Search Results - subject:"Order-based manipulation"

High-frequency trading : order-based innovation or manipulation?

Dalko, Viktoria; Wang, Michael H. - In: Journal of banking regulation 21 (2020) 4, pp. 289-298

Persistent link: https://www.econbiz.de/10012590475

The Manipulator's Poker: Order-Based Manipulation in the Chinese Stock Market

Kong, Dongmin; Wang, Maobin - In: Emerging Markets Finance and Trade 50 (2014) 2, pp. 73-98

This paper investigates order-based manipulation and its effects on investor behavior and market efficiency. Using a … unique data set from the Chinese stock market, we show that (1) order-based manipulation affects market liquidity and trading …

Persistent link: https://www.econbiz.de/10010812089

Guest Editor's Introduction

Altuğ, Sumru - In: Emerging Markets Finance and Trade 50 (2014) 2, pp. 99-101

Persistent link: https://www.econbiz.de/10010812095

The manipulator’s poker : order-based manipulation in the Chinese stock market

Kong, Dongmin; Wang, Maobin - In: Emerging markets finance & trade : a journal of the … 50 (2014) 2, pp. 73-98

Persistent link: https://www.econbiz.de/10010403108

Order-based manipulation: evidence from Hong Kong stock market

Chan, Chun-Hin; Ka Chun Ma, Alfred - In: Journal of Financial Crime 21 (2013) 1, pp. 111-118

Purpose – The paper aims to investigate order-based manipulation that consists of order-placing strategies. Design … that the relationship between order cancellation and order-based manipulation is strong and deserves more attention … methodology to obtain cancelled orders during regular trading hours. The paper examines the cancelled orders and potential order-based …

Persistent link: https://www.econbiz.de/10014866093