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Review of Finance Vol. 18 No. 1 2014

Stock Price Manipulation: Prevalence and Determinants

Carole Comerton-Forde; Tālis J. Putniņš

1 Department of Finance, University of Melbourne, 2UTS Business School, University of Technology Sydney, and 3Stockholm School of Economics in Riga

open access

Abstract

We empirically analyze the prevalence and economic underpinnings of closing price manipulation and its detection. We estimate that ∼1% of closing prices are manipulated, of which only a small fraction is detected and prosecuted. We find that stocks with high levels of information asymmetry and mid to low levels of liquidity are most likely to be manipulated. A significant proportion of manipulation occurs on month/quarter-end days. Manipulation on these days is more likely in stocks with high levels of institutional ownership. Government regulatory budget has a strong effect on both manipulation and detection.

DOI
10.1093/rof/rfs040
Volume
18
Issue
1
Pages
23-66
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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