Security Market Manipulation

Abstract

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 connection between manipulation and short exposures as well as potential connections between Federal Reserve policies and artificial pricing. I also examine the nature of market manipulation in different facets of the trading day and the transitions among these.

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 52 citations exist upstream.

Papers that cite the same references — the relational fallback while embeddings are still backfilling.