Exchange trading rules and stock market liquidity

D Cumming, S Johan, D Li - Journal of Financial Economics, 2011 - Elsevier
We examine stock exchange trading rules for market manipulation, insider trading, and
broker–agency conflict, across countries and over time, in 42 stock exchanges around the …

The Potential of Self-Regulation for Front-Running Prevention on DEXes

L Heimbach, E Schertenleib, R Wattenhofer - arXiv preprint arXiv …, 2023 - arxiv.org
The transaction ordering dependency of the smart contracts building decentralized
exchanges (DEXes) allow for predatory trading strategies. In particular, front-running attacks …

Intra-Day Revelation of Counterparty Identity in the World's Best-Lit Market

TP Pham, PL Swan, PJ Westerholm - 28th Australasian Finance …, 2016 - papers.ssrn.com
We study the impact of post-trade disclosure of broker IDs on market efficiency, trading
volume and bid-ask spreads in a unique South Korean experiment. We find that simply …

Essays on market microstructure

JA Saakvitne - 2019 - biopen.bi.no
This dissertation consists of four paper:“Fixing the fix? Assessing the Effectiveness of the
4PM Fix Benchmark”,“Trading strategies and information flow around price benchmarks”,“A …

[BOOK][B] Regulation Change and Stock Price Manipulation: Evidence from Turkey

A Koparan - 2022 - search.proquest.com
Price manipulation is the act of artificially influencing asset prices in either direction using
misleading information or false trades for monetary gains and it has been one of the most …

Finance Crime

A Reurink - Oxford Research Encyclopedia of Criminology and …, 2018 - oxfordre.com
Finance crime, that is, white-collar crime that occurs in the markets for financial goods and
services, appears to be pervasive in 21st-century capitalism. Since the outbreak of the …

[PDF][PDF] Colocation and latency optimization

A Hanif - RN, 2012 - Citeseer
The proliferation of electronic trading has seen a race towards faster execution. This
technological arms race has yet to be comprehensively and scientifically reviewed. We …

[PDF][PDF] A survey of research into broker identity and limit order book

TP Pham, PJ Westerholm - 2013 - eprints.utas.edu.au
This survey summarizes and analyzes theoretical, empirical and experimental research that
addresses limit order book transparency in securities markets. We conclude that changes in …

[CITATION][C] Shining a spotlight on counterparty identity in the world's best-lit market

TP Pham, P Swan, PJ Westerholm - Unpublished Manuscript, 2014