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Security Market Manipulation
16 references·3 citing·38 second hop
Security Market Manipulation (2014)Security Market ManipulationThe Deadline Effect in Bargaining: Some Experimental Evidence (2016)The Deadline Effect in Bargai…What Fraction of Stock Option Grants to Top Executives Have Been Backdated or Manipulated? (2009)What Fraction of Stock Option…Measuring Closing Price Manipulation (2009)Measuring Closing Price Manip…Manipulation and the Allocational Role of Prices (2008)Manipulation and the Allocati…How to Define Illegal Price Manipulation (2008)How to Define Illegal Price M…Does backdating explain the stock price pattern around executive stock option grants? (2007)Does backdating explain the s…Stock Market Manipulations* (2006)Stock Market Manipulations*Predatory Trading (2005)Predatory TradingPrice Discovery and Learning during the Preopening Period in the Paris Bourse (1999)Price Discovery and Learning …Derivative Security Markets, Market Manipulation, and Option Pricing Theory (1994)Derivative Security Markets, …Using Privileged Information to Manipulate Markets: Insiders, Gurus, and Credibility (1992)Using Privileged Information …Stock-Price Manipulation (1992)Stock-Price ManipulationStock Market Structure and Volatility (1990)Stock Market Structure and Vo…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Squeezing Shorts Through Social Media Platforms (2021)Squeezing Shorts Through Soci…Market efficiency and limits to arbitrage: Evidence from the Volkswagen short squeeze (2021)Market efficiency and limits …Artificial Intelligence Crime: An Interdisciplinary Analysis of Foreseeable Threats and Solutions (2021)Artificial Intelligence Crime…Strategic Information Transmission (1982)Synchronization risk and delayed arbitrage (2002)Rating the raters: Are reputation concerns powerful enough to discipline rating agencies? (2009)Signaling Games and Stable Equilibria (1987)Market Manipulation, Bubbles, Corners, and Short Squeezes (1992)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)Common risk factors in the returns on stocks and bonds (1993)CEO stock option awards and the timing of corporate voluntary disclosures (2000)Are Insider Trades Informative? (2001)Wall Street and Main Street: What Contributes to the Rise in the Highest Incomes? (2009)Lucky CEOs and Lucky Directors (2010)Do Long-Term Investors Improve Corporate Decision Making? (2014)Price, trade size, and information in securities markets (1987)Exchange trading rules and stock market liquidity☆ (2010)The Value of Crowdsourced Earnings Forecasts (2016)Cryptocurrency Pump-and-Dump Schemes (2018)Why new issues are underpriced (1986)The Use of Knowledge in Society (1996)Shackling Short Sellers: The 2008 Shorting Ban (2013)Have financial markets become more informative? (2016)Big Data as a Governance Mechanism (2018)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)A Theory of Intraday Patterns: Volume and Price Variability (1988)Intraday Volatility in the Stock Index and Stock Index Futures Markets (1991)Periodic market closure and trading volume (1992)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)Essays in Positive Economics (1954)Liquidity Risk and Expected Stock Returns (2003)Optimal execution strategies in limit order books with general shape functions (2009)Dynamic Trading with Predictable Returns and Transaction Costs (2013)Systemic Risk and Stability in Financial Networks (2013)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1992Stock-Price Manipulation623 cited
  • 2005Predatory Trading588 cited
  • 1992Using Privileged Information to Manipulate Markets: Insiders, Gurus, and Credibility568 cited
  • 1990Stock Market Structure and Volatility544 cited
  • 2008Manipulation and the Allocational Role of Prices540 cited
  • 2007Does backdating explain the stock price pattern around executive stock option grants?441 cited
  • 2006Stock Market Manipulations*380 cited
  • 1999Price Discovery and Learning during the Preopening Period in the Paris Bourse379 cited
  • 2016The Deadline Effect in Bargaining: Some Experimental Evidence216 cited
  • 1994Derivative Security Markets, Market Manipulation, and Option Pricing Theory179 cited
  • 2009What Fraction of Stock Option Grants to Top Executives Have Been Backdated or Manipulated?175 cited
  • 2009Measuring Closing Price Manipulation175 cited

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2008
How to Define Illegal Price Manipulation
142 cited

Cited by

  • 2021Market efficiency and limits to arbitrage: Evidence from the Volkswagen short squeeze39 cited
  • 2021Squeezing Shorts Through Social Media Platforms30 cited
  • 2021Artificial Intelligence Crime: An Interdisciplinary Analysis of Foreseeable Threats and Solutions28 cited