Day end returns—stock price manipulation
- 1 March 1999
- journal article
- Published by Elsevier in Journal of Multinational Financial Management
- Vol. 9 (2) , 95-127
- https://doi.org/10.1016/s1042-444x(98)00052-8
Abstract
No abstract availableThis publication has 11 references indexed in Scilit:
- Market Manipulation and the Role of Insider Trading RegulationsThe Journal of Business, 1997
- INTRADAY RETURNS AND THE DAY‐END EFFECT: EVIDENCE FROM THE HONG KONG EQUITY MARKETJournal of Business Finance & Accounting, 1995
- Stock-Price ManipulationThe Review of Financial Studies, 1992
- A Methodology for Measuring Transaction CostsCFA Magazine, 1991
- Expiration-Day Effects: What Has Changed?CFA Magazine, 1991
- Expiration-Day Effects of Index Futures and Options: Some Canadian EvidenceCFA Magazine, 1989
- A Day-End Transaction Price AnomalyJournal of Financial and Quantitative Analysis, 1989
- The Total Cost of Transactions on the NYSEThe Journal of Finance, 1988
- Program Trading and Expiration-Day EffectsCFA Magazine, 1987
- The tricks of the tradeThe Journal of Portfolio Management, 1980