Measuring closing price manipulation

B-Tier
Journal: Journal of Financial Intermediation
Year: 2011
Volume: 20
Issue: 2
Pages: 135-158

Authors (2)

Comerton-Forde, Carole (not in RePEc) Putnins, Talis J. (University of Technology Sydne...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We quantify the effects of closing price manipulation on trading characteristics and stock price accuracy using a unique sample of prosecuted manipulation cases. Based on these findings we construct an index of the probability and intensity of closing price manipulation. As well as having regulatory applications, this index can be used to study manipulation in the large number of markets and time periods in which prosecution data are not readily available.

Technical Details

RePEc Handle
repec:eee:jfinin:v:20:y:2011:i:2:p:135-158
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29