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3. Investor sentiment, heterogeneous agents and asset pricing model. (2017). Li, Jinfang.
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4. Signal or noise? Uncertainty and learning about whether other traders are informed. (2015). Banerjee, Snehal ; Green, Brett.
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5. Explaining bank stock performance with crisis sentiment. (2015). Irresberger, Felix ; Muhlnickel, Janina .
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6. The optimal pricing of a market maker in a heterogeneous agent economy. (2015). Chen, Shu-Heng ; Zhang, Yongjie ; Guo, Bin.
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7. Multi-period sentiment asset pricing model with information. (2014). Li, Jinfang.
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8. A jump model for fads in asset prices under asymmetric information. (2014). Long, Hongwei ; Buckley, Winston ; Perera, Sandun.
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9. Higher order expectations in sentiment asset pricing model. (2014). Cai, Chuangqun ; Yang, Chunpeng.
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10. Two-period trading sentiment asset pricing model with information. (2014). Yang, Chunpeng ; Li, Jinfang.
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12. Investor sentiment, information and asset pricing model. (2013). Yang, Chunpeng ; Li, Jinfang.
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1. Market run-ups, market freezes, inventories, and leverage. (2014). Bond, Philip ; Leitner, Yaron.
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   RePEc:fip:fedpwp:13-14.

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2. Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets. (2014). Edirisuriya, Piyadasa ; Azad, A.S.M. ; Azad, A. S. M. Sohel, ; Fang, Victor ; Azmat, Saad.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:30:y:2014:i:c:p:51-71.

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3. Manipulating market sentiment. (2014). spiegler, ran ; Piccione, Michele.
   In: Economics Letters.
   RePEc:eee:ecolet:v:122:y:2014:i:2:p:370-373.

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4. Exchange trading rules, surveillance and insider trading. (2013). Cumming, Douglas ; Aitken, Michael ; Zhan, Feng .
   In: CFS Working Paper Series.
   RePEc:zbw:cfswop:201315.

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5. Price Manipulation, Dynamic Informed Trading and Tame Equilibria: Theory and Computation. (2013). Takayama, Shino.
   In: Discussion Papers Series.
   RePEc:qld:uq2004:492.

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6. Financial Experts, Asset Prices and Reputation. (2013). Vigier, Adrien ; Rudiger, Jesper.
   In: MPRA Paper.
   RePEc:pra:mprapa:51784.

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7. Predatory Short Selling. (2013). Brunnermeier, Markus ; Oehmke, Martin.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:19514.

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8. Contingent capital with a dual price trigger. (2013). McDonald, Robert L..
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:9:y:2013:i:2:p:230-241.

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9. Microstructure-based manipulation: Strategic behavior and performance of spoofing traders. (2013). Lee, Eun Jung ; Park, Kyung Suh ; Eom, Kyong Shik .
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:16:y:2013:i:2:p:227-252.

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10. Transfer of information by an informed trader. (2013). Dev, Pritha.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:10:y:2013:i:2:p:58-71.

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11. Which firms are more prone to stock market manipulation?. (2013). Tas, Bedri ; Imisiker, Serkan ; Tas, Bedri Kamil Onur, .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:16:y:2013:i:c:p:119-130.

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12. THE CRITICAL THINKING OF SOME WESTERN EUROPEAN CORPORATE GOVERNANCE STANDARDS AFTER FINANCIAL CRISIS, CORPORATE SCANDALS AND MANIPULATION. (2013). Dinh Tran Ngoc Huy, .
    In: Network Intelligence Studies.
    RePEc:cmj:networ:y:2013:i:2:p:54-72.

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13. Forensic Finance: Market Abuse and Price Manipulation in Security Markets on the Trail. (2012). Fischer, Edwin ; Corluka, Marija .
    In: Working Paper Series, Social and Economic Sciences.
    RePEc:grz:wpsses:2012-04.

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14. Market run-ups, market freezes, inventories, and leverage. (2012). Bond, Philip ; Leitner, Yaron.
    In: Working Papers.
    RePEc:fip:fedpwp:12-8.

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15. Doing battle with short sellers: The conflicted role of blockholders in bear raids. (2012). Khanna, Naveen ; Mathews, Richmond D..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:106:y:2012:i:2:p:229-246.

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16. Chasing noise. (2012). Shleifer, Andrei ; Mendel, Brock .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:104:y:2012:i:2:p:303-320.

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17. A unique “T+1 trading rule” in China: Theory and evidence. (2012). Li, Zhan ; guo, ming ; Tu, Zhiyong .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:2:p:575-583.

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18. Distinguishing manipulated stocks via trading network analysis. (2011). Shen, Hua-Wei ; Wang, Zhao-Yang ; Cheng, Xue-Qi ; Sun, Xiao-Qian .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:20:p:3427-3434.

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19. Exchange trading rules and stock market liquidity. (2011). Johan, Sofia ; Cumming, Douglas ; Li, Dan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:3:p:651-671.

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20. Empty voting and the efficiency of corporate governance. (2011). Brav, Alon ; Mathews, Richmond D..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:2:p:289-307.

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21. Information aggregation in experimental asset markets in the presence of a manipulator. (2010). Vorsatz, Marc ; Veiga, Helena.
    In: Experimental Economics.
    RePEc:kap:expeco:v:13:y:2010:i:4:p:379-398.

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22. Are price limits really bad for equity markets?. (2010). Kalev, Petko S. ; Marisetty, Vijaya B. ; Deb, Saikat Sovan .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:10:p:2462-2471.

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23. Strategic trading in the wrong direction by a large institutional insider. (2010). Giambona, Erasmo ; Golec, Joseph.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:1:p:1-22.

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24. Price manipulation in an experimental asset market. (2009). Vorsatz, Marc ; Veiga, Helena.
    In: European Economic Review.
    RePEc:eee:eecrev:v:53:y:2009:i:3:p:327-342.

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25. Bid ask spread in a competitive market with institutions and order size. (2008). Dey, Malay ; Kazemi, Hossein.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:30:y:2008:i:4:p:433-453.

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26. Aggregation and Dissemination of Information in Experimental Asset Markets in the Presence of a Manipulator. (2008). Vorsatz, Marc ; Veiga, Helena.
    In: Working Papers.
    RePEc:fda:fdaddt:2008-29.

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27. Strategic trading when some investors receive information before others. (2008). Vo, Minh T..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:17:y:2008:i:2:p:319-332.

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28. Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator. (2008). Vorsatz, Marc ; Veiga, Helena.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws084110.

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29. Stock Price Manipulation: The Role of Intermediaries. (2007). Siddiqi, Hammad.
    In: MPRA Paper.
    RePEc:pra:mprapa:6374.

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30. Manipulation in Money Markets. (2007). Valla, Natacha ; Ewerhart, Christian ; Ejerskov, Steen ; Cassola, Nuno.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2007:q:1:a:4.

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31. Market Integrity and Surveillance Effort. (2006). Rydge, James ; Comerton-Forde, Carole.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:29:y:2006:i:2:p:149-172.

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32. Large investors: implications for equilibrium asset, returns, shock absorption, and liquidity. (2005). Pritsker, Matthew.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-36.

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33. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
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    RePEc:nbr:nberwo:10755.

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34. Manipulation in market order models. (2004). Chakraborty, Archishman ; Yilmaz, Bilge .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:7:y:2004:i:2:p:187-206.

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35. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:425.

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36. Learning the CAPM through Bubbles. (2004). Kedar-Levy, Haim.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:775.

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37. Sporadic manipulation in money markets with central bank standing facilities. (2004). Ewerhart, Christian ; Valla, Natacha ; Ejerskov, Steen ; Cassola, Nuno.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004399.

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38. Predicting Bubbles and Bubbles-Substitutes. (2004). Treussard, Jonathan ; HICKSON, CHARLES R. ; Thompson, Earl A..
    In: UCLA Economics Working Papers.
    RePEc:cla:uclawp:836.

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39. Does Insider Trading Raise Market Volatility?. (2003). Wei, Shang-Jin ; Du, Julan.
    In: NBER Working Papers.
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40. Does Insider Trading Raise Market Volatility?. (2002). Wei, Shang-Jin ; Du, Julan.
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41. Arbitrage-Free Price-Update and Price-Impact Functions. (2001). Huberman, Gur ; Stanzl, Werner .
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:ysm164.

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42. The Role of Large Players in Currency Crises. (2001). Roubini, Nouriel ; Pesenti, Paolo ; Corsetti, Giancarlo.
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43. Informed Manipulation. (2000). Chakraborty, Archishman ; Yilmaz, Bilge .
    In: Rodney L. White Center for Financial Research Working Papers.
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44. Nested Information and Manipulation in Financial Markets. (2000). Chakraborty, Archishman ; Yilmaz, Bilge .
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:6-00.

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45. Informed Manipulation. (2000). Chakraborty, Archishman ; Yilmaz, Bilge .
    In: Rodney L. White Center for Financial Research Working Papers.
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46. Nested Information and Manipulation in Financial Markets. (2000). Chakraborty, Archishman ; Yilmaz, Bilge .
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:06-00.

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47. Price Impact Asymmetry of Block Trades: An Institutional Trading. (1999). Saar, Gideon .
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-030.

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48. Time and the Price Impact of a Trade. (1999). Engle, Robert ; Dufour, Alfonso.
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt62c0h04j.

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49. Talking down the firm: Short-term market manipulation and optimal management compensation. (1998). King, Stephen ; Grant, Simon ; Garvey, Gerald T..
    In: International Journal of Industrial Organization.
    RePEc:eee:indorg:v:16:y:1998:i:5:p:555-570.

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50. Stock Price Manipulation, Market Microstructure and Asymmetric Information. (1991). Gorton, Gary ; Allen, Franklin.
    In: NBER Working Papers.
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