On the public citation graph

Price Manipulation on Expiration: Evidence of Taiex Futures and Options

https://doi.org/10.2139/ssrn.4670330
0 signed · 19 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/fut.21915openalex-extracted
The effect of settlement rules on the incentive to Bang the Close
inferredcites →https://doi.org/10.1016/j.jbankfin.2008.11.001openalex-extracted
Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange
inferredcites →https://doi.org/10.1016/j.jfineco.2004.08.005openalex-extracted
Stock price clustering on option expiration dates
inferredcites →https://doi.org/10.1016/j.jfineco.2012.06.010openalex-extracted
Pinning in the S&P 500 futures
inferredcites →https://doi.org/10.1016/j.jfineco.2013.12.004openalex-extracted
Does option trading convey stock price information?
inferredcites →https://doi.org/10.1016/j.jfineco.2014.08.001openalex-extracted
Price pressures
inferredcites →https://doi.org/10.1016/j.jfineco.2022.02.001openalex-extracted
Competition and Manipulation in Derivative Contract Markets
inferredcites →https://doi.org/10.1086/209671openalex-extracted
Manipulation of Cash‐Settled Futures Contracts
inferredcites →https://doi.org/10.1086/296499openalex-extracted
Program Trading and Individual Stock Returns: Ingredients of the Triple-Witching Brew
inferredcites →https://doi.org/10.1093/rfs/hhn046openalex-extracted
Just How Much Do Individual Investors Lose by Trading?
inferredcites →https://doi.org/10.1093/rfs/hhx085openalex-extracted
Manipulation in the VIX?
inferredcites →https://doi.org/10.1257/aer.98.2.274openalex-extracted
How to Define Illegal Price Manipulation
inferredcites →https://doi.org/10.1515/1555-5879.1577openalex-extracted
A Framework for the Analysis of Market Manipulation
inferredcites →https://doi.org/10.2139/ssrn.3413265openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.3682103openalex-extracted
Rethinking Open- and Cross-Market Manipulation Enforcement
inferredcites →https://doi.org/10.2139/ssrn.529062openalex-extracted
Just How Much Do Individual Investors Lose By Trading?
inferredcites →https://doi.org/10.2307/2328948openalex-extracted
inferredcites →https://doi.org/10.2469/faj.v47.n1.58openalex-extracted
Expiration-Day Effects: What Has Changed?
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04666.xopenalex-snapshot
Futures Manipulation with "Cash Settlement"
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.