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Market Manipulation: A Survey

  • Tālis J. Putniņš

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File URL: http://hdl.handle.net/10.1111/j.1467-6419.2011.00692.x
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Article provided by Wiley Blackwell in its journal Journal of Economic Surveys.

Volume (Year): 26 (2012)
Issue (Month): 5 (December)
Pages: 952-967

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Handle: RePEc:bla:jecsur:v:26:y:2012:i:5:p:952-967
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  20. Huddart, Steven & Hughes, John S & Levine, Carolyn B, 2001. "Public Disclosure and Dissimulation of Insider Trades," Econometrica, Econometric Society, vol. 69(3), pages 665-81, May.
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  28. Ariel, Robert A., 1987. "A monthly effect in stock returns," Journal of Financial Economics, Elsevier, vol. 18(1), pages 161-174, March.
  29. Albert S. Kyle & S. Viswanathan, 2008. "How to Define Illegal Price Manipulation," American Economic Review, American Economic Association, vol. 98(2), pages 274-79, May.
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  37. Felixson, Karl & Pelli, Anders, 1999. "Day end returns--stock price manipulation," Journal of Multinational Financial Management, Elsevier, vol. 9(2), pages 95-127, March.
  38. Kumar, Praveen & Seppi, Duane J, 1992. " Futures Manipulation with "Cash Settlement."," Journal of Finance, American Finance Association, vol. 47(4), pages 1485-502, September.
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  43. Pirrong, Stephen Craig, 1993. "Manipulation of the Commodity Futures Market Delivery Process," The Journal of Business, University of Chicago Press, vol. 66(3), pages 335-69, July.
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  49. Merrick, John Jr & Naik, Narayan Y. & Yadav, Pradeep K., 2005. "Strategic trading behavior and price distortion in a manipulated market: anatomy of a squeeze," Journal of Financial Economics, Elsevier, vol. 77(1), pages 171-218, July.
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