Rasika Withanawasam

University of Otago

P.O. Box 56

Dunedin, Otago 9010

New Zealand

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Are Liquid or Illiquid Stocks More Easily Manipulated? The Impact of Manipulator Aggressiveness

Number of pages: 28 Posted: 07 Aug 2020
Rasika Withanawasam, Peter Whigham and Timothy Falcon Crack
University of Otago, University of Otago - School of Business and University of Otago - Department of Accountancy and Finance
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Abstract:

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Liquid/illiquid stocks, Limit order markets, Market manipulation, Pump-and-dump, Market microstructure models