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Market manipulation
Bala, David ; Dupáková, Lenka (advisor) ; Seknička, Pavel (referee)
Market Manipulation Abstract The thesis is structured in two main topics and four chapters. The aim of the first topic is a proposal of new theoretical division of market manipulation types and the follow-up analysis of the most common and the most serious types of market manipulation (from the author's perspective). A graph or a scheme is enclosed to almost every type of the market manipulation for better illustration and representation. The aim is not to provide an exhausting list, but rather to provide an outline of the fundamental theory. Every existing type of market manipulation should fall under one of these two categories - classic type of market manipulation (front running, squeezing, cornering, wash trading, bear raiding, pump and dump) or modern type of market manipulation (spoofing, layering, momentum ignition, pinging, fake news). The aim of the second topic is to map, analyze and explain the historical background of market manipulation regulation, its genesis and evolution in the European context. The main focus of the subchapter regarding historical background is the United Kingdom which always has been the pioneer of financial markets in the continental Europe. The subchapter is focused on the evolution from the end of the 17th century until the European integration regulation. In another...
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