Spoofing and pinging in foreign exchange markets
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DOI: 10.1016/j.intfin.2020.101278
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- Alexis Stenfors & Masayuki Susai, 2018. "Spoofing and Pinging in Foreign Exchange Markets," Working Papers in Economics & Finance 2018-05, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
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Citations
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Cited by:
- Stenfors, Alexis & Dilshani, Kaveesha & Guo, Andy & Mere, Peter, 2024. "Detecting the risk of cross-product manipulation in the EUREX fixed income futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
- Stenfors, Alexis & Doraghi, Mehrdaad & Soviany, Cristina & Susai, Masayuki & Vakili, Kaveh, 2023.
"Cross-market spoofing,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 83(C).
- Alexis Stenfors & Mehrdaad Doraghi & Cristina Soviany & Masayuki Susai & Kaveh Vakili, 2022. "Cross-Market Spoofing," Working Papers in Economics & Finance 2022-04, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Alexis Stenfors & Masayuki Susai, 2021. "Stealth Trading in FX Markets," Working Papers in Economics & Finance 2021-02, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Alexis Stenfors & Kaveesha Dilshani & Andy Guo & Peter Mere, 2023. "A Model to Quantify the Risk of Cross-Product Manipulation: Evidence from the European Government Bond Futures Market," Working Papers in Economics & Finance 2023-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Alexis Stenfors & Lilian Muchimba, 2023.
"The Anatomy of Three Scandals: Conspiracies, Beauty Contests, and Sabotage in OTC Markets,"
Journal of Economic Issues, Taylor & Francis Journals, vol. 57(2), pages 538-545, April.
- Alexis Stenfors & Lilian Muchimba, 2022. "The Anatomy of Three Scandals: Conspiracies, Beauty Contests and Sabotage in OTC Markets," Working Papers in Economics & Finance 2022-08, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
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More about this item
Keywords
Market microstructure; Limit order book; Foreign exchange; High-frequency trading; Manipulation; Spoofing; Pinging;All these keywords.
JEL classification:
- D4 - Microeconomics - - Market Structure, Pricing, and Design
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G1 - Financial Economics - - General Financial Markets
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