Price and Volume Information: (AMEP)

>  >  >   spam works: evidence from stock touts and corresponding market activity
DateBidAskSaleVolume
2004-01-020.0870.0910.09765600
2004-01-050.0920.0930.0931583000
2004-01-060.0870.090.092459600
2004-01-070.0850.0870.087480200
2004-01-080.0810.0830.082602700
2004-01-090.080.0820.082721900
2004-01-120.0840.0880.088596800
2004-01-130.0770.0820.08367600
2004-01-140.0770.0850.077290900
2004-01-150.0780.0810.08794500
2004-01-160.0820.0850.085454300
2004-01-200.0780.0850.085359300
2004-01-210.0790.0820.08351400
2004-01-220.0820.0850.085723000
2004-01-230.0760.080.0781603400
2004-01-260.0750.080.08798400
2004-01-270.0750.0760.08616900
2004-01-280.0750.0780.075256200
2004-01-290.070.0730.071589100
2004-01-300.0680.0730.068524200
2004-02-020.0650.070.07270000
2004-02-030.0650.0680.065125200
2004-02-040.060.0680.063352000
2004-02-050.0630.0660.065294400
2004-02-060.070.0730.073792600
2004-02-090.0680.070.068338100
2004-02-100.0630.0680.0683283200
2004-02-110.0610.0680.0611489200
2004-02-120.060.0640.0621689000
2004-02-130.0580.0610.06602500
2004-02-170.0550.0570.0551276400
2004-02-180.0560.060.063483800
2004-02-190.0550.0590.0593632700
2004-02-200.0550.060.061876800
2004-02-230.050.0550.053181600
2004-02-240.050.0510.051511700
2004-02-250.0490.0520.0491713600
2004-02-260.0490.04990.0499781900
2004-02-270.0450.04990.0472908500
2004-03-010.050.0520.05986600
2004-03-020.0710.0770.0752315100
2004-03-030.0680.0720.071395300
2004-03-040.060.0720.0651362700
2004-03-050.0580.0650.0621189900
2004-03-080.0550.0620.0621280700
2004-03-090.0530.060.065011100
2004-03-100.0680.0710.0716367500
2004-03-110.0550.060.0557130800
2004-03-120.0580.0620.062676000
2004-03-150.0570.0610.06627300
2004-03-160.0550.060.0561549800
2004-03-170.050.0510.0512544900
2004-03-180.0530.060.067664100
2004-03-190.0550.0570.0573422800
2004-03-220.0520.0540.0541866200
2004-03-230.0510.0550.0552774800
2004-03-240.050.0550.0555216500
2004-03-250.0480.050.053155200
2004-03-260.0480.0510.0511766300
2004-03-290.0480.0530.052922800
2004-03-300.0470.050.052096200
2004-03-310.0560.0580.0581408400
2004-04-010.0720.0750.0723626600
2004-04-020.060.0740.071688100
2004-04-050.0480.0530.056966200
2004-04-060.0480.0520.0527482000
2004-04-070.0470.0530.0493062400
2004-04-080.0450.0530.0535288400
2004-04-120.0440.050.054147000
2004-04-130.0460.050.0461050500
2004-04-140.0460.050.056544800
2004-04-150.0450.0460.0463642200
2004-04-160.0440.050.0444457800
2004-04-190.0440.050.05441300
2004-04-200.0430.0450.0444481700
2004-04-210.0450.050.051335600
2004-04-220.0430.0480.0433565400
2004-04-230.0410.0470.043735100
2004-04-260.0390.0430.0433709900
2004-04-270.0390.0410.0413659200
2004-04-280.0330.0390.0356668800
2004-04-290.030.0360.0314364300
2004-04-300.030.0340.0341242800
2004-05-030.0290.0310.0317476100
2004-05-040.0290.030.034607400
2004-05-050.0270.0290.02812138800
2004-05-060.0330.0370.0346198300
2004-05-070.0410.0450.0432373400
2004-05-100.0480.050.052737000
2004-05-110.0470.050.051670100
2004-05-120.040.0450.0452393500
2004-05-130.0380.0440.0442086200
2004-05-140.0380.0450.0453723900
2004-05-170.040.050.04565231800
2004-05-180.0380.0450.045356300
2004-05-190.0420.050.05197700
2004-05-200.0480.0530.0531501600
2004-05-210.050.0550.0531218000
2004-05-240.0440.050.0442924900
2004-05-250.040.0430.0434509200
2004-05-260.030.040.044291000
2004-05-270.0360.040.04600000
2004-05-280.030.0430.041494000
2004-06-010.030.0430.043180600
2004-06-020.0350.040.041528800
2004-06-030.0280.0330.0325182100
2004-06-040.030.0350.0355927400
2004-06-070.030.0340.034954300
2004-06-080.030.0340.0341375000
2004-06-090.030.0340.03236000
2004-06-100.0290.0310.031634000
2004-06-140.0250.0270.0273843400
2004-06-150.0230.0270.0272206000
2004-06-160.0240.0270.0278181500
2004-06-170.02330.0250.0253053600
2004-06-180.0220.0240.0232453900
2004-06-210.0240.0250.025349200
2004-06-220.030.0310.0311706500
2004-06-230.0290.0330.032580900
2004-06-240.0310.0340.034792300
2004-06-250.0310.0340.034639000
2004-06-280.0290.0320.032528600
2004-06-290.0270.0310.027124800
2004-06-300.0260.0290.028651800
2004-07-010.0260.0290.028282400
2004-07-020.0280.0310.031710600
2004-07-060.0280.0310.031390300
2004-07-070.0250.030.031125400
2004-07-080.0270.030.03242200
2004-07-090.0280.030.031203400
2004-07-120.0250.030.029277400
2004-07-130.0250.0290.0291589700
2004-07-140.0250.0280.028416500
2004-07-150.0260.0290.029306300
2004-07-160.0330.0350.033688200
2004-07-190.0350.0360.0364219500
2004-07-200.0340.0360.0365784900
2004-07-210.0330.0340.0344424000
2004-07-220.0260.0330.033574000
2004-07-230.0270.0310.0281724800
2004-07-260.0270.030.029575100
2004-07-270.0350.0380.0384982400
2004-07-280.0320.0350.0322119700
2004-07-290.0290.0320.031025400
2004-07-300.0290.0310.0293622100
2004-08-020.0350.040.0351653300
2004-08-030.0350.040.041056100
2004-08-040.0410.0420.0422391600
2004-08-050.0360.040.04660100
2004-08-060.0390.0420.042246200
2004-08-090.0420.0450.0451142500
2004-08-100.0470.050.051892900
2004-08-110.040.0440.0441336600
2004-08-120.0420.0440.044450800
2004-08-130.0360.0410.041465600
2004-08-160.0380.0430.04756600
2004-08-170.0280.030.033316700
2004-08-180.0320.0350.0352190918
2004-08-190.0310.0350.0352777401
2004-08-200.0310.0360.036301130
2004-08-230.0330.040.04585500
2004-08-240.0350.040.04619260
2004-08-250.040.0430.0432005600
2004-08-260.0360.040.04614865
2004-08-270.0390.0410.04375572
2004-08-300.0390.040.039469032
2004-08-310.0370.040.038214010
2004-09-010.0370.040.0415611
2004-09-020.0390.0420.0391599648
2004-09-030.0330.0380.038260700
2004-09-070.0340.040.04308150
2004-09-080.0390.0410.041845450
2004-09-090.0390.040.039476700
2004-09-100.0390.0410.041734000
2004-09-130.0370.0390.039241250
2004-09-140.0310.0350.0355818700
2004-09-150.030.0380.0355571500
2004-09-160.0290.0320.031354300
2004-09-170.0280.0320.0322205257
2004-09-200.0270.0320.0325124501
2004-09-210.02520.0270.0272244799
2004-09-220.0250.030.0253999690
2004-09-230.0250.030.03584200
2004-09-240.0260.0290.0283256500
2004-09-270.0260.0280.0289469973
2004-09-280.0250.0280.0286377000
2004-09-290.02350.0250.0252829700
2004-09-300.0220.0230.02258572168
2004-10-010.0240.0260.0263470350
2004-10-040.0260.0290.0272728188
2004-10-050.0240.0260.0268090812
2004-10-060.020.0220.02211258158
2004-10-070.020.0210.0217898758
2004-10-080.020.0220.0222964500
2004-10-110.01850.01950.01953228660
2004-10-120.020.0210.0211027900
2004-10-130.0180.020.0194641610
2004-10-140.01750.0190.01912363751
2004-10-150.01620.0180.0176356338
2004-10-180.01550.01650.01657451320
2004-10-190.0140.0150.0158481590
2004-10-200.0130.0150.0151500500
2004-10-210.0140.0150.0152197000
2004-10-220.0120.0130.0136168957
2004-10-250.0140.0150.0158082742
2004-10-260.01450.0160.0167047016
2004-10-270.0140.0150.0158397450
2004-10-280.0170.0190.0194022824
2004-10-290.0170.0180.01751516752
2004-11-010.01650.01750.0171203065
2004-11-020.01450.0160.01591624800
2004-11-030.0150.0160.016896750
2004-11-040.01650.0180.01792024158
2004-11-050.02050.02150.0218200373
2004-11-080.0180.020.01951676182
2004-11-090.0140.0150.014519660900
2004-11-100.0130.0140.01415833665
2004-11-110.01160.0120.01211760370
2004-11-120.0130.0140.01312370287
2004-11-150.0110.0120.0113262340
2004-11-160.0110.0120.0111792700
2004-11-170.01150.0130.01291293700
2004-11-180.01150.01250.01191456730
2004-11-190.01150.01250.0125725100
2004-11-220.0110.0120.01191372350
2004-11-230.0110.0120.0121155768
2004-11-240.0110.01350.012223500
2004-11-260.01150.0130.01256198809
2004-11-290.01020.01050.01059858352
2004-11-300.01020.0110.01097761124
2004-12-010.00980.0110.01091476000
2004-12-020.0090.010.00993161134
2004-12-030.00880.00950.00952719800
2004-12-060.0080.00840.00824986403
2004-12-070.00770.0080.00773786739
2004-12-080.00750.00780.00766441350
2004-12-090.00750.0080.00791270857
2004-12-100.00750.00770.00773645463
2004-12-130.00760.0080.00791543999
2004-12-140.00780.0080.00781445479
2004-12-150.00830.00950.009510283981
2004-12-160.0120.01270.01211961488
2004-12-170.01150.01180.01181423624
2004-12-200.01010.01130.0101835903
2004-12-210.00970.0110.01011276200
2004-12-220.00910.00960.00962723548
2004-12-230.00890.0090.00892565558
2004-12-270.00890.00940.0094730418
2004-12-280.010.0110.0112927708
2004-12-290.0120.01220.0122554938
2004-12-300.01280.01320.0138564600
2004-12-310.01190.0120.0124975201
2005-01-030.01120.01150.01122651110
2005-01-040.0110.01120.0112367687
2005-01-050.01020.0110.01032988249
2005-01-060.00990.01010.011827540
2005-01-070.00950.00970.00964536950
2005-01-100.01050.0110.01073773000
2005-01-110.00980.010.0098974000
2005-01-120.00980.010.0098857500
2005-01-130.010.0110.0109672660
2005-01-140.01020.01080.0102822840
2005-01-180.00960.00990.00982801605
2005-01-190.00950.010.012840000
2005-01-200.00890.00920.00899167150
2005-01-210.0090.00950.00951945160
2005-01-240.00870.0090.0091159500
2005-01-250.00880.00890.008817653858
2005-01-260.00870.00880.00873282961
2005-01-270.0090.00950.0099292733
2005-01-280.00910.00920.00921810800
2005-01-310.00920.00950.00924962100
2005-02-010.00910.00920.009121608315
2005-02-020.00950.00960.009627189003
2005-02-030.00980.010.00968437670
2005-02-040.01050.0110.0119656066
2005-02-070.010.01010.013360197
2005-02-080.00960.00980.00962890600
2005-02-090.00980.010.014837000
2005-02-100.01050.01090.01075517250
2005-02-110.0090.00920.00924095235
2005-02-140.00880.00890.008912934896
2005-02-150.00840.00890.008514246084
2005-02-160.00830.00890.00846471500
2005-02-170.00920.00930.00936438797
2005-02-180.00940.00960.0096940725
2005-02-220.00840.00860.00852688166
2005-02-230.00830.00870.00875009525
2005-02-240.00870.00950.0086765060
2005-02-250.00880.00930.00932272500
2005-02-280.00860.00920.0092758900
2005-03-010.00860.00920.00861676340
2005-03-020.00960.00990.00995293450
2005-03-030.00990.01020.01021621000
2005-03-040.00950.01020.012462200
2005-03-070.01020.01040.01046515320
2005-03-080.01170.01190.011910459500
2005-03-090.0110.01110.011110775839
2005-03-100.0160.01650.01619757660
2005-03-110.01650.01690.016527930408
2005-03-140.01640.01650.016516317436
2005-03-150.0230.02390.02328186817
2005-03-160.0210.0220.02220752501
2005-03-170.02550.0260.025522650734
2005-03-180.0240.02410.02416665794
2005-03-210.0220.02350.02348933227
2005-03-220.01950.020.01955248607
2005-03-230.01750.0190.01757038321
2005-03-240.01990.020.022994471
2005-03-280.020.0210.02111457001
2005-03-290.0190.0210.0211959883
2005-03-300.01850.01940.0191467489
2005-03-310.0180.01850.01897389035
2005-04-010.01730.0180.01762385421
2005-04-040.020.0210.0214536859
2005-04-050.01960.020.01962277727
2005-04-060.01990.020.021740130
2005-04-070.01950.01990.01991017598
2005-04-080.01920.01970.01971453200
2005-04-110.01810.01850.01851161800
2005-04-120.0190.01940.0191991741
2005-04-130.01820.0190.0191085569
2005-04-140.01850.01930.01931527074
2005-04-150.0180.01840.01844865374
2005-04-180.01850.01890.01892459273
2005-04-190.01830.01890.0189949500
2005-04-200.01860.01950.01943103110
2005-04-210.0210.02250.0223212578
2005-04-220.020.0210.0211789840
2005-04-250.01910.01950.01961582254
2005-04-260.01820.01850.01821621619
2005-04-270.01710.01780.01782894950
2005-04-280.0170.01720.01722707466
2005-04-290.01670.0170.0173900110
2005-05-020.01550.0160.0163943060
2005-05-030.01550.01650.01551449700
2005-05-040.01410.01450.01453265666
2005-05-050.01390.0140.0143801260
2005-05-060.01520.01550.01556254003
2005-05-090.0140.01420.0149821290
2005-05-100.01410.01420.01423330720
2005-05-110.01380.01390.01383642843
2005-05-120.01380.0140.01384346347
2005-05-130.0140.01450.0145787300
2005-05-160.01290.01330.01332967439
2005-05-170.01250.01280.01251831460
2005-05-180.0120.01230.01211392306
2005-05-190.01160.01180.01181233800
2005-05-200.0120.01240.01241408000
2005-05-230.0110.01150.0112725633
2005-05-240.01240.01250.01257270970
2005-05-250.0110.01230.01231561556
2005-05-260.0120.01250.01252343342
2005-05-270.0110.01250.01254637538
2005-05-310.0120.01250.0121764433
2005-06-010.0110.01180.01183212780
2005-06-020.0110.01250.01251679547
2005-06-030.01150.01250.01253039200
2005-06-060.01080.01150.01152945987
2005-06-070.01070.0110.011318625
2005-06-080.01070.01090.0111885950
2005-06-090.01050.0110.0112115000
2005-06-100.01060.0110.01091178852
2005-06-130.01180.0120.012934700
2005-06-140.01150.0120.0121197100
2005-06-150.01870.01880.018837438554
2005-06-160.0170.01750.017582785512
2005-06-170.01580.01590.015826527588
2005-06-200.01750.0180.01814552431
2005-06-210.02050.0210.02121323769
2005-06-220.02060.0210.020613534656
2005-06-230.01970.02050.026751682
2005-06-240.0190.01970.01976253441
2005-06-270.01720.01740.01728284011
2005-06-280.01590.01650.016218980341
2005-06-290.01390.0150.01525472675
2005-06-300.01590.0160.01612208619
2005-07-010.01540.01550.01523763481
2005-07-050.01510.01520.01519843541
2005-07-060.01680.01690.016415356711
2005-07-070.01590.01640.01645493549
2005-07-080.01590.0160.01611795900
2005-07-110.01710.01720.01723474342
2005-07-120.01780.01790.01796273352
2005-07-130.01740.01750.01753779416
2005-07-140.01720.01730.01733733366
2005-07-150.01680.01710.01697059070
2005-07-180.0240.0250.02432402795
2005-07-190.02350.0240.023942366710
2005-07-200.02010.0210.0219168505
2005-07-210.01950.01970.01979725031
2005-07-220.0190.020.025653322
2005-07-250.0190.01970.019513802882
2005-07-260.01850.01950.01952528976
2005-07-270.0190.01910.01913548840
2005-07-280.0180.01820.018210601050
2005-07-290.01920.01950.01929292154