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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

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