Punniyamoorthy, M.; Thoppan, Jose Joy - In: International Journal of Financial Services Management 5 (2012) 4, pp. 369-388
In this paper, we use a discriminant analysis (DA) based model to identify stocks that are potentially manipulated. Earlier researchers have used Linear Discriminant Function (LDF), a type of DA, without validating the assumption governing the model. We tested the assumptions on data from the...