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An Analysis of Manipulation Strategies in Stock Markets

Ozcan, Rasim - In: Istanbul Stock Exchange Review 13 (2013) 49, pp. 19-37

circles and it was concluded that manipulation exerts negative impact on markets. A market with manipulation is considered as … less trustworthy and credible compared to a market without manipulation, which in turn, affects demand. Manipulations …, and regulatory institutions. This paper aims to review economic and financial studies on manipulation in order to reveal …

Persistent link: https://www.econbiz.de/10010754635

Index Futures Activity and Stock Market Volatility: An Empirical Analysis of the Italian Stock Exchange

Bologna, Pierluigi - In: Giornale degli Economisti 59 (2000) 1, pp. 51-88

This paper examines the impact of MIB30 Index Futures on the volatility of the Italian Stock Exchange. The results suggest that the onset of futures trading may have led to diminished daily volatility. They also suggest that the nature of the volatility itself has not changed between the...

Persistent link: https://www.econbiz.de/10005612304

Intra-Day Stock Returns and Close-End Price Manipulation in the Istanbul Stock Exchange

Küçükkocaoglu, Güray - In: Frontiers in Finance and Economics 5 (2008) 1, pp. 46-84

Persistent link: https://www.econbiz.de/10004998312

An Early Warning Model with Technical Trading Indicators

Sumer, Kutluk Kagan - In: Eurasian Academy Of Sciences Social Sciences Journal 1 (2015) 1, pp. 1-20

In this study, the technical indicators are used in forecasting whether stock prices will rise, fall or will be constant at the following day. The indicators are generated by taking into account the daily stock returns. If the daily stock returns are positive, the indicator is coded as “+1”;...

Persistent link: https://www.econbiz.de/10011169757

Security Market Manipulation

Spatt, Chester - In: Annual Review of Financial Economics 6 (2014) 1, pp. 405-418

This article uses a variety of contemporary developments to address artificial market pricing and market manipulation …. It examines a variety of modern trading tactics and manipulation strategies in the context of trading and order mechanics …. For example, I raise the connection between so-called best execution, cancellation rates, and manipulation. I explore the …

Persistent link: https://www.econbiz.de/10011094551

Arbitrage Pricing Theory Applied to the Chilean Stock Market

Kristjanpoller, Werner; Morales, Mauricio - In: Lecturas de Economía (2011) 74, pp. 37-59

Arbitrage pricing theory states that the expected return of an asset portfolio is related to factors characterizing the economy and could be associated to macroeconomic variables. In this paper, we consider equity traded in the Chilean stock market to empirically contrast the APT in its...

Persistent link: https://www.econbiz.de/10010902325

The Role of Satellite Stock Exchanges: A Case Study of the Lahore Stock Exchange

Uppal, Jamshed Y. - In: Lahore Journal of Economics 14 (2009) 2, pp. 1-47

In many countries, capital markets are often served by multiple stock exchanges, typically with one national or dominant exchange and several regional or satellite exchanges. While multi¬ple exchanges create a competitive landscape, they also lead to fragmented liquidity and diseconomies in...

Persistent link: https://www.econbiz.de/10010556759

Impacts and Losses Caused By the Fraudulent and Manipulated Financial Information on Economic Decisions

ISA, Tak - In: REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF … 12 (2011) 5, pp. 929-939

affected by frauds and manipulation of the financial information. An investment decision based on false financial information … financial information, effects on economic decision and what we should do for preventing the fraudulent or manipulation on the …

Persistent link: https://www.econbiz.de/10009393707

Which firms are more prone to stock market manipulation?

Imisiker, Serkan; Tas, Bedri Kamil Onur - In: Emerging Markets Review 16 (2013) C, pp. 119-130

This study empirically investigates which firms are more susceptible to successful manipulation. For this purpose, a … unique data set consisting of manipulation cases from 1998 to 2006 from the Istanbul Stock Exchange (ISE) was collected and … with less free float rate and a higher leverage ratio are more prone to stock price manipulation. Dynamic probit analysis …

Persistent link: https://www.econbiz.de/10010682553

Short Selling and Inside Information

Chague, Fernando D.; Rodrigo De-Losso, Alan De Genaro, … - Departamento de Economia, Faculdade de Economia, … - 2013

Using data on all lending deals in the Brazilian stock market from 2009 to 2011, we provide answers to: i) are short-sellers informed in Brazil?, ii) which short sellers are informed?, and iii) how are short sellers informed? The answer to the first question is positive, the Brazilian...

Persistent link: https://www.econbiz.de/10010659138