메뉴 건너뛰기




Volumn 7, Issue 2, 2004, Pages 187-206

Manipulation in market order models

Author keywords

Insider trading; Manipulation

Indexed keywords


EID: 0742289228     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.finmar.2003.11.001     Document Type: Article
Times cited : (55)

References (14)
  • 2
    • 38249013466 scopus 로고
    • Stock price manipulation, market microstructure and asymmetric information
    • Allen F. Gorton G. Stock price manipulation, market microstructure and asymmetric information European Economic Review 36 1992 624-630
    • (1992) European Economic Review , vol.36 , pp. 624-630
    • Allen, F.1    Gorton, G.2
  • 3
    • 26744439027 scopus 로고    scopus 로고
    • Long-term information, short-lived derivative securities
    • Mimeo, Queen's University
    • Bernhardt, D., Davies, B., Spicer, J., 2002. Long-term information, short-lived derivative securities. Mimeo, Queen's University.
    • (2002)
    • Bernhardt, D.1    Davies, B.2    Spicer, J.3
  • 4
    • 0348132823 scopus 로고    scopus 로고
    • Buy on rumors-sell on news: A manipulative trading strategy
    • Mimeo, Princeton University
    • Brunnermeier, M., 2000. Buy on rumors-sell on news: a manipulative trading strategy. Mimeo, Princeton University.
    • (2000)
    • Brunnermeier, M.1
  • 5
    • 0742283782 scopus 로고    scopus 로고
    • A note on manipulation
    • Mimeo, University of Pennsylvania
    • Chakraborty, A., Yilmaz, B., 2000. A note on manipulation. Mimeo, University of Pennsylvania.
    • (2000)
    • Chakraborty, A.1    Yilmaz, B.2
  • 7
    • 21844487993 scopus 로고
    • The mandatory disclosure of trades and market liquidity
    • Fishman M.J. Hagerty K. The mandatory disclosure of trades and market liquidity Review of Financial Studies 8 1995 637-676
    • (1995) Review of Financial Studies , vol.8 , pp. 637-676
    • Fishman, M.J.1    Hagerty, K.2
  • 8
    • 0034980958 scopus 로고    scopus 로고
    • Public disclosure and dissimulation of insider trades
    • Huddart S. Hughes J. Levine C. Public disclosure and dissimulation of insider trades Econometrica 69 2001 665-681
    • (2001) Econometrica , vol.69 , pp. 665-681
    • Huddart, S.1    Hughes, J.2    Levine, C.3
  • 9
    • 21144463716 scopus 로고
    • Market manipulation, bubbles, corners, and short squeezes
    • Jarrow R. Market manipulation, bubbles, corners, and short squeezes Journal of Financial and Quantitative Analysis 27 1992 311-336
    • (1992) Journal of Financial and Quantitative Analysis , vol.27 , pp. 311-336
    • Jarrow, R.1
  • 10
    • 0000964939 scopus 로고    scopus 로고
    • Market manipulation and the role of insider trading regulations
    • John K. Narayanan R. Market manipulation and the role of insider trading regulations Journal of Business 70 1997 217-247
    • (1997) Journal of Business , vol.70 , pp. 217-247
    • John, K.1    Narayanan, R.2
  • 11
    • 84977711560 scopus 로고
    • Futures manipulation with cash settlement
    • Kumar P. Seppi D.J. Futures manipulation with cash settlement Journal of Finance 47 1992 1485-1502
    • (1992) Journal of Finance , vol.47 , pp. 1485-1502
    • Kumar, P.1    Seppi, D.J.2
  • 12
    • 0039414988 scopus 로고
    • A theory of futures market manipulation
    • Anderson, R.W. (Ed.), Lexington Books, Lexington, MA
    • Kyle, A.S., 1984. A theory of futures market manipulation. In: Anderson, R.W. (Ed.), The Industrial Organization of Futures Markets, Lexington Books, Lexington, MA.
    • (1984) The Industrial Organization of Futures Markets
    • Kyle, A.S.1
  • 13
    • 0000859303 scopus 로고
    • Continuous auctions and insider trading
    • Kyle A.S. Continuous auctions and insider trading Econometrica 53 1985 1315-1335
    • (1985) Econometrica , vol.53 , pp. 1315-1335
    • Kyle, A.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.