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bibliography.bib
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@ARTICLE{AggarwalWu2006,
title = {Stock Market Manipulations},
author = {Aggarwal, Rajesh and Wu, Guojun},
year = {2006},
journal = {The Journal of Business},
volume = {79},
number = {4},
pages = {1915-1954},
}
@ARTICLE{AllenGale1992,
title = {Stock-Price Manipulation},
author = {Allen, Franklin and Gale, Douglas},
year = {1992},
journal = {Review of Financial Studies},
volume = {5},
number = {3},
pages = {503-529}
}
@ARTICLE{DingFei2013,
title = {An Anomaly Detection Approach Based on Isolation Forest Algorithm for Streaming Data using Sliding Window},
author = {Ding, Zhiguo and Fei, Minrui},
year = {2013},
journal = {IFAC Proceedings},
volume = {46},
number = {20},
pages = {12-17}
}
@MISC{EU-596-2014,
author={{Council of European Union}},
title={Council regulation ({EU}) no 596/2014},
year={2014},
note={\newline\url{http://eur-lex.europa.eu/legal-content/EN/TXT/HTML/?uri=CELEX:32014R0596}}
}
@ARTICLE{GoldsteinUchida2016,
title = {A Comparative Evaluation of Unsupervised Anomaly Detection Algorithms for Multivariate Data},
author = {Goldstein, Markus and Uchida, Seiichi},
journal = {PloS ONE},
year = {2016},
volume = {11},
number = {4}
}
@InProceedings{Guha2016,
title = {Robust Random Cut Forest Based Anomaly Detection on Streams},
author = {Sudipto Guha and Nina Mishra and Gourav Roy and Okke Schrijvers},
booktitle = {Proceedings of The 33rd International Conference on Machine Learning},
pages = {2712--2721},
year = {2016},
volume = {48},
series = {Proceedings of Machine Learning Research},
address ={New York, New York, USA},
month = {20--22 Jun},
publisher = {PMLR}
}
@BOOK{Hull2017,
title={Options, Futures and Other Derivatives},
author={John Hull},
year={2017},
edition= {10th edition},
publisher={Pearson/Prentice Hall},
pages = {896}
}
@ARTICLE{Jarrow1992,
title = {Market Manipulation, Bubbles, Corners, and Short Squeezes},
author = {Jarrow, Robert},
year = {1992},
journal = {Journal of Financial and Quantitative Analysis},
volume = {27},
number = {3},
pages = {311-336}
}
@ARTICLE{KongWang2014,
title = {The Manipulator's Poker: Order-Based Manipulation in the Chinese Stock Market},
author = {Kong, Dongmin and Wang, Maobin},
year = {2014},
journal = {Emerging Markets Finance and Trade},
volume = {50},
number = {2},
pages = {73-98}
}
@ARTICLE{KyleViswanathan2008,
author = {Kyle, Albert S. and Viswanathan, S.},
title = {How to define illegal price manipulation},
journal = {American Economic Review},
year = {2008},
pages = {274-279}
}
@ARTICLE{Laney2001,
author = {Laney, Doug},
year = {2001},
month = {01},
title = {3-D Data Management: Controlling Data Volume, Velocity, and Variety},
volume = {6},
booktitle = {META Group Res Note 6}
}
@ARTICLE {LeeEomPark2009,
author = {Lee, Eun Jung and Eom, Kyong Shik and Park, Kyung Suh},
title = {Microstructure-Based Manipulation: Strategic Behavior and Performance of Spoofing Traders},
journal = {Journal of Financial Markets},
year = {2009},
volume = {16},
pages = {227-252}
}
@article{LiuTingZhou2012,
author = {Liu, Fei Tony and Ting, Kai Ming and Zhou, Zhi-Hua},
title = {Isolation-Based Anomaly Detection},
journal = {ACM Transactions on Knowledge Discovery from Data},
issue_date = {March 2012},
volume = {6},
number = {1},
year = {2012},
pages = {3:1--3:39}
}
@UNPUBLISHED{MeiWuZhou2004,
title = {Behavior Based Manipulation: Theory and Prosecution Evidence},
author = {Mei, Jianping and Wu, Guojun and Zhou, Chunsheng},
year = {2004}
}
@ONLINE{OMX2017,
author = {{Nasdaq Nordic}},
title = {Stock Market Data},
url = {http://www.nasdaqomxnordic.com/},
urldate = {2017-10-31}
}
@ONLINE{GlobeNewswire2018a,
author = {{Nasdaq GlobeNewswire}},
title = {Split with redemption and change of ISIN for Atlas Copco AB},
url = {https://globenewswire.com/news-release/2015/05/07/733575/0/en/Split-with-redemption-and-change-of-ISIN-for-Atlas-Copco-AB-65-15.html},
urldate = {2018-01-01}
}
@ONLINE{GlobeNewswire2018b,
author = {{Nasdaq GlobeNewswire}},
title = {Monthly Report - Total Equity Trading November 2017},
url = {https://newsclient.omxgroup.com/cdsPublic/viewDisclosure.action?disclosureId=814252},
urldate = {2018-01-01}
}
@ARTICLE{OgutDoganayAktas2009,
author = {Ögüt, Hulisi and Mete Doganay, M and Aktas, Ramazan},
year = {2009},
month = {11},
pages = {11944-11949},
title = {Detecting stock-price manipulation in an emerging market: The case of Turkey},
volume = {36},
booktitle = {Expert Systems with Applications}
}