreira Torres

    University of Luxembourg, Luxembourg

    3 publications · 210 citations

    3

    h-index

  3. DV
    Duc V. Le

    University of Twente, Netherlands

    3 publications · 210 citations

    3

    h-index

  4. AG
    Arthur Gervais

    Imperial College London, United Kingdom

    3 publications · 210 citations

    3

    h-index

  5. JD
    Jon D. Hanson

    Northern Great Plains Research Laboratory, United States

    2 publications · 322 citations

    2

    h-index

1–5 of 183

Venues

  1. SSRN Electronic Journal

    Repository · 9 publications · 432 citations

    9

    h-index

  2. Journal of Banking & Finance

    2 publications · 99 citations

    2

    h-index

  3. Journal of Financial Economics

    2 publications · 205 citations

    2

    h-index

  4. Expert Systems with Applications

    2 publications · 119 citations

    2

    h-index

  5. Management Science

    1 publications · 58 citations

    1

    h-index

1–5