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Applied Mathematical Finance Volume 27, 2020 - Issue 1-2
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Original Articles

Spoofing and Price Manipulation in Order-Driven Markets

Álvaro Carteaa Mathematical Institute, University of Oxford, Oxford, UK;b Oxford-Man Institute of Quantitative Finance, Oxford, UKCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-7426-4645
ORCID Icon,
Sebastian Jaimungalc Department of Statistical Sciences, University of Toronto, Toronto, CanadaORCID Iconhttps://orcid.org/0000-0002-0193-0993
ORCID Icon &
Yixuan Wanga Mathematical Institute, University of Oxford, Oxford, UK;b Oxford-Man Institute of Quantitative Finance, Oxford, UK
Pages 67-98 | Received 07 Jun 2019, Accepted 04 Feb 2020, Published online: 18 Feb 2020

Citations (12)

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Read on this site (1)

Xuan Tao, Andrew Day, Lan Ling & Samuel Drapeau. (2022) On detecting spoofing strategies in high-frequency trading. Quantitative Finance 22:8, pages 1405-1425.
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Articles from other publishers (11)

Mohammad Javad Rajaei & Qusay H. Mahmoud. (2023) A Survey on Pump and Dump Detection in the Cryptocurrency Market Using Machine Learning. Future Internet 15:8, pages 267.
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Álvaro Cartea, Patrick Chang & Gabriel García-Arenas. (2023) Spoofing and Manipulating Order Books with Learning Algorithms. SSRN Electronic Journal.
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Bao Linh Do & Talis J. Putnins. (2023) Detecting Layering and Spoofing in Markets. SSRN Electronic Journal.
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Peter Bank, Álvaro Cartea & Laura Körber. (2023) Optimal Execution and Speculation With Trade Signals. SSRN Electronic Journal.
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Álvaro Arroyo, Álvaro Cartea, Fernando Moreno-Pino & Stefan Zohren. (2023) Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers. SSRN Electronic Journal.
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Philippe Debie, Cornelis Gardebroek, Stephan Hageboeck, Paul van Leeuwen, Lorenzo Moneta, Axel Naumann, Joost M. E. Pennings, Andres A. Trujillo‐Barrera & Marjolein E. Verhulst. (2022) Unravelling the JPMorgan spoofing case using particle physics visualization methods. European Financial Management 29:1, pages 288-326.
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Le Kang, Tai-Jiang Mu & Xiaodong Ning. 2023. Advanced Data Mining and Applications. Advanced Data Mining and Applications 489 503 .
Kasim Khorasanee. (2022) Spoof, Bluff, Go For It: A Defence of Spoofing. Journal of Business Ethics.
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Jonathan Brogaard, Dan Li & Jeffrey Yang. (2022) Does High Frequency Market Manipulation Harm Market Quality?. SSRN Electronic Journal.
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Eric Alston. (2021) Norms, Institutions and Digital Veils of Ignorance – Do Network Protocols Need Trust Anyway?. SSRN Electronic Journal.
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Xuan Tao, Andrew Day, Lan Ling & Samuel Drapeau. (2020) On Detecting Spoofing Strategies in High Frequency Trading. SSRN Electronic Journal.
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