-
2
-
-
38249013466
-
Stock price manipulation, market microstructure and asymmetric information
-
Allen, Franklin, and Gary Gorton. 1992. Stock price manipulation, market microstructure and asymmetric information. European Economic Review 36:624-30.
-
(1992)
European Economic Review
, vol.36
, pp. 624-630
-
-
Allen, F.1
Gorton, G.2
-
3
-
-
26344460985
-
-
Unpublished manuscript. University of Pennsylvania, Wharton School
-
Chakraborty, Archishman, and Bilge Yilmaz. 2000. Informed manipulation. Unpublished manuscript. University of Pennsylvania, Wharton School.
-
(2000)
Informed Manipulation
-
-
Chakraborty, A.1
Yilmaz, B.2
-
5
-
-
0010940821
-
Price, trade, size, and information in securities markets
-
Easley, David, and Maureen O'Hara. 1987. Price, trade, size, and information in securities markets. Journal of Financial Economics 19:69-90.
-
(1987)
Journal of Financial Economics
, vol.19
, pp. 69-90
-
-
Easley, D.1
O'Hara, M.2
-
7
-
-
84993905061
-
Trading and manipulation around seasoned equity offerings
-
Gerard, Bruno, and Vikram Nanda. 1993. Trading and manipulation around seasoned equity offerings. Journal of Finance 48:213-45.
-
(1993)
Journal of Finance
, vol.48
, pp. 213-245
-
-
Gerard, B.1
Nanda, V.2
-
8
-
-
0345401653
-
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
-
Glosten, Lawrence R., and Paul R. Milgrom. 1985. Bid, ask and transaction prices in a specialist market with heterogeneously informed traders. Journal of Financial Economics 14:71-100.
-
(1985)
Journal of Financial Economics
, vol.14
, pp. 71-100
-
-
Glosten, L.R.1
Milgrom, P.R.2
-
10
-
-
21144463716
-
Market manipulation, bubbles, corners, and short squeezes
-
Jarrow, Robert A. 1992. Market manipulation, bubbles, corners, and short squeezes. Journal of Financial and Quantitative Analysis 27:311-36.
-
(1992)
Journal of Financial and Quantitative Analysis
, vol.27
, pp. 311-336
-
-
Jarrow, R.A.1
-
11
-
-
84971937263
-
Derivative security markets, market manipulation, and option pricing theory
-
_. 1994. Derivative security markets, market manipulation, and option pricing theory. Journal of Financial and Quantitative Analysis 29:241-61.
-
(1994)
Journal of Financial and Quantitative Analysis
, vol.29
, pp. 241-261
-
-
-
12
-
-
0029691112
-
Salomon Brothers and the May 1991 Treasury auction: Analysis of a market comer
-
Jordan, Bradford D., and Susan D. Jordan. 1996. Salomon Brothers and the May 1991 Treasury auction: Analysis of a market comer. Journal of Banking and Finance 20:25-40.
-
(1996)
Journal of Banking and Finance
, vol.20
, pp. 25-40
-
-
Jordan, B.D.1
Jordan, S.D.2
-
14
-
-
84977711560
-
Futures manipulation with "cash settlement."
-
Kumar, Praveen, and Duane J. Seppi. 1992. Futures manipulation with "cash settlement." Journal of Finance 47:1485-1502.
-
(1992)
Journal of Finance
, vol.47
, pp. 1485-1502
-
-
Kumar, P.1
Seppi, D.J.2
-
15
-
-
0000859303
-
Continuous auctions and insider trading
-
Kyle, Albert S. 1985. Continuous auctions and insider trading. Econometrica 53:1315-35.
-
(1985)
Econometrica
, vol.53
, pp. 1315-1335
-
-
Kyle, A.S.1
-
16
-
-
84959850547
-
Informed speculation with imperfect competition
-
_. 1989. Informed speculation with imperfect competition. Review of Economic Studies 56:317-56.
-
(1989)
Review of Economic Studies
, vol.56
, pp. 317-356
-
-
-
17
-
-
0010734388
-
Price momentum and trading volume
-
Lee, Charles M. C., and Bhaskaran Swaminathan. 2000. Price momentum and trading volume. Journal of Finance 55:2017-69.
-
(2000)
Journal of Finance
, vol.55
, pp. 2017-2069
-
-
Lee, C.M.C.1
Swaminathan, B.2
-
19
-
-
0042918571
-
The stock pools and the Securities Exchange Act
-
Mahoney, Paul G. 1999. The stock pools and the Securities Exchange Act. Journal of Financial Economics 51:343-69.
-
(1999)
Journal of Financial Economics
, vol.51
, pp. 343-369
-
-
Mahoney, P.G.1
-
21
-
-
20444470106
-
Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze
-
Merrick, John J., Narayan Y. Naik, and Pradeep K. Yadav. 2005. Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze. Journal of Financial Economics 77:171-218.
-
(2005)
Journal of Financial Economics
, vol.77
, pp. 171-218
-
-
Merrick, J.J.1
Naik, N.Y.2
Yadav, P.K.3
-
22
-
-
33748520002
-
Ex-broker pleads guilty in state and federal courts
-
Morgenson, Gretchen. 1999. Ex-broker pleads guilty in state and federal courts. New York Times (August 20).
-
(1999)
New York Times
, Issue.AUGUST 20
-
-
Morgenson, G.1
-
23
-
-
33748552128
-
The world's largest bank is thought to have netted around euros 15m through rapid-fire selling and buying last month
-
Munter, Paivi, and Aline Van Duyn. 2004. The world's largest bank is thought to have netted around euros 15m through rapid-fire selling and buying last month. Financial Times London (September 10), p. 17.
-
(2004)
Financial Times London
, Issue.SEPTEMBER 10
, pp. 17
-
-
Munter, P.1
Van Duyn, A.2
-
25
-
-
84859279779
-
-
August 19
-
Securities and Exchange Commission. 1999. Litigation release no. 16256, August 19. http://www.sec.gov/litigation/litreleases/lr16256.htm.
-
(1999)
Litigation Release No. 16256
-
-
-
26
-
-
84859272849
-
-
October 11
-
_. 2001. Litigation release no. 17178, October 11. http://www.sec.gov/litigation/litreleases/lr17178.htm.
-
(2001)
Litigation Release No. 17178
-
-
-
27
-
-
84859272766
-
-
July 9
-
_. 2002. Litigation release no. 17602, July 9. http://www.sec.gov/litigation/litreleases/lr17602.htm.
-
(2002)
Litigation Release No. 17602
-
-
-
29
-
-
0034287969
-
Speculative noise trading and manipulation in the foreign exchange market
-
Vitale, Paolo. 2000. Speculative noise trading and manipulation in the foreign exchange market. Journal of International Money and Finance 19:689-712.
-
(2000)
Journal of International Money and Finance
, vol.19
, pp. 689-712
-
-
Vitale, P.1
|