Security Market Manipulation

被引：11

作者：

Spatt, Chester ^{[1
,2
]}

机构：

[1] Carnegie Mellon Univ, Tepper Sch Business, Pittsburgh, PA 15213 USA

[2] Natl Bur Econ Res, Cambridge, MA 02138 USA

来源：

ANNUAL REVIEW OF FINANCIAL ECONOMICS, VOL 6 | 2014年 / 6卷

关键词：

manipulation; trading tactics; short selling; opening/closing prices; sniping; quote stuffing; STOCK-PRICE MANIPULATION; OPTION GRANTS; INFORMATION; DISCOVERY; LIQUIDITY; AUCTIONS;

D O I：

10.1146/annurev-financial-110613-034232

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

This article uses a variety of contemporary developments to address artificial market pricing and market manipulation. It examines a variety of modern trading tactics and manipulation strategies in the context of trading and order mechanics. For example, I raise the connection between so-called best execution, cancellation rates, and manipulation. I explore the connection between manipulation and short exposures as well as potential connections between Federal Reserve policies and artificial pricing. I also examine the nature of market manipulation in different facets of the trading day and the transitions among these.

引用

页码：405 / 418

页数：14

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