Day end returns—stock price manipulation

Stock-Price Manipulation

Franklin Allen, Douglas Gale · Review of Financial Studies · 1992 · 622 citations

Empirical Finance, Market Microstructure, Financial Economics +12

An Investigation of Transactions Data for NYSE Stocks

R.J.K. Wood, Thomas H. McInish, J. Keith Ord · The Journal of Finance · 1985 · 570 citations

Market Microstructure, Nyse Stocks, Asset Pricing +13

A Day-End Transaction Price Anomaly

Lawrence Harris · Journal of Financial and Quantitative Analysis · 1989 · 211 citations

Empirical Finance, Market Microstructure, Dynamic Pricing +15

Program Trading and Expiration-Day Effects

Hans R. Stoll, Robert E. Whaley · Financial Analysts Journal · 1987 · 209 citations

Economics, Option Pricing, Asset Pricing +14

Expiration-Day Effects: What Has Changed?

Hans R. Stoll, Robert E. Whaley · Financial Analysts Journal · 1991 · 117 citations

Shelf Life, Aging, Accounting +5