Price and Volume Information:
(AAII)
> > >
spam works: evidence from stock touts and corresponding market activity
| Date | Bid | Ask | Sale | Volume |
| 2004-01-02 | | 0 | 25.11 | 339000 |
| 2004-01-05 | | 0 | 25.73 | 305800 |
| 2004-01-06 | | 0 | 25.44 | 747300 |
| 2004-01-07 | | 0 | 26.33 | 564500 |
| 2004-01-08 | | 0 | 26.7 | 493800 |
| 2004-01-09 | | 0 | 26.35 | 348400 |
| 2004-01-12 | | 0 | 27.1 | 355900 |
| 2004-01-13 | | 0 | 28.24 | 702500 |
| 2004-01-14 | | 0 | 29 | 543400 |
| 2004-01-15 | | 0 | 29.36 | 789100 |
| 2004-01-16 | | 0 | 29.47 | 916400 |
| 2004-01-20 | | 0 | 31.5 | 531300 |
| 2004-01-21 | | 0 | 30.84 | 886300 |
| 2004-01-22 | | 0 | 29.699 | 734700 |
| 2004-01-23 | | 0 | 28.55 | 640500 |
| 2004-01-26 | | 0 | 29.01 | 412100 |
| 2004-01-27 | | 0 | 28.39 | 346100 |
| 2004-01-28 | | 0 | 27.74 | 438500 |
| 2004-01-29 | | 0 | 27.8 | 492400 |
| 2004-01-30 | | 0 | 28.33 | 470400 |
| 2004-02-02 | | 0 | 28.54 | 301400 |
| 2004-02-03 | | 0 | 28.4 | 522700 |
| 2004-02-04 | | 0 | 27.6 | 448500 |
| 2004-02-05 | | 0 | 21.24 | 4837900 |
| 2004-02-06 | | 0 | 23.16 | 2458800 |
| 2004-02-09 | | 0 | 20.73 | 2672400 |
| 2004-02-10 | | 0 | 20.09 | 1596700 |
| 2004-02-11 | | 0 | 19.98 | 1344600 |
| 2004-02-12 | | 0 | 18.7 | 3254800 |
| 2004-02-13 | | 0 | 19.46 | 2120300 |
| 2004-02-17 | | 0 | 18.59 | 1086000 |
| 2004-02-18 | | 0 | 18.58 | 597700 |
| 2004-02-19 | | 0 | 18.78 | 1046800 |
| 2004-02-20 | | 0 | 18.02 | 1097400 |
| 2004-02-23 | | 0 | 17.04 | 884800 |
| 2004-02-24 | | 0 | 16.66 | 1640400 |
| 2004-02-25 | | 0 | 15.99 | 1454300 |
| 2004-02-26 | | 0 | 15.49 | 1544900 |
| 2004-02-27 | | 0 | 15.28 | 858900 |
| 2004-03-01 | | 0 | 9.77 | 8380400 |
| 2004-03-02 | | 0 | 9.87 | 3016000 |
| 2004-03-03 | | 0 | 10.4 | 2798900 |
| 2004-03-04 | | 0 | 10.42 | 1327200 |
| 2004-03-05 | | 0 | 10.15 | 1322500 |
| 2004-03-08 | | 0 | 10 | 1037200 |
| 2004-03-09 | | 0 | 9.8 | 1091800 |
| 2004-03-10 | | 0 | 9.25 | 952800 |
| 2004-03-11 | | 0 | 9.15 | 1078200 |
| 2004-03-12 | | 0 | 9.41 | 627600 |
| 2004-03-15 | | 0 | 9 | 656500 |
| 2004-03-16 | | 0 | 8.55 | 965800 |
| 2004-03-17 | | 0 | 8.04 | 1948200 |
| 2004-03-18 | | 0 | 7.99 | 1663700 |
| 2004-03-19 | | 0 | 7.87 | 658300 |
| 2004-03-22 | | 0 | 7.53 | 657000 |
| 2004-03-23 | | 0 | 7.8 | 1365500 |
| 2004-03-24 | | 0 | 8.14 | 1410100 |
| 2004-03-25 | | 0 | 8.5 | 1355600 |
| 2004-03-26 | | 0 | 8.47 | 826100 |
| 2004-03-29 | | 0 | 8.01 | 2631000 |
| 2004-03-30 | | 0 | 8.18 | 1978200 |
| 2004-03-31 | | 0 | 6.63 | 6797300 |
| 2004-07-09 | | 0 | 5.45 | 314300 |
| 2004-07-12 | | 0 | 5.26 | 345400 |
| 2004-07-13 | | 0 | 5.3 | 209100 |
| 2004-07-14 | | 0 | 5.25 | 157400 |
| 2004-07-15 | | 0 | 5.3 | 121200 |
| 2004-07-16 | | 0 | 5.35 | 223800 |
| 2004-07-19 | | 0 | 5.19 | 239800 |
| 2004-07-20 | | 0 | 5.11 | 140200 |
| 2004-07-21 | | 0 | 4.9 | 320700 |
| 2004-07-22 | | 0 | 4.72 | 121600 |
| 2004-07-23 | | 0 | 4.25 | 350400 |
| 2004-07-26 | | 0 | 4 | 335000 |
| 2004-07-27 | | 0 | 4.13 | 223000 |
| 2004-07-28 | | 0 | 4.06 | 187200 |
| 2004-07-29 | | 0 | 4.25 | 201600 |
| 2004-07-30 | | 0 | 4.22 | 125000 |
| 2004-08-02 | | 0 | 4.15 | 189700 |
| 2004-08-03 | | 0 | 4.16 | 96500 |
| 2004-08-04 | | 0 | 4.01 | 143200 |
| 2004-08-05 | | 0 | 3.86 | 189500 |
| 2004-08-06 | | 0 | 3.669 | 220700 |
| 2004-08-09 | | 0 | 3.39 | 285600 |
| 2004-08-10 | | 0 | 3.11 | 786500 |
| 2004-08-11 | | 0 | 2.62 | 911700 |
| 2004-08-12 | | 0 | 2.33 | 710100 |
| 2004-08-13 | | 0 | 2.3 | 547400 |
| 2004-08-16 | | 0 | 2.24 | 384000 |
| 2004-08-17 | | 0 | 2.07 | 300900 |
| 2004-08-18 | | 0 | 2.24 | 1217400 |
| 2004-08-19 | | 0 | 2.12 | 472500 |
| 2004-08-20 | | 0 | 2.65 | 1353400 |
| 2004-08-23 | | 0 | 2.46 | 379400 |
| 2004-08-24 | | 0 | 2.38 | 282200 |
| 2004-08-25 | | 0 | 2.66 | 487100 |
| 2004-08-26 | | 0 | 2.45 | 273700 |
| 2004-08-27 | | 0 | 2.48 | 182600 |
| 2004-08-30 | | 0 | 2.39 | 258000 |
| 2004-08-31 | | 0 | 2.31 | 265800 |
| 2004-09-01 | | 0 | 2.34 | 407000 |
| 2004-09-02 | | 0 | 2.47 | 315900 |
| 2004-09-03 | | 0 | 2.43 | 168200 |
| 2004-09-07 | | 0 | 2.39 | 183400 |
| 2004-09-08 | | 0 | 2.38 | 215300 |
| 2004-09-09 | | 0 | 2.34 | 325100 |
| 2004-09-10 | | 0 | 2.32 | 120600 |
| 2004-09-13 | | 0 | 2.42 | 703200 |
| 2004-09-14 | | 0 | 2.4 | 457800 |
| 2004-09-15 | | 0 | 2.25 | 313300 |
| 2004-09-16 | | 0 | 2.21 | 274700 |
| 2004-09-17 | | 0 | 2.14 | 665300 |
| 2004-09-20 | | 0 | 2.12 | 181600 |
| 2004-09-21 | | 0 | 2.14 | 172500 |
| 2004-09-22 | | 0 | 1.78 | 1940800 |
| 2004-09-23 | | 0 | 1.6 | 1786200 |
| 2004-09-24 | | 0 | 1.49 | 1785600 |
| 2004-09-27 | | 0 | 1.35 | 1003400 |
| 2004-09-28 | | 0 | 1.77 | 1609400 |
| 2004-09-29 | | 0 | 1.59 | 1614500 |
| 2004-09-30 | | 0 | 1.55 | 1396600 |
| 2004-10-01 | | 0 | 1.27 | 1554600 |
| 2004-10-04 | | 0 | 1.58 | 1336600 |
| 2004-10-05 | | 0 | 1.52 | 562600 |
| 2004-10-06 | | 0 | 1.51 | 1192800 |
| 2004-10-07 | | 0 | 1.81 | 1713900 |
| 2004-10-08 | | 0 | 2.02 | 3119400 |
| 2004-10-11 | | 0 | 1.9 | 953900 |
| 2004-10-12 | | 0 | 1.94 | 521300 |
| 2004-10-13 | | 0 | 1.95 | 769900 |
| 2004-10-14 | | 0 | 1.91 | 320500 |
| 2004-10-15 | | 0 | 1.79 | 620800 |
| 2004-10-18 | | 0 | 1.75 | 297200 |
| 2004-10-19 | | 0 | 1.66 | 330900 |
| 2004-10-20 | | 0 | 1.689 | 204600 |
| 2004-10-21 | | 0 | 1.68 | 202400 |
| 2004-10-22 | | 0 | 1.65 | 211000 |
| 2004-10-25 | | 0 | 1.66 | 314800 |
| 2004-10-26 | | 0 | 1.66 | 173700 |
| 2004-10-27 | | 0 | 2.64 | 7546800 |
| 2004-10-28 | | 0 | 3.04 | 5384000 |
| 2004-10-29 | | 0 | 2.9 | 1543600 |
| 2004-11-01 | | 0 | 3.89 | 9859000 |
| 2004-11-02 | | 0 | 3.91 | 3998000 |
| 2004-11-03 | | 0 | 3.67 | 2375600 |
| 2004-11-04 | | 0 | 4.05 | 1512800 |
| 2004-11-05 | | 0 | 3.94 | 1579000 |
| 2004-11-08 | | 0 | 3.75 | 725900 |
| 2004-11-09 | | 0 | 3.62 | 910800 |
| 2004-11-10 | | 0 | 3.09 | 1789300 |
| 2004-11-11 | | 0 | 2.79 | 1368500 |
| 2004-11-12 | | 0 | 3.12 | 1765300 |
| 2004-11-15 | | 0 | 2.9 | 1300000 |
| 2004-11-16 | | 0 | 2.97 | 619100 |
| 2004-11-17 | | 0 | 2.9 | 461200 |
| 2004-11-18 | | 0 | 2.81 | 809800 |
| 2004-11-19 | | 0 | 2.92 | 598200 |
| 2004-11-22 | | 0 | 2.86 | 343600 |
| 2004-11-23 | | 0 | 3.17 | 1372700 |
| 2004-11-24 | | 0 | 3.16 | 462300 |
| 2004-11-26 | | 0 | 3.14 | 251400 |
| 2004-11-29 | | 0 | 3.15 | 716900 |
| 2004-11-30 | | 0 | 3.09 | 571900 |
| 2004-12-01 | | 0 | 3.05 | 372800 |
| 2004-12-02 | | 0 | 3.07 | 679400 |
| 2004-12-03 | | 0 | 3 | 865300 |
| 2004-12-06 | | 0 | 3 | 544000 |
| 2004-12-07 | | 0 | 2.9 | 520100 |
| 2004-12-08 | | 0 | 2.79 | 367300 |
| 2004-12-09 | | 0 | 2.85 | 597700 |
| 2004-12-10 | | 0 | 2.85 | 205900 |
| 2004-12-13 | | 0 | 2.9 | 444700 |
| 2004-12-14 | | 0 | 2.9 | 385000 |
| 2004-12-15 | | 0 | 2.88 | 412500 |
| 2004-12-16 | | 0 | 2.8 | 277900 |
| 2004-12-17 | | 0 | 2.75 | 506000 |
| 2004-12-20 | | 0 | 2.66 | 419000 |
| 2004-12-21 | | 0 | 2.6 | 458400 |
| 2004-12-22 | | 0 | 2.9 | 737100 |
| 2004-12-23 | | 0 | 3.22 | 1404400 |
| 2004-12-27 | | 0 | 3.44 | 880600 |
| 2004-12-28 | | 0 | 3.25 | 677700 |
| 2004-12-29 | | 0 | 3.25 | 432200 |
| 2004-12-30 | | 0 | 3.27 | 371800 |
| 2004-12-31 | | 0 | 3.25 | 392900 |
| 2005-01-03 | | 0 | 3.39 | 435900 |
| 2005-01-04 | | 0 | 3.805 | 2427100 |
| 2005-01-05 | | 0 | 3.42 | 1100100 |
| 2005-01-06 | | 0 | 3.46 | 287900 |
| 2005-01-07 | | 0 | 3.31 | 361400 |
| 2005-01-10 | | 0 | 3.39 | 543900 |
| 2005-01-11 | | 0 | 3.17 | 280600 |
| 2005-01-12 | | 0 | 3.23 | 297800 |
| 2005-01-13 | | 0 | 3.16 | 203700 |
| 2005-01-14 | | 0 | 3.13 | 169200 |
| 2005-01-18 | | 0 | 3.3 | 362800 |
| 2005-01-19 | | 0 | 3.36 | 272400 |
| 2005-01-20 | | 0 | 3.41 | 461400 |
| 2005-01-21 | | 0 | 3.2 | 394100 |
| 2005-01-24 | | 0 | 2.88 | 655500 |
| 2005-01-25 | | 0 | 2.75 | 461600 |
| 2005-01-26 | | 0 | 2.61 | 734800 |
| 2005-01-27 | | 0 | 2.65 | 456900 |
| 2005-01-28 | | 0 | 2.68 | 489600 |
| 2005-01-31 | | 0 | 2.67 | 284800 |
| 2005-02-01 | | 0 | 2.66 | 303100 |
| 2005-02-02 | | 0 | 2.7 | 232600 |
| 2005-02-03 | | 0 | 2.72 | 186800 |
| 2005-02-04 | | 0 | 2.57 | 475700 |
| 2005-02-07 | | 0 | 2.55 | 246800 |
| 2005-02-08 | | 0 | 2.64 | 142700 |
| 2005-02-09 | | 0 | 2.551 | 140900 |
| 2005-02-10 | | 0 | 2.45 | 232300 |
| 2005-02-11 | | 0 | 2.64 | 545800 |
| 2005-02-14 | | 0 | 2.76 | 538400 |
| 2005-02-15 | | 0 | 2.74 | 133100 |
| 2005-02-16 | | 0 | 2.62 | 230800 |
| 2005-02-17 | | 0 | 2.6 | 65300 |
| 2005-02-18 | | 0 | 2.55 | 101900 |
| 2005-02-22 | | 0 | 2.5 | 176800 |
| 2005-02-23 | | 0 | 2.45 | 143100 |
| 2005-02-24 | | 0 | 2.43 | 208800 |
| 2005-02-25 | | 0 | 2.5 | 191800 |
| 2005-02-28 | | 0 | 2.3 | 307700 |
| 2005-03-01 | | 0 | 2.14 | 637000 |
| 2005-03-02 | | 0 | 2.12 | 223500 |
| 2005-03-03 | | 0 | 2.05 | 327100 |
| 2005-03-04 | | 0 | 2.06 | 613000 |
| 2005-03-07 | | 0 | 2.08 | 243100 |
| 2005-03-08 | | 0 | 2.03 | 179900 |
| 2005-03-09 | | 0 | 2 | 169500 |
| 2005-03-10 | | 0 | 1.96 | 275300 |
| 2005-03-11 | | 0 | 2.02 | 368900 |
| 2005-03-14 | | 0 | 2.01 | 138100 |
| 2005-03-15 | | 0 | 1.98 | 212200 |
| 2005-03-16 | | 0 | 1.93 | 252500 |
| 2005-03-17 | | 0 | 0.97 | 4884500 |
| 2005-03-18 | | 0 | 0.87 | 1663800 |
| 2005-03-21 | | 0 | 0.78 | 885000 |
| 2005-03-22 | | 0 | 0.78 | 806100 |
| 2005-03-23 | | 0 | 0.76 | 421600 |
| 2005-03-24 | | 0 | 0.74 | 300900 |
| 2005-03-28 | | 0 | 0.72 | 152200 |
| 2005-03-29 | | 0 | 0.7 | 255500 |
| 2005-03-30 | | 0 | 0.72 | 230000 |
| 2005-03-31 | | 0 | 0.71 | 144200 |
| 2005-04-01 | | 0 | 0.7 | 317200 |
| 2005-04-04 | | 0 | 0.59 | 1196900 |
| 2005-04-05 | | 0 | 0.5 | 702500 |
| 2005-04-06 | | 0 | 0.58 | 397800 |
| 2005-04-07 | | 0 | 0.76 | 2035800 |
| 2005-04-08 | | 0 | 0.66 | 1199500 |
| 2005-04-11 | | 0 | 0.63 | 239000 |
| 2005-04-12 | | 0 | 0.6 | 382400 |
| 2005-04-18 | 0.39 | 0.41 | 0.4 | 595896 |
| 2005-04-19 | 0.38 | 0.42 | 0.415 | 191737 |
| 2005-04-20 | 0.43 | 0.45 | 0.44 | 190899 |
| 2005-04-21 | 0.43 | 0.46 | 0.43 | 193305 |
| 2005-04-22 | 0.38 | 0.4 | 0.39 | 214321 |
| 2005-04-25 | 0.385 | 0.4 | 0.39 | 38036 |
| 2005-04-26 | 0.37 | 0.38 | 0.37 | 80577 |
| 2005-04-27 | 0.36 | 0.375 | 0.375 | 100751 |
| 2005-04-28 | 0.35 | 0.37 | 0.37 | 196536 |
| 2005-04-29 | 0.33 | 0.34 | 0.33 | 350241 |
| 2005-05-02 | 0.32 | 0.33 | 0.33 | 277755 |
| 2005-05-03 | 0.31 | 0.32 | 0.31 | 163188 |
| 2005-05-04 | 0.32 | 0.34 | 0.34 | 144995 |
| 2005-05-05 | 0.32 | 0.35 | 0.32 | 101099 |
| 2005-05-06 | 0.33 | 0.35 | 0.34 | 27543 |
| 2005-05-09 | 0.34 | 0.36 | 0.37 | 307978 |
| 2005-05-10 | 0.32 | 0.34 | 0.32 | 809266 |
| 2005-05-11 | 0.301 | 0.325 | 0.32 | 208967 |