Bachelor’s Degree Project in Mathematics, Division of Mathematics and Physics Mälardalen University, Sweden .
ISSN/ISBN: Not available at this time. DOI: Not available at this time.
Abstract: Can the law of the natural distribution of random numbers expose malice in financial markets? This thesis aims to analyze the indices S&P 500 and STOXX 600, in an effort to identify days in which behavior in the market was the result of financial manipulation or non normal market movements. What was discovered by extending a previous study [10], was that we could accurately identify many days in which the market crashed or was affected by malpractice similar to the events in the 2007-2008 financial crisis.
Bibtex:
@thesis{,
author = {Erik Munther and Richard Wright},
title = {Did 2001 Mark the Beginning of a More Manipulated Market? An Analysis of Financial Markets via Benford’s Law},
year = {2021},
institution = {Division of Mathematics and Physics, Mälardalen University},
address = {Se-721 23 Västerås, Sweden},
type = {{Undergraduate Thesis}},
url = {https://www.diva-portal.org/smash/get/diva2:1564142/FULLTEXT01.pdf},
}
Reference Type: Thesis
Subject Area(s): Accounting