There are a ton of mixed stories about getting banned for market exploitation. But besides buying/sellin gold (which is the most common) another thing some people might be hit for is AH flooding. What they'll do is flood the AH with singles of a stacked item at like 1.11 or something, and then have a couple placed at 111 or something.
Another thing would be an AH bot, which is bad to begin with.
I've heard of people getting hit for cornering the market somehow. The thing is in MMOs the top .001 percent or something control the entire market essentially. They might not be able to set all the prices where they want all the time, but they have enough in game funds to dominate a market they want.
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Chrono1219