Keywords: Order-based manipulation
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Journal Articles
Journal of Financial Crime (2013) 21 (1): 111–118.
Published: 20 December 2013
...Chun-Hin Chan; Alfred Ka Chun Ma Purpose – The paper aims to investigate order-based manipulation that consists of order-placing strategies. Design/methodology/approach – Using the bid and ask record provided by Hong Kong Exchanges and Clearing Limited, a Level II dataset, the paper...

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