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Price Manipulation, Dynamic Informed Trading and Tame Equilibria: Theory and Computation. (2013). Takayama, Shino.
In: Discussion Papers Series.
RePEc:qld:uq2004:492.

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  1. On uniqueness of equilibrium in the Kyle Model. (2014). Monteiro, Paulo ; McLennan, Andrew ; Paulo, Klinger Monteiro ; Rabee, Tourky .
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:761.

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References

References cited by this document

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Cocites

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  1. An Experimental Analysis of Dynamic Informed Trading.. (2023). Takayama, Shino ; Phan, Nhan Buu ; Liu, Yuqing.
    In: Discussion Papers Series.
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  2. Opening price manipulation and its value influences. (2022). Liu, Jia ; Yuan, Lin ; Wu, Chonglin.
    In: International Review of Financial Analysis.
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  3. Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading. (2021). Takayama, Shino.
    In: Journal of Economic Dynamics and Control.
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  4. Much ado about making money: the impact of disclosure, news and rumors on the formation of security market prices over time. (2020). Righi, Simone ; Biondi, Yuri.
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  5. No-arbitrage commodity option pricing with market manipulation. (2020). Campi, Luciano ; Callegaro, Giorgia ; Aid, Rene.
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  6. Market manipulation and innovation. (2020). Tarsalewska, Monika ; Peter, Rejo ; Ji, Shan ; Cumming, Douglas.
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  7. The impact of large orders in electronic markets. (2019). Murgia, Maurizio ; Bosetti, Luisella ; Gottardo, Pietro ; Pinna, Andrea .
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  8. Detect colluded stock manipulation via clique in trading network. (2019). Shi, Fa-Bin ; Cheng, Xue-Qi ; Shen, Hua-Wei ; Sun, Xiao-Qian .
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  9. No-Arbitrage Commodity Option Pricing with Market Manipulation. (2019). Campi, Luciano ; Callegaro, Giorgia ; Ren'e A"id, .
    In: Papers.
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  10. The Global Single and Regulated Market Framework of Financial Products and the International Economic Policies: Mathematical Approach of the Model. (2018). Panagopoulos, Athanasios G ; Dokas, Ioannis ; Chatzigagios, Thomas.
    In: International Journal of Financial Research.
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  11. Islem Bazli Manipulasyon: Turkiye Ornegi. (2017). Gemici, Eray ; Yakut, Emre ; Cihangir, Mehmet.
    In: Ege Academic Review.
    RePEc:ege:journl:v:17:y:2017:i:3:p:369-380.

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  12. The economics of commodity market manipulation: A survey. (2017). Pirrong, Craig.
    In: Journal of Commodity Markets.
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  13. Much ado about making money:The impact of disclosure, news and rumors over the formation of security market prices over time. (2015). Righi, Simone ; Biondi, Yuri.
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  14. Stock manipulation and its effects: pump and dump versus stabilization. (2015). Cheng, Yao ; Huang, YU.
    In: Review of Quantitative Finance and Accounting.
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  15. High frequency trading and end-of-day price dislocation. (2015). Cumming, Douglas ; Aitken, Michael ; Zhan, Feng .
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  16. Exchange trading rules, surveillance and suspected insider trading. (2015). Cumming, Douglas ; Aitken, Michael ; Zhan, Feng .
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  17. Financial market misconduct and agency conflicts: A synthesis and future directions. (2015). Cumming, Douglas ; Johan, Sofia ; Dannhauser, Robert .
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  18. Asset Price Bubbles. (2015). Jarrow, Robert.
    In: Annual Review of Financial Economics.
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  19. The Impact of Fraudulent False Information on Equity Values. (2014). , Saifullah ; Ullah, Saif ; Massoud, Nadia ; Scholnick, Barry.
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  20. Predatory short selling. (2014). Brunnermeier, Markus ; Oehmke, Martin.
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  21. The Impact of Large Orders in Electronic Markets. (2014). Pinna, Andrea ; Murgia, Maurizio ; Gottardo, Pietro ; Bosetti, Luisella .
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  22. High frequency trading and end-of-day price dislocation. (2013). Cumming, Douglas ; Aitken, Michael ; Zhan, Feng .
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  23. Exchange trading rules, surveillance and insider trading. (2013). Cumming, Douglas ; Aitken, Michael ; Zhan, Feng .
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  24. Price Manipulation, Dynamic Informed Trading and Tame Equilibria: Theory and Computation. (2013). Takayama, Shino.
    In: Discussion Papers Series.
    RePEc:qld:uq2004:492.

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  25. Predatory Short Selling. (2013). Brunnermeier, Markus ; Oehmke, Martin.
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  26. Characterising trader manipulation in a limit-order driven market. (2013). Whigham, P. A. ; Crack, T. F. ; Withanawasam, R. M..
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  27. Microstructure-based manipulation: Strategic behavior and performance of spoofing traders. (2013). Lee, Eun Jung ; Park, Kyung Suh ; Eom, Kyong Shik .
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  28. Transfer of information by an informed trader. (2013). Dev, Pritha.
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  29. Effect of Short-sale Constraints on Stock Price Manipulation. (2013). Zhang, Yongli ; Qiu, Junfeng.
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  33. Manipulation in Money Markets. (2007). Valla, Natacha ; Ewerhart, Christian ; Ejerskov, Steen ; Cassola, Nuno.
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  34. The effects of insider trading on liquidity. (2006). Rui, Oliver ; Cheng, Louis ; Leung, T. Y. ; Firth, Michael.
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  36. Informed manipulation. (2004). Chakraborty, Archishman ; Yilmaz, Bilge .
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  37. Manipulation in market order models. (2004). Chakraborty, Archishman ; Yilmaz, Bilge .
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  40. The Role of Large Players in Currency Crises. (2001). Roubini, Nouriel ; Pesenti, Paolo ; Corsetti, Giancarlo.
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  41. Informed Manipulation. (2000). Chakraborty, Archishman ; Yilmaz, Bilge .
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  42. Nested Information and Manipulation in Financial Markets. (2000). Chakraborty, Archishman ; Yilmaz, Bilge .
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  43. Informed Manipulation. (2000). Chakraborty, Archishman ; Yilmaz, Bilge .
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  44. Nested Information and Manipulation in Financial Markets. (2000). Chakraborty, Archishman ; Yilmaz, Bilge .
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  47. The stock pools and the Securities Exchange Act. (1999). Mahoney Paul G., .
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  48. Market depth and order size1. (1999). Kempf, Alexander ; Korn, Olaf .
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  49. Market depth and order size: an analysis of permanent price effects of DAX futures trades. (1998). Kempf, Alexander ; Korn, Olaf .
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  50. Two months in the life of several gilt-edged market makers on the London Stock Exchange. (1998). Vitale, Paolo.
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