Unravelling the JPMorgan spoofing case using particle physics visualization methods

P. Debie, C. Gardebroek, S. Hageboeck, P. van Leeuwen, L. Moneta, A. Naumann, J.M.E. Pennings, A.A. Trujillo-Barrera, M.E. Verhulst*

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Number of pages38
JournalEuropean Financial Management
DOIs
Publication statusE-pub ahead of print - 8 Feb 2022

Keywords

  • high-frequency trading
  • limit order book
  • particle physics
  • spoofing
  • visualization
  • ORDER BOOK
  • MANIPULATION

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