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The Introduction of Derivative Market Manipulation Part I

Bibliographic record. Follow the original-source link for the publication.

Field Value
Primary domain Microstructure
Other domains
Methods
Facets
Authors Pei-Fang Hsieh
Published 2024-12
Source JPX Futures and Options Reports
Identifiers jpx-full-text-en:vol7, jpx-futures-options-report:vol7
URL Open original source

Editorial synthesis

Why it matters

The report distinguishes closing-price manipulation from order-based manipulation, helping organize settlement-benchmark risk and deceptive order behavior within one market-microstructure framework. (abstract:S1, abstract:S2, abstract:S3)

Main author claims

  • The author states that Part I introduces definitions and types of market manipulation and illustrates tactics used in derivative-contract markets. (abstract:S1, abstract:S2)
  • The author organizes the discussion around closing-price manipulation and order-based manipulation, including spoofing. (abstract:S3)

Data, method, or discussion scope

The abstract supports a taxonomy and discussion scope covering definitions, derivative-market tactics, closing-price manipulation, and order-based manipulation; it provides no sample, identification design, or estimates. (abstract:S1, abstract:S2, abstract:S3)

Main limitations

This is an introductory report; the abstract cannot establish manipulative intent in a specific trade or distinguish anomalous pricing, legitimate hedging, and unlawful manipulation. (abstract:S1, abstract:S2, abstract:S3)

Relationships

  • None recorded.