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SSRNTrading, Microstructure & Execution

Price Manipulation and Collusion around the London 4pm Fix

Research indicates that large dealers can manipulate prices and increase costs in the foreign exchange market through coordinated trading and information sharing.

Featured in No. 48 on 8 May 2024 · 1 day after release · 0 citations today

Released
7 May 2024
First featured
No. 48 · 8 May 2024
Citations (Semantic Scholar)
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Not yet, as far as Semantic Scholar knows
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2
Identifier
SSRN 4819478

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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