Similar Search Results

Analysis of Stock Market Manipulations Using Knowledge Discovery Techniques Applied to Intraday Trade Prices

Diaz, David - 2011

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,...

Persistent link: https://www.econbiz.de/10013133860

Financial leverage and market volatility with diverse beliefs

Guo, Wen-chung; Wang, Frank Yong; Wu, Ho-Mou - 2009

We develop a model of asset trading with financial leverage in an economy with a continuum of investors. The investors are assumed to have diverse and rational beliefs in the sense of being compatible with observed data. We show that a reduction in the margin requirement may cause the stock...

Persistent link: https://www.econbiz.de/10009298669

Does Speculation in Financial Markets Have Real Effects?

Li, Tao - 2020

This paper examines how speculation in financial markets can affect real investments and asset prices with asymmetric … risk and trade them in financial markets. Speculation in financial markets, even on extraneous risk uncorrelated with … productivity, can significantly affect real investments and asset prices. Speculation can either decrease or increase real …

Persistent link: https://www.econbiz.de/10012848973

Does Speculation in Financial Markets Have Real Effects?

Li, Tao - 2020

Persistent link: https://www.econbiz.de/10012856719

Squeezing shorts through social news platforms

Allen, Franklin; Nowak, Eric; Pirovano, Matteo; … - 2021 - This draft: April 12, 2021

At the end of January 2021, a group of stocks listed on US stock exchanges experienced sudden surges in their stock prices, which - coupled with high short interest – led to brief short squeeze episodes. We argue that these short squeezes were the result of coordinated trading by retail...

Persistent link: https://www.econbiz.de/10012502167

Demand Shock, Speculative Beta, and Asset Prices : Evidence from the Shanghai-Hong Kong Stock Connect Program

Liu, Clark - 2020

three months. The results support the speculative nature of beta and the multiplier effect of speculation on demand shocks …

Persistent link: https://www.econbiz.de/10012855747

Non-Tradable Share Reform, Liquidity and Stock Returns in China

Hung, Chi-Hsiou Daniel - 2014

This paper studies the influence of the non-tradable share reform in the cross-section of stock returns in China. Prior …

Persistent link: https://www.econbiz.de/10013040108

Dark Trading at the Midpoint : Does SEC Enforcement Policy Encourage Stale Quote Arbitrage?

Bartlett, Robert P. - 2016

Prevailing research posits that liquidity providers bypass long queue lines on exchanges by offering liquidity in dark venues with de minimis sub-penny price improvement, thus exploiting an exception to the penny quote rule. We show that (a) the SEC enforces the quote rule to prevent sub-penny...

Persistent link: https://www.econbiz.de/10013004578

The Tax Day Trade : An Efficient Market Anomaly

Moffitt, Steven - 2017

We present the "Tax Day Trade," a one day trade that gains an average of 1/2%. The trade was developed using the "Strategic Analysis of Markets Method (SAMM)" described in the two volume series "The Strategic Analysis of Financial Markets" (forthcoming from World Scientific). Detective work...

Persistent link: https://www.econbiz.de/10012963969

What is Stock Market Short-Termism?

Roe, Mark J. - 2022

What precisely is stock market short-termism? For an issue that pervades corporate governance thinking, rhetoric, and policymaking, one would think that we know well what it is. But much that’s called stock market short-termism is not properly categorized as such. This distinction—between...

Persistent link: https://www.econbiz.de/10013492023