This paper addresses challenges relating to applying data mining techniques to detect stock price manipulations and extends previous results by incorporating the analysis of intraday trade prices in addition to closing prices for the investigation of trade-based manipulations. In particular,...

The advances in trading technologies and networking infrastructures combined with the globalisation and competitive environment of the financial markets has increased the complexity and dynamics of markets making them difficult to understand and has raised a number of issues in relation to the...

Financial markets are very important components of the world economy whose structure has changed substantially over the last thirty years primarily due to the use of information and communication technologies. Market monitoring and surveillance is an important process to the financial markets in...