Sun, Xiao-Qian; Cheng, Xue-Qi; Shen, Hua-Wei; Wang, … - arXiv.org - 2011
Manipulation is an important issue for both developed and emerging stock markets. For the study of manipulation, it is critical to analyze investor behavior in the stock market. In this paper, an analysis of the full transaction records of over a hundred stocks in a one-year period is conducted....