Research on Identifying Stock Manipulation using GARCH Model Article Swipe
Wen‐Tsao Pan
,
Wen-Bin Qian
,
Ying He
,
Zhi‐Xiu Wang
,
Wei Liu
·
YOU?
·
· 2023
· Open Access
·
· DOI: https://doi.org/10.14569/ijacsa.2023.01403109
YOU?
·
· 2023
· Open Access
·
· DOI: https://doi.org/10.14569/ijacsa.2023.01403109
Continuous rising of economy and investors’ demand for funds give a window to easier market manipulation which includes abusing of one’s power to raise or lower the price of securities, colluding to affect the price or volume of securities transactions at a pre-agreed time, price and method. In the study, the article aimed to create a sound investment environment, detect abnormal behaviors in stocks, and avoid risks of intentional manipulation. This study is to identify market manipulation and summarize the accuracy of GARCH model analysis with the help of fluctuation forecast trend chart and construction of GARCH model which calculates the sum of the GARCH-α parameter and the GARCH-β parameter of turnover rate, logarithmic return rate, and the trading volume fluctuation. Through the study of this paper, it is found that the stock market manipulation has the following characteristics: the participants are complex and diverse, the manipulation is opaque and has serious consequences, and the stock market manipulation involves a wide range of aspects.
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Metadata
- Type
- article
- Language
- en
- Landing Page
- https://doi.org/10.14569/ijacsa.2023.01403109
- http://thesai.org/Downloads/Volume14No3/Paper_109-Research_on_Identifying_Stock_Manipulation.pdf
- OA Status
- diamond
- Cited By
- 1
- References
- 10
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W4362566206
All OpenAlex metadata
Raw OpenAlex JSON
- OpenAlex ID
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https://openalex.org/W4362566206Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.14569/ijacsa.2023.01403109Digital Object Identifier
- Title
-
Research on Identifying Stock Manipulation using GARCH ModelWork title
- Type
-
articleOpenAlex work type
- Language
-
enPrimary language
- Publication year
-
2023Year of publication
- Publication date
-
2023-01-01Full publication date if available
- Authors
-
Wen‐Tsao Pan, Wen-Bin Qian, Ying He, Zhi‐Xiu Wang, Wei LiuList of authors in order
- Landing page
-
https://doi.org/10.14569/ijacsa.2023.01403109Publisher landing page
- PDF URL
-
https://thesai.org/Downloads/Volume14No3/Paper_109-Research_on_Identifying_Stock_Manipulation.pdfDirect link to full text PDF
- Open access
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YesWhether a free full text is available
- OA status
-
diamondOpen access status per OpenAlex
- OA URL
-
https://thesai.org/Downloads/Volume14No3/Paper_109-Research_on_Identifying_Stock_Manipulation.pdfDirect OA link when available
- Concepts
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Autoregressive conditional heteroskedasticity, Computer science, Stock (firearms), Stock market, Econometrics, Market manipulation, Chart, Volatility (finance), Economics, Finance, Statistics, Mathematics, Horse, Biology, Engineering, Mechanical engineering, PaleontologyTop concepts (fields/topics) attached by OpenAlex
- Cited by
-
1Total citation count in OpenAlex
- Citations by year (recent)
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2024: 1Per-year citation counts (last 5 years)
- References (count)
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10Number of works referenced by this work
- Related works (count)
-
10Other works algorithmically related by OpenAlex
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| referenced_works | https://openalex.org/W1963830889, https://openalex.org/W6678785681, https://openalex.org/W2070784918, https://openalex.org/W2047787403, https://openalex.org/W1110131801, https://openalex.org/W2065794328, https://openalex.org/W2027763458, https://openalex.org/W1982288993, https://openalex.org/W4237712828, https://openalex.org/W46981241 |
| referenced_works_count | 10 |
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