Parameters for estimation of entropy to study price manipulation in stock market

dc.contributor.author	Reddy, Y.V.
dc.contributor.author	Sebastin, A.
dc.date.accessioned	2015-06-03T09:35:51Z
dc.date.available	2015-06-03T09:35:51Z
dc.date.issued	2007
dc.identifier.citation	Decision. 34(1); 2007; 149-182.	en_US
dc.identifier.uri	http://irgu.unigoa.ac.in/drs/handle/unigoa/1999
dc.description.abstract	The information theoretic concept of entropy is a useful tool in studying price manipulation in stock market. Sample entropy values computed for the price data of a scrip, for various trading days in the period during which the scrip is reported to be subject to price manipulation, prove to be potential evidence for manipulation of the scrip's price. An attempt is made in this paper to select appropriate values for the parameters used for computation of sample entropy of a short time series of stock prices.	en_US
dc.publisher	IIM, Kolkata	en_US
dc.subject	Commerce	en_US
dc.title	Parameters for estimation of entropy to study price manipulation in stock market	en_US
dc.type	Journal article	en_US