The manipulation of closing prices
By Pierre Hillion, Matti Suominen. 2004
171 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/ddbe4dd73aa50bb9bb167f95e4621832c851e0e2
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In Economics and Econometrics
In Finance
Citations in the corpus
- Market technologies and the pragmatics of prices (2007, background): “15 The problem of volatility at close (in Paris and elsewhere) has been treated at length in the literature: see Hillion and Suominen (2004) for an analysis addressing explicitly the situation at the Paris Bourse.”
- Measuring Closing Price Manipulation (2011, unknown): “In Hillion and Suominen’s (2004) model brokers”