Informed manipulation

Allen, 1992, Stock price manipulation, Rev. Finan. Stud., 5, 503, 10.1093/rfs/5.3.503

Allen, 1992, Stock price manipulation, market microstructure and asymmetric information, Europ. Econom. Rev., 36, 624, 10.1016/0014-2921(92)90120-L

Bagnoli, 1996, Stock price manipulation through takeover bids, RAND J. Econ., 27, 124, 10.2307/2555795

Benabou, 1992, Using privileged information to manipulate markets, Quart. J. Econom., 107, 921, 10.2307/2118369

M. Brunnermeier, Buy on rumors–sell on news: a manipulative trading strategy, Mimeo, Princeton University, New Jersey, 2000.

A. Chakraborty, B. Yılmaz, Informed manipulation, Mimeo, University of Pennsylvania, Pennsylvania, 2000.

A. Chakraborty, B. Yılmaz, Manipulation in market order models, J. Financial Markets, in press.

Fishman, 1995, The mandatory disclosure of trades and market liquidity, Rev. Financial Stud., 8, 637, 10.1093/rfs/8.3.637

Glosten, 1985, Bid, ask and transaction prices in a specialist market with heterogeneously informed traders, J. Financial Econom., 13, 71, 10.1016/0304-405X(85)90044-3

Huddart, 2001, Public disclosure and dissimulation of insider trades, Econometrica, 69, 665, 10.1111/1468-0262.00209

Jarrow, 1992, Market manipulation, bubbles, corners, and short squeezes, J. Financial Quant. Anal., 27, 311, 10.2307/2331322

John, 1997, Market manipulation the role of insider trading regulations, J. Bus., 70, 217, 10.1086/209716

Kumar, 1992, Futures manipulation with cash settlement, J. Finance, 47, 1485, 10.2307/2328948

Kyle, 1984, A theory of futures market manipulation

Kyle, 1985, Continuous auctions and insider trading, Econometrica, 53, 1315, 10.2307/1913210

J.C. Moore, Mathematical Methods for Economic Theory, Vol. 2, Springer, Berlin, 1999.

O'Hara, 1995

Vila, 1989, Simple games of market manipulation, Econom. Lett., 29, 21, 10.1016/0165-1765(89)90167-5