Day end returns—stock price manipulationKarl Felixson, Anders Pelli1999-03-01articleJournal of Multinational Financial Management69 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesCorporate Finance and GovernanceStock Market Forecasting MethodsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 69 citations exist upstream.References1992Stock-Price Manipulation1985An Investigation of Transactions Data for NYSE Stocks1988The Total Cost of Transactions on the NYSE1987Program Trading and Expiration-Day Effects1989A Day-End Transaction Price Anomaly1997Market Manipulation and the Role of Insider Trading Regulations1991Expiration-Day Effects: What Has Changed?1991A Methodology for Measuring Transaction CostsCited by2011Analysis of stock market manipulations using knowledge discovery techniques applied to intraday trade prices2019Enhancing intraday stock price manipulation detection by leveraging recurrent neural networks with ensemble learning2022Machine learning with Belief Rule-Based Expert Systems to predict stock price movements2005Call auction algorithm design and market manipulation2008How does the call market method affect price efficiency? Evidence from the Singapore Stock Market2014Portfolio Concentration and Firm Performance2008Global Market Surveillance