Developing an Algorithm for Detecting Suspicious Trades in Tehran Stock Exchange Based on Spoof Trading Model

Objective: Stock market manipulation has gained significant attention in recent years. The fact that markets can be manipulated has great implications for designing trading rules and market efficiency. Market manipulation has been developing since the beginning. Thoughtful and accurate manipulation...

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Bibliographic Details
Main Authors: Reza Tehrani, Saeed Fallahpour, Hamid Nouralidokht
Format: Article
Language:fas
Published: University of Tehran 2023-03-01
Series:تحقیقات مالی
Subjects:
Online Access:https://jfr.ut.ac.ir/article_92807_cecda36a422c0983bf0b6d18828d5936.pdf