very.round: Find suspicious roundness patterns in contracts.

Description Usage Arguments Value

Description

Unusually round bid prices raise suspicioun of bid rigging. Given a data frame of bids, this function counts how many of those bids are round. It also counts the total number of bids and checks which currency is most common for the bids. (That is, it calls 'round.numbers'.) Then it selects contracts with unusually high degrees of roundness.

Usage

1

Arguments

bids

Data frame of bids, with the columns "currency" and "contract.number"

Value

Data frame of contracts, with the columns "round.bids", "total.bids", and "main.currency"


tlevine/red-flags documentation built on May 31, 2019, 3:51 p.m.