How to Define Illegal Price Manipulation

By Albert S. Kyle, S. Viswanathan. 2008

144 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d618bfb4b8d4684763be2368c19cd4503ef11db8

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Torsten Schoeneborn
2. Mikhail Urusov
3. Antje Fruth

In Finance

1. Torsten Schoeneborn
2. Mikhail Urusov
3. Antje Fruth

Citations in the corpus

• Measuring Closing Price Manipulation (2011, unknown): “Kyle and Viswanathan (2008)”
• OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME‐VARYING LIQUIDITY (2011, background): “One part of these market microstructure models focuses on the underlying mechanisms for illiquidity effects, e.g., Kyle (1985) and Easley and O’Hara (1987).”