Detecting cryptocurrency pump-and-dump frauds using market and social signals

作者：

Highlights：

• Fraud groups use Telegram and other social media to organize and conduct pumps.

• Different pump groups exhibit different choices in selection of target coins.

• Market signals are better than administrative social signals as predictive factors.

• Changes in market movements could influence robustness in performance over time.

摘要

•Fraud groups use Telegram and other social media to organize and conduct pumps.•Different pump groups exhibit different choices in selection of target coins.•Market signals are better than administrative social signals as predictive factors.•Changes in market movements could influence robustness in performance over time.

论文关键词：Cryptocurrency,Pump and dump,Fraud,Social media,Finance

论文评审过程：Received 18 November 2020, Revised 17 May 2021, Accepted 23 May 2021, Available online 30 May 2021, Version of Record 2 June 2021.

论文官网地址：https://doi.org/10.1016/j.eswa.2021.115284