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Trade-Based Manipulation and Market Efficiency across Equity Markets Worldwide

Proffessor Michael Aitken reviews the highlights of the paper "Trade-Based Manipulation and Market Efficiency across Equity Markets Worldwide", 2000-2005, by Professor Michael Aitken, Professor Rick H De.B Harris and Ji Shan, in "Does market integrity matter" and "Where does Australia stand in the market integrity league". In his third piece Professor Aitken gives his opinion on "Key changes necessary to ensure market integrity".

 

CMCRC: Michael J. Aitken
Name of Paper: Trade-Based Manipulation and Market Efficiency:
A Cross-Market Comparison
Written by: Michael J. Aitken, Frederick H. deB. Harris, Shan Ji
This Draft: 24 August 2009

 

pdf Trade-Based Manipulation and Market Efficiency...