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Jordan Baker is a professional golfer who was caught up in a cheating scandal sometime before the events of The Great Gatsby take place. At one point in her career, she was accused of moving her ball during a tournament to improve its lie. Whether or not she actually cheated is unknown, since the witnesses later retracted their accusations. However, Nick seems to suggest that she likely did cheat. In chapter 3, he describes her as:

incurably dishonest. She wasn't able to endure being at a disadvantage and, given this unwillingness, I suppose she had begun dealing in subterfuges when she was very young in order to keep that cool, insolent smile turned to the world and yet satisfy the demands of her hard, jaunty body.

Given this assessment, it seems well within Jordan's character to have cheated not only at golf but in many aspects of life. Even though Jordan says she hates careless people, Nick observes that she can be quite careless herself. This also suggests that she may not have covered her tracks well when she cheated during the golf tournament. As a result of this possible carelessness, Jordan had to either pay off or intimidate the witnesses to this scandal.

It seems that Jordan's primary concern is often the preservation of her image. She tends to avoid people smarter than herself to avoid exposure. She also gossips incessantly about others in order to deflect attention. Given all of this, we can draw conclusions as readers that Jordan may very well be a cheat. However, she covers her tracks well enough that neither we nor Nick can ever be completely sure.

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Nick recalls, after knowing Jordan for some weeks, a scandal that he'd heard about a while ago:

At her first big golf tournament there was a row that nearly reached the newspapers—a suggestion that she had moved her ball from a bad lie in the semi-final round. The thing approached the proportions of a scandal—then died away. A caddy retracted his statement and the only other witness admitted that he might have been mistaken.

In other words, then, it seems incredibly likely that Jordan did cheat, as she was seen to do so by at least two witnesses. However, the fact that the caddy retracted his statement and the other witness says that he might have been mistaken makes it seem as though they were either threatened or paid off to change their stories before it became front-page news that the well-to-do socialite Jordan cheated.

Further, Nick calls her "incurably dishonest" and says that she "instinctively avoided clever shrewd men" because she always wants to have the advantage. If she is more intelligent, or at least better at lying, than the men she dates, then she can maintain that advantage she seems to desire. In one sense, this is cheating, too. She sizes people up and manipulates them accordingly.

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Jordan Baker is Daisy Buchanan's close friend and Nick's love interest throughout the novel. Jordan Baker is also an unmarried professional golfer, who Nick believes is "incurably dishonest." When Nick Carraway is introduced to Jordan, she seems familiar to him, but he does not initially remember how he recognizes her. Towards the end of chapter 3, Nick mentions that one night Jordan had left the car window down and it began to rain. Jordan proceeded to lie about leaving the car window down, and Nick suddenly remembered how he initially recognized Jordan when he was first introduced to her. Nick goes on to say that during Jordan's first big golf tournament, there were suggestions that she had moved her ball from a bad lie in the semi-final round. Nick mentions that the incident nearly reached the level of a scandal before the caddy retracted his statement and witnesses said they might have been mistaken when they testified that Jordan moved her ball. 

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Jordan Baker in The Great Gatsby is accused of and allegedly moved her golf ball during a tournament, in order to gain a better position for her next shot.  This is cheating in golf.

This reflects on Jordan's character.  Something like this just isn't a big deal to her.  She is extremely careless when driving as well.  She assumes other drivers will be careful and will get out of her way. 

The accusation of cheating and her driving suggest Jordan feels a sense of entitlement.  She deserves to win, whether she earns it or not; and it is up to others to get out of her way. 

These values clash with Nick's Midwestern values, or at least that's how he presents the situation to the reader.  And he ends up dating Jordan and enjoys being with her, so he probably doesn't have any reason to make Jordan look worse than she is. 

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It is not for absolutely sure that she did cheat.  She was accused of cheating but then the people who accused her sort of took it back.

Anyway, what she was accused of doing was moving her ball from a bad "lie" during a golf tournament.  In golf, wherever your ball lands, you're supposed to hit it again from there.  If you move it out of a place where it's hard to hit (a bad lie), you are cheating.  That's what Jordan was accused of.

You can find this answer not too far from the end of Chapter 3.

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