Work

High-Frequency Trading and Retail Investors: A Review of Manipulation Research and a Detection Model

Year: 2026

Type: preprint

Abstract: A review of how high-frequency trading manipulation works, who pays for it, and how it is detected, focused on what retail investors can see in free minute-level data. A detector tested on 20 U.S. stocks and funds raised about five alerts per stock per day, a rate that shuffled data matched, so its alerts flag unusual trading.

Source: Zenodo (CERN European Organization for Nuclear Research)

DOI: 10.5281/zenodo.23669015

Author: Agueh, Adetayo

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W7223664975

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