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https://doi.org/10.2139/ssrn.2437286

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inferredcites →https://doi.org/10.1002/(sici)1096-9934(199606)16:4<353::aid-fut1>3.0.co;2-hopenalex-extracted
Trading costs and the relative rates of price discovery in stock, futures, and option markets
inferredcites →https://doi.org/10.1016/0165-1889(88)90041-3openalex-extracted
Statistical analysis of cointegration vectors
inferredcites →https://doi.org/10.1016/0304-4076(87)90085-6openalex-extracted
Forecasting and testing in co-integrated systems
inferredcites →https://doi.org/10.1016/j.finmar.2012.04.004openalex-extracted
The effects of randomizing the opening time on the performance of a stock market under stress
inferredcites →https://doi.org/10.1016/j.jfi.2010.03.003openalex-extracted
Measuring Closing Price Manipulation
inferredcites →https://doi.org/10.1016/j.jfi.2012.09.003openalex-extracted
The speed of stock price discovery
inferredcites →https://doi.org/10.1016/j.jfineco.2004.10.005openalex-extracted
Market manipulation: A comprehensive study of stock pools
inferredcites →https://doi.org/10.1016/s0022-0531(03)00101-7openalex-extracted
Informed manipulation
inferredcites →https://doi.org/10.1016/s1386-4181(01)00024-6openalex-extracted
Illiquidity and stock returns: cross-section and time-series effects
inferredcites →https://doi.org/10.1080/01621459.1979.10482531openalex-extracted
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
inferredcites →https://doi.org/10.1080/14697688.2011.552517openalex-extracted
On derivatives with illiquid underlying and market manipulation
inferredcites →https://doi.org/10.1086/250095openalex-extracted
Price Discovery and Learning during the Preopening Period in the Paris Bourse
inferredcites →https://doi.org/10.1086/503652openalex-extracted
Stock Market Manipulations*
inferredcites →https://doi.org/10.1093/rfs/13.3.627openalex-extracted
Price Discovery in Auction Markets: A Look Inside the Black Box
inferredcites →https://doi.org/10.1093/rfs/3.1.37openalex-extracted
Stock Market Structure and Volatility
inferredcites →https://doi.org/10.1093/rfs/5.3.503openalex-extracted
Stock-Price Manipulation
inferredcites →https://doi.org/10.1109/cifer.1996.501845openalex-extracted
Implied volatility functions: empirical tests
inferredcites →https://doi.org/10.1111/0022-1082.00083openalex-extracted
Implied Volatility Functions: Empirical Tests
inferredcites →https://doi.org/10.1111/j.1467-6419.2011.00692.xopenalex-extracted
MARKET MANIPULATION: A SURVEY
inferredcites →https://doi.org/10.1111/j.1467-937x.2007.00467.xopenalex-extracted
Manipulation and the Allocational Role of Prices
inferredcites →https://doi.org/10.1111/j.1475-679x.2012.00439.xopenalex-extracted
Option Prices Leading Equity Prices: Do Option Traders Have an Information Advantage?
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04666.xopenalex-extracted
Futures Manipulation with "Cash Settlement"
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb02749.xopenalex-extracted
Empirical Performance of Alternative Option Pricing Models
inferredcites →https://doi.org/10.1146/annurev-financial-110613-034232openalex-extracted
Security Market Manipulation
inferredcites →https://doi.org/10.1257/aer.98.2.274openalex-extracted
How to Define Illegal Price Manipulation
inferredcites →https://doi.org/10.1257/aer.98.2.280openalex-extracted
Microstructure Bluffing with Nested Information
inferredcites →https://doi.org/10.2139/ssrn.1009001openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.1737796openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.296701openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.3139180openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.596606openalex-extracted
inferredcites →https://doi.org/10.2307/1341697openalex-extracted
Should the Law Prohibit "Manipulation" in Financial Markets?
inferredcites →https://doi.org/10.2307/1912517openalex-extracted
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
inferredcites →https://doi.org/10.2307/2329472openalex-extracted
inferredcites →https://doi.org/10.2307/2331224openalex-extracted
Derivative Security Markets, Market Manipulation, and Option Pricing Theory
inferredcites →https://doi.org/10.2307/2696407openalex-extracted
Strategic Behavior and Price Discovery
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