Price manipulation in stock market: An entropic analysis

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	NICE Journal of Business. 2(1); 2007; 41-53.	en_US
dc.identifier.uri	http://irgu.unigoa.ac.in/drs/handle/unigoa/2000
dc.description.abstract	This paper seeks to apply information-theoretic concept of entropy to study suspected price manipulation of scrip in the context of the Indian stock market. With the sample entropy (SampEn) methodology, the authors analysed the trade data of scrip reported to have been manipulated in a certain period of time. The values so computed, revealed potential evidence of manipulation.	en_US
dc.publisher	Shobhit University	en_US
dc.subject	Commerce	en_US
dc.title	Price manipulation in stock market: An entropic analysis	en_US
dc.type	Journal article	en_US