Viktor Manahov

发表

Front‐Running Scalping Strategies and Market Manipulation: Why Does High‐Frequency Trading Need Stricter Regulation?

Viktor Manahov, 2016 .

An investigation of the behaviour of financial markets using agent-based computational models

Viktor Manahov, 2014 .

Does high frequency trading affect technical analysis and market efficiency? And if so, how?

Viktor Manahov, Bartosz Gebka, R. Hudson, 2014 .

Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis

Viktor Manahov, R. Hudson, Hafiz Hoque, 2015 .

A note on the relationship between high-frequency trading and latency arbitrage

Viktor Manahov, 2016 .

The effect of ambiguity on the UK stock market: evidence from a new empirical approach

Viktor Manahov, J. Thijssen, R. Tan, 2017 .

High‐frequency trading from an evolutionary perspective: Financial markets as adaptive systems

Viktor Manahov, Andrew Urquhart, R. Hudson, 2018, International Journal of Finance & Economics.

Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models

Viktor Manahov, Hanxiong Zhang, R. Hudson, 2017 .

The implications of high-frequency trading on market efficiency and price discovery

Viktor Manahov, R. Hudson, 2014 .

Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models

Viktor Manahov, Hanxiong Zhang, R. Hudson, 2016, Empirical Economics.

Stock market manipulation in an emerging market of Turkey: how do market participants select stocks for manipulation?

Viktor Manahov, Hanxiong Zhang, Abdullah Yalaman, 2020 .

Islamic and Conventional Equity Market Movements During and after the Financial Crisis: Evidence from the Newly Launched MSCI Indices

Viktor Manahov, Hafiz Hoque, Abdelbari El Khamlichi, 2016 .

The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets

Viktor Manahov, Andrew Urquhart, Viktor Manahov, 2021, International Review of Financial Analysis.

Stock market investment and different behavioural patterns: an exploratory study

Viktor Manahov, Metin Argan, Guven Sevil, 2021, Review of Behavioral Finance.

Forecasting Financial Markets Using High-Frequency Trading Data: Examination with Strongly Typed Genetic Programming

Viktor Manahov, Hanxiong Zhang, Viktor Manahov, 2019, Int. J. Electron. Commer..

The rise of the machines in commodities markets: new evidence obtained using Strongly Typed Genetic Programming

Viktor Manahov, Viktor Manahov, 2016, Annals of Operations Research.

The rise of the machines in commodities markets: new evidence obtained using Strongly Typed Genetic Programming

Viktor Manahov, 2016, Annals of Operations Research.

The Implications of Trader Cognitive Abilities on Stock Market Properties

Robert Hudson, Viktor Manahov, Mona Soufian, 2014, Intell. Syst. Account. Finance Manag..

Herd behaviour experimental testing in laboratory artificial stock market settings. Behavioural foundations of stylised facts of financial returns

Robert Hudson, Viktor Manahov, Viktor Manahov, 2013 .

A note on the relationship between market efficiency and adaptability - New evidence from artificial stock markets

Robert Hudson, Viktor Manahov, Viktor Manahov, 2014, Expert Syst. Appl..

New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming

Robert Hudson, Viktor Manahov, Viktor Manahov, 2014 .

Cryptocurrency liquidity during extreme price movements: is there a problem with virtual money?

Viktor Manahov, 2020 .

The rapid growth of cryptocurrencies: How profitable is trading in digital money?

Viktor Manahov, 2023, International Journal of Finance & Economics.

High‐frequency trading order cancellations and market quality: Is stricter regulation the answer?

Viktor Manahov, 2020 .

Can High‐frequency Trading Strategies Constantly Beat the Market?

Viktor Manahov, 2016 .

Analysing emerging market returns with high-frequency data during the global financial crisis of 2007–2009

Viktor Manahov, Abdullah Yalaman, 2021, The European Journal of Finance.

The great crypto crash in September 2018: why did the cryptocurrency market collapse?

Viktor Manahov, Viktor Manahov, 2023, Annals of Operations Research.

Identification of house price bubbles using user cost in a state space model

Viktor Manahov, Hanxiong Zhang, R. Hudson, 2015 .