Database Reference
In-Depth Information
Everitt, B. (1980). Cluster analysis . New York:
Halsted Press.
Gourieroux, C. (1997). ARCH models and finan-
cial applications . Berlin: Springer-Verlag.
Felixson, K., & Pelli, A. (1999). Day end returns:
Stock price manipulation. Journal of Multina-
tional Financial Management , 9 (2), 95-127.
doi:10.1016/S1042-444X(98)00052-8
Gregoire, P., & Huangi, H. (2001). Insider trading,
noise trading and the cost of Equity .
Han, J., & Kamber, M. (2001). Data Mining:
concepts and techniques . San Francisco: Morgan
Kaufmann Publishers.
Fishe, R. P., & Robe, M. A. (2002). The impact
of illegal insider trading in dealer and specialist
markets: evidence from a natural experiment .
Technical report, Securities and Exchange Com-
mission.
Harris, L. (2003). Trading and Exchanges, Mar-
ket microstructure for practitioners . New York:
Oxford University Press.
Hosmer, D. W., & Stanley, L. (2000). Applied
logistic regression . Hoboken, NJ: Wiley.
Fishman, M., & Hagerty, K. (1992). Insider
trading and the efficiency of stock prices. The
Rand Journal of Economics , 23 (1), 106-122.
doi:10.2307/2555435
Jain,A. K., & Dubes, R. C. (1988).Algorithms for clus-
tering data. Englewood Cliffs, NJ: Prentice-Hall.
Francis, T. (1989). Expert system tools are Wall
Street's newest creation. Wall Street Comput.
Rev., 26-40.
Jain, P. K. (2005). Financial market design and
the equity premium: Electronic versus floor trad-
ing. The Journal of Finance , 60 (6), 2955-2985.
doi:10.1111/j.1540-6261.2005.00822.x
Franses, P. & Dijk, D. (2000). Outlier detection in
GARCH models . Econometric institute research
report EI-9926/RV.
John, K., & Narayanan, R. (1997). Market ma-
nipulation and the role of insider trading regula-
tions. The Journal of Business , 70 (2), 217-247.
doi:10.1086/209716
Frino, A., & Segara, R. (2008). Trade execution,
arbitrage and dealing in Australia. Upper Saddle
River, NJ: Pearson Education.
Kannan, R., Vempala, S., & Vetta, A. (2000).
On clusterings - good, bad and spectral. IEEE
Symposium on Foundations of Computer Sci-
ence , (pp. 367—377). Los Alamitos, CA: IEEE
Computer Society.
Fu, T., Chung, F., Luk, R., & Ng, C. (2007). Stock
time series pattern matching: Template-based
vs. rule-based approaches. Engineering Appli-
cations of Artificial Intelligence , 20 , 347-364.
doi:10.1016/j.engappai.2006.07.003
Lee, V. C., & Yang, X. J. (2005). Development
and test of an artificial-immune-abnormal trading-
detection system for financial market. Advances
in Intelligent Computing, (pp.410-419). Berlin:
Springer.
Garfinkel, J. A., & Nimalendran, M. (2003).
Market structure and trader anonymity: An
analysis of insider trading. Journal of Financial
and Quantitative Analysis , 38 (3), 591-610.
doi:10.2307/4126733
Leland, H. E. (1992). Insider Trading: Should it
be prohibited? The Journal of Political Economy ,
100 (4), 859-887. doi:10.1086/261843
Gopikrishnan, V.P.P. & Stanley, H.E. (2005).
Quantifying fluctuations in market liquidity:
Analysis of the bid-ask spread. The American
Physical Society , 1-7.
Lerner, A., & Shasha, D. (2003). The virtues and
challenges of ad hoc + streams querying in finance.
IEEE Data Eng Bull, 49-56.
Search WWH ::




Custom Search