Detecting stock-price manipulation in an emerging market: The case of Turkey

@article{gt2009DetectingSM,
  title={Detecting stock-price manipulation in an emerging market: The case of Turkey},
  author={Hulisi {\"O}g{\"u}t and M. Mete Doganay and Ramazan Aktas},
  journal={Expert Syst. Appl.},
  year={2009},
  volume={36},
  pages={11944-11949}
}
This paper aims to develop methods that are capable of detecting manipulation in the Istanbul Stock Exchange. We take the difference between manipulated stock's and index's average daily return, average daily change in trading volume and average daily volatility and used these statistics as explanatory variables. The data in post-manipulation and pre-manipulation periods are used as non-manipulated instances while the data in the manipulation period are used as manipulated instances. Test… CONTINUE READING

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