An empirical investigation of large trader market manipulation in derivatives markets
type: Item
instance of: scholarly article
title: An empirical investigation of large trader market manipulation in derivatives markets
zbMATH Open document ID: 1405.91625
author: Scott Fung
author: Shih-Chuan Tsai
author: Robert A. Jarrow
published in: Review of Derivatives Research
publication date: 2019-01-23T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7005225
zbMATH Keywords: market manipulation
zbMATH Keywords: futures
zbMATH Keywords: options
zbMATH Keywords: positive alphas
zbMATH Keywords: strategic trading
MaRDI profile type: Publication
full work available at URL: s11147-018-9143-0
OpenAlex ID: W2802018787
cites work: Large Investors, Price Manipulation, and Limits to Arbitrage: An Anatomy of Market Corners*
cites work: POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE
cites work: Positive alphas and a generalized multiple-factor asset pricing model
Wikidata QID: Q129976220
DOI: 10.1007/S11147-018-9143-0
description: scientific article; zbMATH DE number 7005225