Microstructure-based manipulation: Strategic behavior and performance of spoofing traders
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Linton, O. & Mahmoodzadeh, S., 2018. "Implications of High-Frequency Trading for Security Markets," Cambridge Working Papers in Economics 1802, Faculty of Economics, University of Cambridge.
- Enrique Mart'inez-Miranda & Peter McBurney & Matthew J. Howard, 2015. "Learning Unfair Trading: a Market Manipulation Analysis From the Reinforcement Learning Perspective," Papers 1511.00740, arXiv.org.
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- Chung, Kee H. & Park, Seongkyu “Gilbert” & Ryu, Doojin, 2016. "Trade duration, informed trading, and option moneyness," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 395-411.
- Kang, Bo Soo & Ryu, Doojin & Ryu, Doowon, 2014. "Phase-shifting behaviour revisited: An alternative measure," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 401(C), pages 167-173.
- repec:kap:rqfnac:v:50:y:2018:i:3:d:10.1007_s11156-017-0650-0 is not listed on IDEAS
More about this item
KeywordsSpoofing order; Microstructure-based manipulation; Pre-trade transparency;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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