Ching Chau

affiliation not provided to SSRN

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Quote-Based Manipulation of Illiquid Benchmarks

Number of pages: 15 Posted: 15 Apr 2020
affiliation not provided to SSRN, University of Sydney - Discipline of FinanceThe University of Sydney - Discipline of Finance, Macquarie University and The University of Sydney
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Abstract:

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Benchmarks, closing price manipulation, marking the close