Concepedia

Microstructure-based manipulation: Strategic behavior and performance of spoofing traders

Kyong Shik Eom, Kyung Suh Park

Journal of Financial Markets · 2012 · 103 citations · 20 references

DOI

References

20

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 14.9K citations

, , +12

Stock-Price Manipulation

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

, , +12

Market Manipulation, Bubbles, Corners, and Short Squeezes

Robert A. Jarrow · Journal of Financial and Quantitative Analysis · 1992 · 415 citations

, , +13

Stock Market Manipulations*

Rajesh K. Aggarwal, Guojun Wu · The Journal of Business · 2006 · 370 citations

Derivative Security Markets, Market Manipulation, and Option Pricing Theory

Robert A. Jarrow · Journal of Financial and Quantitative Analysis · 1994 · 189 citations

, , +11