Price and Volume Information:
(CAEO)
> > >
spam works: evidence from stock touts and corresponding market activity
| Date | Bid | Ask | Sale | Volume |
| 2004-08-24 | 0.1 | | | |
| 2004-08-25 | 0.15 | | | |
| 2004-08-26 | 0.2 | | | |
| 2004-08-27 | 0.2 | | | |
| 2004-08-30 | 0.2 | | | |
| 2004-08-31 | 0.2 | | | |
| 2004-09-01 | 0.2 | | | |
| 2004-09-02 | 0.2 | 1 | | |
| 2004-09-03 | 0.2 | 1 | | |
| 2004-09-07 | 0.2 | 1 | | |
| 2004-09-08 | 0.2 | 1 | | |
| 2004-09-09 | 0.2 | 1 | | |
| 2004-09-10 | 0.2 | 1 | | |
| 2004-09-13 | 0.2 | 1 | | |
| 2004-09-14 | 0.2 | 1 | | |
| 2004-09-15 | 0.2 | 1 | | |
| 2004-09-16 | 0.2 | 1 | | |
| 2004-09-17 | 0.3 | 1 | | |
| 2004-09-20 | 0.3 | 1 | | |
| 2004-09-21 | 0.3 | 1 | | |
| 2004-09-22 | 0.5 | 1 | 0.56 | 5000 |
| 2004-09-23 | 0.5 | 1 | | |
| 2004-09-24 | 0.5 | 1 | | |
| 2004-09-27 | 0.51 | 1 | | |
| 2004-09-28 | 0.51 | 1 | | |
| 2004-09-29 | 0.51 | 1 | | |
| 2004-09-30 | 0.51 | 1 | | |
| 2004-10-01 | 0.51 | 1 | | |
| 2004-10-04 | 0.51 | 1 | | |
| 2004-10-05 | 0.51 | 1 | | |
| 2004-10-06 | 0.51 | 1 | | |
| 2004-10-07 | 0.51 | 1 | | |
| 2004-10-08 | 0.51 | 1 | | |
| 2004-10-11 | 0.51 | 1 | | |
| 2004-10-12 | 0.51 | 1 | | |
| 2004-10-13 | 0.51 | 1 | | |
| 2004-10-14 | 0.51 | 1 | | |
| 2004-10-15 | 0.51 | 1 | | |
| 2004-10-18 | 0.4 | 1 | | |
| 2004-10-19 | 0.4 | 1 | 0.405 | 741000 |
| 2004-10-20 | 0.4 | 0.75 | 0.404 | 260000 |
| 2004-10-21 | 0.4 | 0.75 | 0.404 | 149000 |
| 2004-10-22 | 0.4 | 0.75 | 0.402 | 60000 |
| 2004-10-25 | 0.4 | 0.75 | | |
| 2004-10-26 | 0.4 | 0.75 | | |
| 2004-10-27 | 0.4 | 0.75 | | |
| 2004-10-28 | 0.4 | 0.75 | | |
| 2004-10-29 | 0.4 | 0.75 | | |
| 2004-11-01 | 0.4 | 0.75 | | |
| 2004-11-02 | 0.4 | 0.75 | | |
| 2004-11-03 | 0.4 | 0.75 | 0.405 | 84900 |
| 2004-11-04 | 0.4 | 0.75 | 0.405 | 224000 |
| 2004-11-05 | 0.45 | 0.55 | 0.401 | 532000 |
| 2004-11-08 | 0.45 | 0.55 | | |
| 2004-11-09 | 0.45 | 0.55 | 0.54 | 12000 |
| 2004-11-10 | 0.45 | 0.55 | 0.55 | 3500 |
| 2004-11-11 | 0.45 | 0.55 | | |
| 2004-11-12 | 0.45 | 0.55 | | |
| 2004-11-15 | 0.45 | 0.55 | | |
| 2004-11-16 | 0.45 | 0.55 | | |
| 2004-11-17 | 0.45 | 0.6 | 0.5 | 5000 |
| 2004-11-18 | 0.45 | 0.6 | 0.6 | 500 |
| 2004-11-19 | 0.45 | 0.6 | | |
| 2004-11-22 | 0.45 | 0.6 | | |
| 2004-11-23 | 0.45 | 0.6 | | |
| 2004-11-24 | 0.48 | 0.6 | | |
| 2004-11-26 | 0.48 | 0.6 | | |
| 2004-11-29 | 0.48 | 0.6 | | |
| 2004-11-30 | 0.48 | 0.6 | | |
| 2004-12-01 | 0.48 | 0.6 | | |
| 2004-12-02 | 0.48 | 0.6 | | |
| 2004-12-03 | 0.48 | 0.6 | | |
| 2004-12-06 | 0.48 | 0.6 | | |
| 2004-12-07 | 0.45 | 0.6 | 0.5 | 22500 |
| 2004-12-08 | 0.45 | 0.6 | | |
| 2004-12-09 | 0.45 | 0.6 | 0.453 | 30000 |
| 2004-12-10 | 0.45 | 0.6 | | |
| 2004-12-13 | 0.45 | 0.6 | 0.58 | 4000 |
| 2004-12-14 | 0.45 | 0.6 | | |
| 2004-12-15 | 0.45 | 0.6 | | |
| 2004-12-16 | 0.45 | 0.6 | | |
| 2004-12-17 | 0.45 | 0.6 | | |
| 2004-12-20 | 0.45 | 0.6 | 0.6 | 5000 |
| 2004-12-21 | 0.45 | 0.6 | | |
| 2004-12-22 | 0.45 | 0.6 | | |
| 2004-12-23 | 0.45 | 0.6 | | |
| 2004-12-27 | 0.45 | 0.6 | | |
| 2004-12-28 | 0.45 | 0.6 | | |
| 2004-12-29 | 0.45 | 0.6 | | |
| 2004-12-30 | 0.45 | 0.6 | | |
| 2004-12-31 | 0.45 | 0.6 | | |
| 2005-01-03 | 0.45 | 0.6 | | |
| 2005-01-04 | 0.45 | 0.6 | | |
| 2005-01-05 | 0.45 | 0.6 | | |
| 2005-01-06 | 0.45 | 0.6 | | |
| 2005-01-07 | 0.45 | 0.6 | | |
| 2005-01-10 | 0.45 | 0.6 | | |
| 2005-01-11 | 0.45 | 0.6 | | |
| 2005-01-12 | 0.45 | 0.6 | | |
| 2005-01-13 | 0.45 | 0.6 | | |
| 2005-01-14 | 0.41 | 0.6 | 0.45 | 10000 |
| 2005-01-18 | 0.41 | 0.6 | | |
| 2005-01-19 | 0.45 | 0.6 | 0.49 | 30000 |
| 2005-01-20 | 0.45 | 0.6 | | |
| 2005-01-21 | 0.45 | 0.6 | | |
| 2005-01-24 | 0.45 | 0.6 | | |
| 2005-01-25 | 0.45 | 0.6 | 0.455 | 25000 |
| 2005-01-26 | 0.45 | 0.6 | | |
| 2005-01-27 | 0.45 | 0.6 | | |
| 2005-01-28 | 0.45 | 0.6 | | |
| 2005-01-31 | 0.45 | 0.6 | | |
| 2005-02-01 | 0.45 | 0.6 | | |
| 2005-02-02 | 0.45 | 0.6 | | |
| 2005-02-03 | 0.45 | 0.6 | | |
| 2005-02-04 | 0.45 | 0.6 | | |
| 2005-02-07 | 0.45 | 0.6 | | |
| 2005-02-08 | 0.45 | 0.6 | | |
| 2005-02-09 | 0.45 | 0.6 | | |
| 2005-02-10 | 0.45 | 0.6 | | |
| 2005-02-11 | 0.45 | 0.6 | | |
| 2005-02-14 | 0.45 | 0.6 | | |
| 2005-02-15 | 0.45 | 0.6 | | |
| 2005-02-16 | 0.45 | 0.6 | | |
| 2005-02-17 | 0.45 | 0.6 | | |
| 2005-02-18 | 0.45 | 0.6 | | |
| 2005-02-22 | 0.45 | 0.6 | | |
| 2005-02-23 | 0.45 | 0.6 | | |
| 2005-02-24 | 0.45 | 0.6 | 0.45 | 5000 |
| 2005-02-25 | 0.41 | 0.6 | 0.46 | 10000 |
| 2005-02-28 | 0.31 | 0.51 | 0.41 | 20000 |
| 2005-03-01 | 0.31 | 0.55 | 0.31 | 27500 |
| 2005-03-02 | 0.4 | 0.6 | 0.46 | 11500 |
| 2005-03-03 | 0.4 | 0.56 | | |
| 2005-03-04 | 0.4 | 0.56 | | |
| 2005-03-07 | 0.4 | 0.56 | | |
| 2005-03-08 | 0.4 | 0.56 | | |
| 2005-03-09 | 0.4 | 0.56 | | |
| 2005-03-10 | 0.4 | 0.56 | | |
| 2005-03-11 | 0.4 | 0.56 | | |
| 2005-03-14 | 0.4 | 0.6 | | |
| 2005-03-15 | 0.5 | 0.52 | 0.52 | 5000 |
| 2005-03-16 | 0.5 | 0.52 | | |
| 2005-03-17 | 0.5 | 0.52 | | |
| 2005-03-18 | 0.5 | 0.6 | | |
| 2005-03-21 | 0.5 | 0.6 | | |
| 2005-03-22 | 0.5 | 0.6 | 0.5 | 500 |
| 2005-03-23 | 0.5 | 0.6 | 0.5 | 550 |
| 2005-03-24 | 0.5 | 0.6 | | |
| 2005-03-28 | 0.5 | 0.6 | | |
| 2005-03-29 | 0.5 | 0.6 | | |
| 2005-03-30 | 0.42 | 0.45 | 0.41 | 12500 |
| 2005-03-31 | 0.35 | 0.6 | | |
| 2005-04-01 | 0.35 | 0.6 | | |
| 2005-04-04 | 0.35 | 0.6 | | |
| 2005-04-05 | 0.35 | 0.6 | | |
| 2005-04-06 | 0.35 | 0.45 | 0.45 | 10000 |
| 2005-04-07 | 0.38 | 0.6 | | |
| 2005-04-08 | 0.4 | 0.6 | | |
| 2005-04-11 | 0.38 | 0.6 | | |
| 2005-04-12 | 0.38 | 0.6 | 0.42 | 15000 |
| 2005-04-13 | 0.38 | 0.6 | | |
| 2005-04-14 | 0.38 | 0.6 | | |
| 2005-04-15 | 0.4 | 0.6 | | |
| 2005-04-18 | 0.4 | 0.6 | | |
| 2005-04-19 | 0.38 | 0.6 | 0.4 | 10000 |
| 2005-04-20 | 0.38 | 0.6 | | |
| 2005-04-21 | 0.4 | 0.6 | 0.405 | 20000 |
| 2005-04-22 | 0.38 | 0.45 | 0.41 | 10000 |
| 2005-04-25 | 0.38 | 0.6 | | |
| 2005-04-26 | 0.38 | 0.6 | | |
| 2005-04-27 | 0.38 | 0.61 | 0.6 | 15000 |
| 2005-04-28 | 0.38 | 0.61 | | |
| 2005-04-29 | 0.38 | 0.61 | | |
| 2005-05-02 | 0.4 | 0.63 | 0.6 | 7350 |
| 2005-05-03 | 0.45 | 0.63 | 0.45 | 450 |
| 2005-05-04 | 0.45 | 0.63 | | |
| 2005-05-05 | 0.45 | 0.6 | | |
| 2005-05-06 | 0.42 | 0.6 | 0.47 | 5000 |
| 2005-05-09 | 0.42 | 0.6 | | |
| 2005-05-10 | 0.42 | 0.6 | | |
| 2005-05-11 | 0.42 | 0.6 | | |
| 2005-05-12 | 0.42 | 0.5 | | |
| 2005-05-13 | 0.42 | 0.5 | 0.46 | 20500 |
| 2005-05-16 | 0.42 | 0.5 | 0.45 | 500 |
| 2005-05-17 | 0.42 | 0.5 | 0.48 | 24500 |
| 2005-05-18 | 0.42 | 0.5 | | |
| 2005-05-19 | 0.42 | 0.5 | | |
| 2005-05-20 | 0.42 | 0.5 | | |
| 2005-05-23 | 0.42 | 0.51 | 0.47 | 25000 |
| 2005-05-24 | 0.45 | 0.51 | 0.45 | 500 |
| 2005-05-25 | 0.5 | 0.52 | 0.52 | 652150 |
| 2005-05-26 | 0.45 | 0.55 | 0.52 | 142511 |
| 2005-05-27 | 0.45 | 0.57 | 0.45 | 64830 |
| 2005-05-31 | 0.64 | 0.67 | 0.67 | 1079509 |
| 2005-06-01 | 0.67 | 0.7 | 0.68 | 946826 |
| 2005-06-02 | 0.59 | 0.66 | 0.66 | 363645 |
| 2005-06-03 | 0.59 | 0.63 | 0.62 | 434933 |
| 2005-06-06 | 0.5 | 0.57 | 0.57 | 289415 |
| 2005-06-07 | 0.45 | 0.51 | 0.49 | 112521 |
| 2005-06-08 | 0.4 | 0.51 | 0.4 | 188465 |
| 2005-06-09 | 0.41 | 0.51 | 0.42 | 65206 |
| 2005-06-10 | 0.4 | 0.45 | 0.415 | 75501 |
| 2005-06-13 | 0.4 | 0.5 | 0.46 | 33400 |
| 2005-06-14 | 0.4 | 0.5 | 0.418 | 15817 |
| 2005-06-15 | 0.35 | 0.42 | 0.41 | 49100 |
| 2005-06-16 | 0.36 | 0.38 | 0.36 | 27071 |
| 2005-06-17 | 0.35 | 0.42 | 0.355 | 30662 |
| 2005-06-20 | 0.31 | 0.42 | 0.32 | 37795 |
| 2005-06-21 | 0.32 | 0.47 | 0.45 | 92910 |
| 2005-06-22 | 0.32 | 0.47 | | |
| 2005-06-23 | 0.32 | 0.47 | 0.32 | 14300 |
| 2005-06-24 | 0.32 | 0.47 | 0.32 | 11150 |
| 2005-06-27 | 0.34 | 0.47 | 0.34 | 3850 |
| 2005-06-28 | 0.34 | 0.47 | 0.395 | 1300 |
| 2005-06-29 | 0.34 | 0.47 | 0.39 | 41100 |
| 2005-06-30 | 0.34 | 0.37 | 0.355 | 323500 |
| 2005-07-01 | 0.34 | 0.45 | 0.34 | 300 |
| 2005-07-05 | 0.32 | 0.45 | 0.35 | 11735 |
| 2005-07-06 | 0.32 | 0.39 | 0.34 | 3075 |
| 2005-07-07 | 0.32 | 0.36 | | |
| 2005-07-08 | 0.32 | 0.36 | 0.325 | 20800 |
| 2005-07-11 | 0.32 | 0.36 | 0.33 | 43674 |
| 2005-07-12 | 0.32 | 0.36 | 0.32 | 39600 |
| 2005-07-13 | 0.315 | 0.33 | 0.32 | 22800 |
| 2005-07-14 | 0.315 | 0.36 | 0.315 | 11989 |
| 2005-07-15 | 0.315 | 0.39 | 0.33 | 17400 |
| 2005-07-18 | 0.315 | 0.39 | 0.315 | 3900 |
| 2005-07-19 | 0.315 | 0.39 | 0.315 | 10000 |
| 2005-07-20 | 0.315 | 0.4 | 0.32 | 28461 |
| 2005-07-21 | 0.285 | 0.32 | 0.32 | 6840 |
| 2005-07-22 | 0.285 | 0.32 | | |
| 2005-07-25 | 0.285 | 0.32 | 0.29 | 52365 |
| 2005-07-26 | 0.22 | 0.28 | 0.29 | 13002 |
| 2005-07-27 | 0.2 | 0.3 | 0.15 | 24247 |
| 2005-07-28 | 0.2 | 0.3 | 0.2 | 12440 |
| 2005-07-29 | 0.22 | 0.3 | 0.22 | 85500 |