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The Manipulator's Poker: Order-Based Manipulation in the Chinese Stock Market
16 references·1 citing·39 second hop
The Manipulator's Poker: Order-Based Manipulation in the Chinese Stock Market (2014)The Manipulator's Poker: Order-Based Mani…The informativeness of domestic and foreign investors’ stock trades: Evidence from the perfectly segmented Chinese market (2007)The informativeness of domest…Liquidity and Market Efficiency (2007)Liquidity and Market Efficien…Stock Market Manipulations* (2006)Stock Market Manipulations*Unchecked intermediaries: Price manipulation in an emerging stock market (2005)Unchecked intermediaries: Pri…The manipulation of closing prices (2004)The manipulation of closing p…The information content of the limit order book: evidence from NYSE specialist trading decisions (2004)The information content of th…Rumors (2003)RumorsCan Asset Markets Be Manipulated? A Field Experiment With Racetrack Betting (1998)Can Asset Markets Be Manipula…The Mandatory Disclosure of Trades and Market Liquidity (1995)The Mandatory Disclosure of T…Trading and Manipulation Around Seasoned Equity Offerings (1993)Trading and Manipulation Arou…Using Privileged Information to Manipulate Markets: Insiders, Gurus, and Credibility (1992)Using Privileged Information …Stock-Price Manipulation (1992)Stock-Price ManipulationMarket Manipulation, Bubbles, Corners, and Short Squeezes (1992)Market Manipulation, Bubbles,…Futures Manipulation with "Cash Settlement" (1992)Futures Manipulation with "Ca…Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Wash Trades as a Stock Market Manipulation Tool (2016)Wash Trades as a Stock Market…On the Impossibility of Informationally Efficient Markets (1980)Strategic Information Transmission (1982)Synchronization risk and delayed arbitrage (2002)Manipulation and the Allocational Role of Prices (2008)Rating the raters: Are reputation concerns powerful enough to discipline rating agencies? (2009)Signaling Games and Stable Equilibria (1987)Predatory Trading (2005)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)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)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Informed Speculation and Hedging in a Noncompetitive Securities Market (1992)Stock price decreases prior to executive stock option grants (2001)Information aggregation and manipulation in an experimental market (2006)Martingales and stochastic integrals in the theory of continuous trading (1981)Price Manipulation and Quasi-Arbitrage (2004)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Cross-Section of Expected Stock Returns (1992)Stock market liquidity and firm value☆ (2009)Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets (2010)The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns (2017)Legal Determinants of External Finance (1997)Law and Finance (1998)Investor protection and corporate governance (2000)Forensic Economics (2012)Corporate actions and the manipulation of retail investors in China: An analysis of stock splits (2021)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Commonality in liquidity (2000)Is Information Risk a Determinant of Asset Returns? (2002)Does Algorithmic Trading Improve Liquidity? (2011)How to Define Illegal Price Manipulation (2008)Do Internet Stock Message Boards Influence Trading? Evidence from Heavily Discussed Stocks with No Fundamental News (2011)Social Media Sentiment in International Stock Returns and Trading Activity (2020)
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References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 2007Liquidity and Market Efficiency984 cited
  • 1992Stock-Price Manipulation623 cited
  • 1992Using Privileged Information to Manipulate Markets: Insiders, Gurus, and Credibility568 cited
  • 1992Market Manipulation, Bubbles, Corners, and Short Squeezes394 cited
  • 2006Stock Market Manipulations*380 cited
  • 2005Unchecked intermediaries: Price manipulation in an emerging stock market260 cited
  • 1992Futures Manipulation with "Cash Settlement"242 cited
  • 2003Rumors188 cited
  • 2004The information content of the limit order book: evidence from NYSE specialist trading decisions177 cited
  • 2004The manipulation of closing prices175 cited
  • 1993Trading and Manipulation Around Seasoned Equity Offerings174 cited
  • 2007The informativeness of domestic and foreign investors’ stock trades: Evidence from the perfectly segmented Chinese market136 cited
  • 1995The Mandatory Disclosure of Trades and Market Liquidity136 cited
  • 1998Can Asset Markets Be Manipulated? A Field Experiment With Racetrack Betting

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134 cited

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  • 2016Wash Trades as a Stock Market Manipulation Tool29 cited