Security Market Manipulation

Abstract

This article uses a variety of contemporary developments to address artificial market pricing and market manipulation. It examines a variety of modern trading tactics and manipulation strategies in the context of trading and order mechanics. For example, I raise the connection between so-called best execution, cancellation rates, and manipulation. I explore the connection between manipulation and short exposures as well as potential connections between Federal Reserve policies and artificial pricing. I also examine the nature of market manipulation in different facets of the trading day and the transitions among these.