Price and Volume Information: (OBDP)

>  >  >   spam works: evidence from stock touts and corresponding market activity
DateBidAskSaleVolume
2004-06-090.170.380.15595000
2004-06-100.230.240.233992800
2004-06-140.230.2610.25341700
2004-06-150.230.2650.2695900
2004-06-160.20.2750.2482300
2004-06-170.180.240.246100
2004-06-180.130.370.2334200
2004-06-210.10.1850.185411200
2004-06-220.120.1850.1855700
2004-06-230.120.1850.1848100
2004-06-240.220.250.223181300
2004-06-250.20.230.22145300
2004-06-280.120.20.16220700
2004-06-290.120.20.1761400
2004-06-300.070.20.132700
2004-07-010.10.190.184900
2004-07-020.090.150.1516400
2004-07-060.090.20.1517700
2004-07-070.10.160.092200
2004-07-080.030.050.0375189600
2004-07-090.030.050.04515500
2004-07-120.030.080.0427000
2004-07-130.020.050.04124000
2004-07-140.020.05
2004-07-150.030.050.04895100
2004-07-160.030.050.045111000
2004-07-190.010.0450.0282900
2004-07-200.010.0450.0456000
2004-07-210.010.0450.0451000
2004-07-220.010.0450.0452300
2004-07-230.010.045
2004-07-260.010.045
2004-07-270.010.045
2004-07-280.0750.130.0981032700
2004-07-290.090.130.156800
2004-07-300.090.140.12133400
2004-08-020.040.0630.063288100
2004-08-030.0350.050.04547200
2004-08-040.040.050.05113000
2004-08-050.0150.0460.04464900
2004-08-060.020.0250.0253046900
2004-08-090.0250.0350.0373100600
2004-08-100.0250.0350.03179500
2004-08-110.0250.0290.026192000
2004-08-120.0250.0350.027152500
2004-08-130.0250.0350.038000
2004-08-160.0250.035
2004-08-170.020.0350.0377800
2004-08-180.020.0350.035000
2004-08-190.020.0350.0323900
2004-08-200.0350.0330000
2004-08-230.0450.027500
2004-08-240.010.0380.0369100
2004-08-250.0220.0350.038170000
2004-08-260.035
2004-08-270.0180.0350.035172200
2004-08-300.0250.035
2004-08-310.0180.0350.02152700
2004-09-010.0180.030.038300
2004-09-020.030.031000
2004-09-030.03
2004-09-070.030.0325000
2004-09-080.020.0350.0338000
2004-09-090.020.035
2004-09-100.020.0350.027200
2004-09-130.020.0350.0210000
2004-09-140.0220.030.025116000
2004-09-150.0220.03
2004-09-160.0220.030.0255400
2004-09-170.0220.03
2004-09-200.0220.03
2004-09-210.0220.030.02210000
2004-09-220.0250.015145000
2004-09-230.03
2004-09-240.029
2004-09-270.0040.0290.00575000
2004-09-280.03
2004-09-290.03
2004-09-300.03
2004-10-010.029
2004-10-040.03
2004-10-050.03
2004-10-060.03
2004-10-070.03
2004-10-080.030.034500
2004-10-110.030.0133200
2004-10-120.03
2004-10-130.030.0115000
2004-10-140.03
2004-10-150.03
2004-10-180.030.031500
2004-10-190.030.0048000
2004-10-200.0050.03
2004-10-210.030.00422500
2004-10-220.030.0118600
2004-10-250.03
2004-10-260.030.00535000
2004-10-270.03
2004-10-280.02850.005300000
2004-10-290.02850.0272000
2004-11-010.0050.020.02340249
2004-11-020.0050.020.0111600
2004-11-030.0050.020.00585000
2004-11-040.0050.020.0273999
2004-11-050.0050.020.0055208000
2004-11-080.0050.020.0195000
2004-11-090.0050.020.01560000
2004-11-100.0050.020.024000
2004-11-110.0050.02
2004-11-120.0050.020.00574000
2004-11-150.0050.02
2004-11-160.0050.02
2004-11-170.0050.02
2004-11-180.0050.02
2004-11-190.0050.020.0052000
2004-11-220.0050.020.021000
2004-11-230.0050.02
2004-11-240.0050.020.01956000
2004-11-260.0050.02
2004-11-290.0050.020.0168500
2004-11-300.0050.02
2004-12-010.0050.020.0267680
2004-12-020.0050.015
2004-12-030.0050.015
2004-12-060.0050.020.005100000
2004-12-070.010.020.0160000
2004-12-080.010.02
2004-12-090.080.090.0811114018
2004-12-100.1450.210.216455299
2004-12-130.240.340.331929759
2004-12-140.340.40.382274195
2004-12-150.450.590.571062344
2004-12-160.450.480.47629499
2004-12-170.340.380.371287994
2004-12-200.450.480.451842025
2004-12-210.60.630.61204212
2004-12-220.6950.740.741080917
2004-12-230.590.70.695506065
2004-12-270.580.660.6137107
2004-12-280.550.610.6218450
2004-12-290.610.690.68251680
2004-12-300.660.710.71336123
2004-12-310.840.90.855249412
2005-01-030.730.810.8164547
2005-01-040.730.780.78283927
2005-01-050.680.770.74190460
2005-01-060.780.850.76300500
2005-01-070.680.7350.73222567
2005-01-100.680.7350.72248310
2005-01-110.660.680.66172278
2005-01-120.650.690.67179959
2005-01-130.6750.6850.68434630
2005-01-140.680.7250.71357150
2005-01-180.750.810.765486593
2005-01-190.750.810.78354342
2005-01-200.720.760.75378655
2005-01-210.991.010.971107484
2005-01-241.111.251.15813672
2005-01-251.371.41.391105869
2005-01-261.31.41.3695138
2005-01-271.311.331.32596962
2005-01-2811.111.1952504
2005-01-310.850.920.851064559
2005-02-010.560.612261997
2005-02-020.610.6210.631102226
2005-02-030.610.630.621029143
2005-02-040.60.6380.635771875
2005-02-070.6150.645704022
2005-02-080.610.62833563
2005-02-090.6050.65426803
2005-02-100.6050.65212427
2005-02-110.6050.64196062
2005-02-140.6050.61179709
2005-02-150.625290646
2005-02-160.571369784
2005-02-170.50.55926173
2005-02-180.560.610.61423878
2005-02-220.540.60.54417749
2005-02-230.520.550.54155949
2005-02-240.4150.450.45570177
2005-02-250.3850.460.45696408
2005-02-280.40.460.42162530
2005-03-010.380.40.39244260
2005-03-020.310.3659867
2005-03-030.330.33583664
2005-03-040.280.4050.35141067
2005-03-070.380.40.4118624
2005-03-080.40.41214856
2005-03-090.410.48164741
2005-03-100.570.610.61597159
2005-03-110.650.680.67370401
2005-03-140.50.510.5495562
2005-03-150.510.60.5481555
2005-03-160.50.560.51217280
2005-03-170.470.570.582424
2005-03-180.470.560.5157346
2005-03-210.450.50.4990839
2005-03-220.40.430.4256817
2005-03-230.380.50.48338554
2005-03-240.40.43100058
2005-03-280.3450.38650753
2005-03-290.350.37325742
2005-03-300.40.44191000
2005-03-310.380.445575
2005-04-010.380.4162274
2005-04-040.380.458470
2005-04-050.380.410.498067
2005-04-060.380.40.38131726
2005-04-070.370.40.385231985
2005-04-080.3750.38251305
2005-04-110.3450.380.37169104
2005-04-120.330.35248201
2005-04-130.3450.380.3660642
2005-04-140.3450.35102652
2005-04-150.3450.3763300
2005-04-180.370.3864150
2005-04-190.350.430.4104320
2005-04-200.380.433760
2005-04-210.380.4188230
2005-04-220.380.454380
2005-04-250.380.4141690
2005-04-260.40.410.4121305
2005-04-270.40.430.4180975
2005-04-280.380.4550.4169210
2005-04-290.380.450.45130128
2005-05-020.380.450.4454965
2005-05-030.40.4550.45126353
2005-05-040.40.4550.4164140
2005-05-050.420.4550.4688250
2005-05-060.410.450.4460261
2005-05-090.460.490.49136820
2005-05-100.450.50.589860
2005-05-110.590.65630255
2005-05-120.590.660.64364206
2005-05-130.570.640.61234884
2005-05-160.620.640.64238459
2005-05-170.520.590.57363075
2005-05-180.450.630.652391
2005-05-190.540.630.6122176
2005-05-200.6550.66473864
2005-05-230.710.81226657
2005-05-240.930.9850.9852516349
2005-05-251.2451.2651.2554780628
2005-05-261.071.111.15364154
2005-05-271.21.211.211813190
2005-05-311.111.131.13698355
2005-06-011.111.161.14834450
2005-06-021.061.11.1350220
2005-06-031.091.151.09358726
2005-06-061.091.131.12148877
2005-06-071.011.091.07666207
2005-06-081.061.081.07585789
2005-06-091.121.141.12444452
2005-06-101.0051.061.03832692
2005-06-130.90.970.95850319
2005-06-140.80.830.8780650
2005-06-150.680.760.74605679
2005-06-160.730.820.8282636
2005-06-170.850.970.93314863
2005-06-200.850.910.9136613
2005-06-210.8250.860.825501865
2005-06-220.80.860.86222231
2005-06-230.790.880.81126919
2005-06-240.70.740.74357383
2005-06-270.590.630.6987193
2005-06-280.530.590.591208844
2005-06-290.520.590.55700584
2005-06-300.5250.550.55316452
2005-07-010.50.550.55543930
2005-07-050.50.560.51273357
2005-07-060.470.5050.5536971
2005-07-070.470.510.48150612
2005-07-080.450.50.46971883
2005-07-110.3850.410.41362658
2005-07-120.350.3950.381369840
2005-07-130.3850.420.4492783
2005-07-140.380.430.42635662
2005-07-150.410.490.45690040
2005-07-180.450.480.451432663
2005-07-190.430.450.43478641
2005-07-200.390.410.41652497
2005-07-210.390.4050.41105122
2005-07-220.380.420.4372682
2005-07-250.380.420.39595767
2005-07-260.370.40.37539835
2005-07-270.370.40.37480052
2005-07-280.370.420.38373011
2005-07-290.360.390.39216871