scholarly journals Order flow dynamics for prediction of order cancelation and applications to detect market manipulation

2019 ◽  
Vol 2 (1) ◽  
pp. 4-36
Author(s):  
Enrique Martínez Miranda ◽  
Steve Phelps ◽  
Matthew J. Howard

2010 ◽  
Vol 12 (7) ◽  
pp. 075037 ◽  
Author(s):  
Guo-Hua Mu ◽  
Wei-Xing Zhou ◽  
Wei Chen ◽  
János Kertész




2007 ◽  
Vol 55 (S 1) ◽  
Author(s):  
F Schoenhoff ◽  
C Loupatatzis ◽  
FS Eckstein ◽  
C Stoupis ◽  
FF Immer ◽  
...  


CFA Digest ◽  
2001 ◽  
Vol 31 (1) ◽  
pp. 45-47
Author(s):  
Bruce D. Phelps
Keyword(s):  


CFA Digest ◽  
1998 ◽  
Vol 28 (1) ◽  
pp. 3-5
Author(s):  
M.E. Ellis


2020 ◽  
Vol 26 (4) ◽  
pp. 796-814
Author(s):  
E.K. Ovakimyan

Subject. The article examines the laws regulating insider trading. Objectives. The study outlines recommendations for refining Law On Countering the Illegal Use of Insider Information and Market Manipulation and Amendments to Some Legislative Acts of the Russian Federation, № 224-ФЗ of July 27, 2010. Methods. The methodological framework includes a general dialectical method, analysis and synthesis, induction and deductions, and some specific methods, such as comparative and formal logic analysis to specify the definition of insider information, structural logic and functional analysis to improve the mechanism for countering insider trading and market manipulation. Results. We discovered key drawbacks to be addressed so as to improve the business environment in Russia. Although the Russia laws mainly mirror the U.S. laws, they present a more extended list of terms concerning the insider information. I believe the legislative perfection should be continued. Conclusions and Relevance. The study helps apply the findings to outline a new legislative regulation or amend the existing ones, add a new mention on the course of financial markets to students’ books, develop new methods for detecting and countering and improving the existing ones. If all parties to insider relationships use the findings, they will prevent insider trading crimes in financial markets and (or) reduce the negative impact of such crimes on the parties.





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