Price and Volume Information: (SMSE)

>  >  >   spam works: evidence from stock touts and corresponding market activity
DateBidAskSaleVolume
2004-01-020.1010.110.105205000
2004-01-050.1050.120.117300
2004-01-060.1150.130.125155000
2004-01-070.1150.130.12191200
2004-01-080.110.120.11141200
2004-01-090.110.120.12145700
2004-01-120.110.130.1190000
2004-01-130.1050.120.1075127500
2004-01-140.1050.1150.11529500
2004-01-150.1050.120.125200
2004-01-160.0950.120.12266000
2004-01-200.0950.120.09510700
2004-01-210.0950.1050.095199600
2004-01-220.10.110.10554100
2004-01-230.1050.120.12105000
2004-01-260.1050.120.1243000
2004-01-270.1250.140.135262200
2004-01-280.1250.140.1355400
2004-01-290.140.1550.14148200
2004-01-300.140.150.15211800
2004-02-020.130.150.14237100
2004-02-030.140.1450.14317600
2004-02-040.130.140.13112700
2004-02-050.140.1450.14244100
2004-02-060.140.150.15244500
2004-02-090.140.1550.15105500
2004-02-100.110.120.12543200
2004-02-110.110.120.12127700
2004-02-120.110.130.13103000
2004-02-130.110.120.1312600
2004-02-170.1050.120.1198900
2004-02-180.10.110.153700
2004-02-190.1050.110.105131000
2004-02-200.1050.110.105246600
2004-02-230.080.090.08160500
2004-02-240.080.090.08174200
2004-02-250.090.110.1207100
2004-02-260.080.10.1235000
2004-02-270.10.120.11379000
2004-03-010.110.120.1287300
2004-03-020.090.110.152600
2004-03-030.090.105
2004-03-040.090.1050.09529700
2004-03-050.090.1050.1059700
2004-03-080.090.1050.1104600
2004-03-090.10.1050.10510000
2004-03-100.120.130.12100400
2004-03-110.1250.140.13211500
2004-03-120.140.150.15251900
2004-03-150.1250.130.125167600
2004-03-160.120.1250.12533900
2004-03-170.120.1250.12198200
2004-03-180.1250.1350.1335000
2004-03-190.1350.14250.135347500
2004-03-220.1350.14250.135193200
2004-03-230.110.130.11569000
2004-03-240.110.130.1282500
2004-03-250.130.14250.1310000
2004-03-260.130.140.13164000
2004-03-290.120.140.1487800
2004-03-300.130.140.13708800
2004-03-310.110.1250.11159300
2004-04-010.090.0950.1019362300
2004-04-020.090.10.1595500
2004-04-050.0850.090.09187600
2004-04-060.0880.0950.087604600
2004-04-070.080.090.08277000
2004-04-080.080.0850.085254700
2004-04-120.070.0850.075201200
2004-04-130.080.090.09240100
2004-04-140.0850.090.08565000
2004-04-150.0850.10.0926400
2004-04-160.0950.1050.10363500
2004-04-190.080.10.105125500
2004-04-200.080.0850.08255900
2004-04-210.0750.0850.08238400
2004-04-220.0750.0850.075109000
2004-04-230.0750.0850.0868000
2004-04-260.070.0850.07548900
2004-04-270.070.0750.075250800
2004-04-280.0610.080.073465400
2004-04-290.0730.080.08136800
2004-04-300.0710.07750.072129300
2004-05-030.070.07750.077544000
2004-05-040.070.080.08236000
2004-05-050.0610.0850.08135300
2004-05-060.070.090.08184000
2004-05-070.080.10.1374500
2004-05-100.08250.10.115500
2004-05-110.0950.110.101155000
2004-05-120.090.0950.09585700
2004-05-130.070.090.0775192400
2004-05-140.0610.0650.065263500
2004-05-170.070.080.0858800
2004-05-180.0650.080.065350000
2004-05-190.060.080.06155600
2004-05-200.0550.0650.055693500
2004-05-210.0550.060.055255000
2004-05-240.0580.0640.0611000
2004-05-250.0550.0650.063114500
2004-05-260.0550.064
2004-05-270.0550.0650.06533900
2004-05-280.0650.070.07200000
2004-06-010.0660.0730.07327000
2004-06-020.0670.0750.06610000
2004-06-030.0650.0750.07132000
2004-06-040.070.0750.071161000
2004-06-070.0650.0730.073101000
2004-06-080.0650.0730.07320000
2004-06-090.0520.0640.059271600
2004-06-100.0550.064
2004-06-140.0550.064
2004-06-150.060.0630.06263100
2004-06-160.0580.0620.0655000
2004-06-170.0580.062
2004-06-180.0580.062
2004-06-210.050.060.051175100
2004-06-220.04650.0520.05176000
2004-06-230.04650.0520.05296000
2004-06-240.050.060.0581000
2004-06-250.050.060.057262000
2004-06-280.050.06
2004-06-290.04650.0550.055138000
2004-06-300.0450.0550.04550000
2004-07-010.040.0450.04236700
2004-07-020.0450.050.05100500
2004-07-060.040.050.0410000
2004-07-070.040.050.0415000
2004-07-080.040.05
2004-07-090.0350.0450.04211000
2004-07-120.0450.050.04565100
2004-07-130.0450.0550.0568000
2004-07-140.0350.0450.04288500
2004-07-150.040.050.05141100
2004-07-160.0520.0590.052240000
2004-07-190.0520.0580.053105000
2004-07-200.040.0520.052138300
2004-07-210.0450.0540.04543100
2004-07-220.0350.0450.0465000
2004-07-230.0450.0540.05610000
2004-07-260.0520.0550.05486800
2004-07-270.050.060.0638700
2004-07-280.050.06
2004-07-290.050.06
2004-07-300.050.060.0520000
2004-08-020.0420.050.0530000
2004-08-030.0420.05
2004-08-040.050.060.0554500
2004-08-050.050.0550.05430500
2004-08-060.050.0550.0554000
2004-08-090.050.0550.0510000
2004-08-100.040.050.04155000
2004-08-110.0450.0550.0515132700
2004-08-120.0450.0550.04520800
2004-08-130.040.050.04530000
2004-08-160.040.0530.055000
2004-08-170.0350.040.04331400
2004-08-180.0350.040.04355600
2004-08-190.0370.040.04386000
2004-08-200.0320.0330.032362300
2004-08-230.0320.0380.03833500
2004-08-240.0320.0380.03825000
2004-08-250.0320.0370.035290000
2004-08-260.0350.0420.035120300
2004-08-270.040.0420.042144563
2004-08-300.0320.0420.0425000
2004-08-310.0370.042
2004-09-010.0380.042
2004-09-020.0390.0420.0461000
2004-09-030.0420.0450.045196100
2004-09-070.0390.040.04210000
2004-09-080.0380.040.04145000
2004-09-090.0350.0380.038133000
2004-09-100.0370.040.0455400
2004-09-130.0380.0430.03831600
2004-09-140.0380.0430.04350600
2004-09-150.0380.0410.04357000
2004-09-160.0360.0380.03968500
2004-09-170.0340.0370.037385500
2004-09-200.030.0330.03355000
2004-09-210.0320.0370.034416000
2004-09-220.0320.0350.0322500
2004-09-230.0320.035
2004-09-240.0320.0350.033340000
2004-09-270.0290.0330.033210315
2004-09-280.0270.03050.029223000
2004-09-290.0240.0260.0242165000
2004-09-300.0250.030.028422400
2004-10-010.0280.030.028590100
2004-10-040.0280.0290.028264000
2004-10-050.0250.0290.0285265000
2004-10-060.0290.0330.03170100
2004-10-070.030.0330.032319300
2004-10-080.0260.030.026257000
2004-10-110.0280.0330.03361000
2004-10-120.0280.0330.03325400
2004-10-130.0260.0310.0366000
2004-10-140.0280.0310.0352000
2004-10-150.0260.0310.031395000
2004-10-180.0280.030.03576750
2004-10-190.0270.030.03189000
2004-10-200.0270.0290.02718750
2004-10-210.0260.0290.029105000
2004-10-220.0260.029
2004-10-250.0260.029
2004-10-260.0250.0260.026462000
2004-10-270.030.0310.031757800
2004-10-280.0280.0310.028407000
2004-10-290.0290.0310.02959600
2004-11-010.02850.0310.0315100
2004-11-020.02850.031
2004-11-030.030.0320.03155000
2004-11-040.0350.0380.038596000
2004-11-050.030.035
2004-11-080.030.0380.03385000
2004-11-090.030.038
2004-11-100.0280.0320.03125400
2004-11-110.0280.0350.03266000
2004-11-120.0280.035
2004-11-150.0280.0340.0315370
2004-11-160.0280.0320.03149000
2004-11-170.0280.0310.03185000
2004-11-180.0260.0290.02839600
2004-11-190.0230.0240.024399120
2004-11-220.0180.020.02287500
2004-11-230.0180.0210.018207000
2004-11-240.020.0230.021173700
2004-11-260.0220.0250.025134000
2004-11-290.0220.0250.02231000
2004-11-300.020.0250.022290000
2004-12-010.0210.0250.02285800
2004-12-020.0220.0250.022121000
2004-12-030.020.0250.0213000
2004-12-060.020.0250.0225000
2004-12-070.0220.0250.023286100
2004-12-080.0220.025
2004-12-090.0180.0220.0298000
2004-12-100.0180.0220.0228675
2004-12-130.0210.0250.021210000
2004-12-140.020.0240.0270000
2004-12-150.020.0240.029000
2004-12-160.020.0240.02500
2004-12-170.020.0240.02146300
2004-12-200.020.0240.02449650
2004-12-210.020.024
2004-12-220.02560.030.031491100
2004-12-230.0260.030.026450000
2004-12-270.0240.0280.025103200
2004-12-280.0240.0310.03197000
2004-12-290.030.0310.03243074
2004-12-300.030.0310.03110000
2004-12-310.030.032
2005-01-030.030.0320.03210000
2005-01-040.0240.0320.0326100
2005-01-050.0240.0320.0344800
2005-01-060.0240.032
2005-01-070.0240.032
2005-01-100.0250.0310.03507600
2005-01-110.0250.031
2005-01-120.0250.0290.02548000
2005-01-130.0250.0290.02915700
2005-01-140.0250.0310.0295200000
2005-01-180.0250.0310.031555104
2005-01-190.0260.0270.026521000
2005-01-200.0190.0260.026280000
2005-01-210.0190.026
2005-01-240.0190.026
2005-01-250.0180.026
2005-01-260.0180.026
2005-01-270.0180.020.018330000
2005-01-280.0180.02
2005-01-310.0230.0250.025326200
2005-02-010.020.0240.022395100
2005-02-020.020.0230.0233600
2005-02-030.020.023
2005-02-040.0170.020.018145000
2005-02-070.0180.020.01950250
2005-02-080.0220.0250.025851000
2005-02-090.020.0230.02350000
2005-02-100.0190.0250.0191500
2005-02-110.0190.025
2005-02-140.0190.025
2005-02-150.0250.0260.026460500
2005-02-160.0260.0280.02880000
2005-02-170.0270.0290.028634000
2005-02-180.0260.0280.026241000
2005-02-220.0220.0280.02852315
2005-02-230.0220.0280.02820000
2005-02-240.0250.027
2005-02-250.0240.0280.0272000
2005-02-280.0230.028
2005-03-010.0220.0240.022376000
2005-03-020.0150.0170.015155700
2005-03-030.01380.0140.014275900
2005-03-040.01380.0140.014150000
2005-03-070.010.0120.012381000
2005-03-080.010.012
2005-03-090.010.0130.01215000
2005-03-100.0250.030.031296800
2005-03-110.0130.0150.013883550
2005-03-140.0130.020.01312000
2005-03-150.0130.020.0135000
2005-03-160.0130.0190.015129800
2005-03-170.0130.019
2005-03-180.0130.019
2005-03-210.0130.0190.01570000
2005-03-220.0130.0190.01939000
2005-03-230.0140.0190.015153600
2005-03-240.0140.019
2005-03-280.0160.0230.022207000
2005-03-290.0170.020.017385000
2005-03-300.0170.02
2005-03-310.020.0220.022130000
2005-04-010.0180.021
2005-04-040.0170.0220.0229500
2005-04-050.0170.0210.02220000
2005-04-060.0170.0210.0230000
2005-04-070.01250.0190.019480800
2005-04-080.0190.020.019120000
2005-04-110.0190.020.0250000
2005-04-120.01250.0180.017222500
2005-04-130.0130.0180.01820000
2005-04-140.0150.020.01860000
2005-04-150.0160.020.0220000
2005-04-180.0160.020.016250
2005-04-190.0160.02
2005-04-200.0160.02
2005-04-210.0160.02
2005-04-220.0160.020.01958000
2005-04-250.0160.02
2005-04-260.0160.020.01935000
2005-04-270.0160.020.0168500
2005-04-280.0160.02
2005-04-290.0130.020.01610000
2005-05-020.0130.02
2005-05-030.0130.020.015195000
2005-05-040.0130.02
2005-05-050.01250.0140.013310000
2005-05-060.01250.014
2005-05-090.0120.020.02265000
2005-05-100.0120.018
2005-05-110.0120.018
2005-05-120.01190.018
2005-05-130.0120.018
2005-05-160.01190.0160.01267800
2005-05-170.0130.0160.0122430
2005-05-180.0130.0160.016509500
2005-05-190.0130.0180.016250
2005-05-200.0130.018
2005-05-230.0130.018
2005-05-240.0120.0195
2005-05-250.0120.0195
2005-05-260.0120.0195
2005-05-270.0120.0180.014150000
2005-05-310.0120.018
2005-06-010.0120.0180.0121100
2005-06-020.0120.018
2005-06-030.0120.0180.012100000
2005-06-060.0130.0180.01212500
2005-06-070.0120.0180.0135000
2005-06-080.0090.0140.0150000
2005-06-090.0090.0140.00940000
2005-06-100.010.0140.01190
2005-06-130.0090.0140.0098039
2005-06-140.0090.014
2005-06-150.0090.014
2005-06-160.0090.014
2005-06-170.0060.0080.008310000
2005-06-200.0060.008
2005-06-210.0060.0080.0087000
2005-06-220.0060.008
2005-06-230.0060.0080.00611780
2005-06-240.0060.0080.0088500
2005-06-270.0040.0050.005197000
2005-06-280.00310.0050.00445000
2005-06-290.00310.005
2005-06-300.0030.0040.003150000
2005-07-010.0030.0080.00420000
2005-07-050.0030.008
2005-07-060.0030.008
2005-07-070.0030.0050.00356437
2005-07-080.0030.0050.003500
2005-07-110.0030.005
2005-07-120.0030.005
2005-07-130.0030.005
2005-07-140.0030.0050.00530000
2005-07-150.0030.0050.00514000
2005-07-180.0030.0080.003285500
2005-07-190.0030.008
2005-07-200.0030.0080.0081000
2005-07-210.0030.007
2005-07-220.0030.007
2005-07-250.0030.007
2005-07-260.0030.007
2005-07-270.0030.007
2005-07-280.0030.007
2005-07-290.0030.007
2005-08-010.0030.007
2005-08-020.0030.007
2005-08-030.0030.007
2005-08-040.0030.007
2005-08-050.0030.007
2005-08-080.0030.007
2005-08-090.0030.007
2005-08-100.0030.007
2005-08-110.0030.007
2005-08-120.0030.007
2005-08-150.0030.007
2005-08-160.0030.007
2005-08-170.0030.007
2005-08-180.0030.007
2005-08-190.0030.0070.00320000
2005-08-220.0020.0030.003115000
2005-08-230.00310.0060.00360000
2005-08-240.00310.006
2005-08-250.0030.006
2005-08-260.0030.006
2005-08-290.0030.006
2005-08-300.0030.006
2005-08-310.0030.006
2005-09-010.0030.006
2005-09-020.0030.006
2005-09-060.0030.006
2005-09-070.0030.0060.0035500
2005-09-080.0030.006
2005-09-090.0030.006
2005-09-120.0030.006
2005-09-130.0030.006
2005-09-140.0030.006
2005-09-150.010.0150.0141445000
2005-09-160.030.0390.031138500
2005-09-190.030.0350.0342276340
2005-09-200.0320.0350.034466000
2005-09-210.0250.030.03615000
2005-09-220.0250.0290.025279000
2005-09-230.0280.0330.032561800
2005-09-260.0250.027
2005-09-270.0250.0270.026129450
2005-09-280.0210.0230.022985000
2005-09-290.030.0320.03666155
2005-09-300.030.03760.0351349650
2005-10-030.0280.0330.031765750
2005-10-040.0250.030.028144200
2005-10-050.0240.030.02451500
2005-10-060.0180.0210.02284000
2005-10-070.0150.020.01559775
2005-10-100.0150.0165
2005-10-110.0150.020.0225000
2005-10-120.010.0160.01100000
2005-10-130.010.016
2005-10-140.0070.0090.008130000
2005-10-170.0050.0060.005700000
2005-10-180.0080.0090.0091622000
2005-10-190.0070.00850.0081275000
2005-10-200.0090.010.0158000
2005-10-210.0120.0130.011472000
2005-10-240.0060.010.006308500
2005-10-250.0060.01
2005-10-260.0060.010.0064700
2005-10-270.00510.00550.00511050000
2005-10-280.00550.0060.0055215085
2005-10-310.0090.01150.01151375567
2005-11-010.0120.0130.012921900
2005-11-020.0170.020.021622700
2005-11-030.0220.0230.0222761400
2005-11-040.0340.0350.0351612744