Viktor Manahov

Search results

• 2024

  The impact of cryptocurrency heists on Bitcoin’s market efficiency

  Li, M., Manahov, V. & Ashton, J., 6 Sept 2024, (Accepted/In press) In: International Journal of Finance and Economics.

  Research output: Contribution to journal › Article › peer-review

• 2018

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

  Manahov, V., 1 Jan 2018, In: Annals of Operations Research. 260, 1-2, p. 321-352 32 p.

  Research output: Contribution to journal › Article › peer-review
• 2017

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

  Tan, R. Q., Manahov, V. & Thijssen, J. J. J., 15 Dec 2017, In: Investment Management and Financial Innovations. 14, 4, 15 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File
• 2016

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

  Manahov, V., Oct 2016, In: International Review of Financial Analysis. 47, p. 281-296 16 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

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

  Manahov, V., 1 Aug 2016, In: The Financial Review. 51, 3, p. 363-402 40 p.

  Research output: Contribution to journal › Article › peer-review

• Islamic and Conventional equity market movements after the financial crisis: Evidence from newly launched MSCI indices

  Hoque, H. A. A. B., Manahov, V., Kabir, S. & Abdelbari, E., 12 Oct 2016, In: Financial Markets, Institutions and Instruments. 25, 4, p. 217-252 25 p.

  Research output: Contribution to journal › Article › peer-review
• 2015

  Can High‐frequency Trading Strategies Constantly Beat the Market?

  Manahov, V., 25 Nov 2015, In: International Journal of Finance & Economics. p. 1-25 25 p.

  Research output: Contribution to journal › Article › peer-review

• Do house prices overreact to relevant information? New evidence from the UK housing market

  Manahov, V., Zhang, H., Hudson, R. & Metcalf, H., 2015, In: Investment Management and Financial Innovations . 12, 3, p. 26-39 14 p.

  Research output: Contribution to journal › Article › peer-review

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

  Manahov, V., Zhang, H., Hudson, R. & Metcalf, H., 7 Jul 2015, In: Applied Economics. 47, 56, p. 6088-6101 13 p.

  Research output: Contribution to journal › Article › peer-review

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

  Manahov, V., Hudson, R. & Hoque, H. A. A. B., 3 Mar 2015, In: Journal of International Financial Markets, Institutions and Money. 37, p. 85-98 14 p.

  Research output: Contribution to journal › Article › peer-review
• 2014

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

  Manahov, V. & Hudson, R., 15 Nov 2014, In: Expert systems with applications. 41, 16, p. 7436-7454

  Research output: Contribution to journal › Article › peer-review

• Does capital market reaction to non-economic factors generate abnormal returns?

  Jatmiko, D. P., Manahov, V. & Obiosa, N., 2014, In: Investment Management and Financial Innovations. 11, 4, p. 66-76

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

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

  Manahov, V., Hudson, R. & Gebka, B., Jan 2014, In: Journal of International Financial Markets, Institutions and Money. 28, p. 131-157

  Research output: Contribution to journal › Article › peer-review

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

  Manahov, V., Hudson, R. & Linsley, P., Nov 2014, In: Journal of International Financial Markets, Institutions and Money. 33, p. 299-316 18 p.

  Research output: Contribution to journal › Article › peer-review

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

  Manahov, V. & Hudson, R., 2014, In: Applied Economics Letters. 21, 16, p. 1148-1151

  Research output: Contribution to journal › Article › peer-review

• The implications of trader cognitive abilities on stock market properties

  Manahov, V., Soufian, M. & Hudson, R., 2014, In: Intelligent Systems in Accounting, Finance and Management. 21, 1, 19 p.

  Research output: Contribution to journal › Article › peer-review
• 2013

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

  Manahov, V. & Hudson, R., 1 Oct 2013, In: Physica A: Statistical Mechanics and its Applications. 392, 19, p. 4351-4372

  Research output: Contribution to journal › Article › peer-review