Can the law of the natural distribution of random numbers expose malice in financial markets? This thesis aims to analyze the indices S&P 500 and STOXX 600, in an effort to identify days in which behavior in the market was the result of financial manipulation or non normal market movements. What was discovered by extending a previous study [10], was that we could accurately identify many days in which the market crashed or was affected by malpractice similar to the events in the 2007-2008 financial crisis
The outbreak of the LIBOR scandal in the late 2012 has shocked the world and caused a significant di...
In this paper we compare the daily distribution of first significant digits of S&P 500’s stock p...
The 2008 financial crisis raised puzzles important for understanding how the capital market prices c...
Can the law of the natural distribution of random numbers expose malice in financial markets? This t...
In general, in a given financial market, the probability distribution of the first significant digit...
In general, in a given financial market, the probability distribution of the first significant digit...
International audienceA number of phenomena are responsible for market crashes, but an analysis of i...
The so-called Benford's laws are of frequent use to detect anomalies and regularities in data sets, ...
This paper aims at verifying whenever the Benford’s Law is valid in the context of global stock mark...
This paper aims at verifying whenever the Benford’s Law is valid in the context of global stock mark...
On May 6th., 2010, the Dow fell about a thousand points in a half hour and Wall Street lost $800 bil...
Purpose: This study aims to diagnose the global key contributors in the stock market manipulation st...
The so-called Benford’s laws are of frequent use to detect anomalies and regularities in data sets, ...
This paper investigates the dynamics of stocks in the S&P 500 index for the last 30 years. Using a s...
Theory of efficient markets generally describes financial market as a place with perfect rationality...
The outbreak of the LIBOR scandal in the late 2012 has shocked the world and caused a significant di...
In this paper we compare the daily distribution of first significant digits of S&P 500’s stock p...
The 2008 financial crisis raised puzzles important for understanding how the capital market prices c...
Can the law of the natural distribution of random numbers expose malice in financial markets? This t...
In general, in a given financial market, the probability distribution of the first significant digit...
In general, in a given financial market, the probability distribution of the first significant digit...
International audienceA number of phenomena are responsible for market crashes, but an analysis of i...
The so-called Benford's laws are of frequent use to detect anomalies and regularities in data sets, ...
This paper aims at verifying whenever the Benford’s Law is valid in the context of global stock mark...
This paper aims at verifying whenever the Benford’s Law is valid in the context of global stock mark...
On May 6th., 2010, the Dow fell about a thousand points in a half hour and Wall Street lost $800 bil...
Purpose: This study aims to diagnose the global key contributors in the stock market manipulation st...
The so-called Benford’s laws are of frequent use to detect anomalies and regularities in data sets, ...
This paper investigates the dynamics of stocks in the S&P 500 index for the last 30 years. Using a s...
Theory of efficient markets generally describes financial market as a place with perfect rationality...
The outbreak of the LIBOR scandal in the late 2012 has shocked the world and caused a significant di...
In this paper we compare the daily distribution of first significant digits of S&P 500’s stock p...
The 2008 financial crisis raised puzzles important for understanding how the capital market prices c...