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.