L'impact des spams boursiers sur les volumes: Application de la méthodologie des études d’événement

Taoufik Bouraoui

No 2008-11, EconomiX Working Papers from University of Paris Nanterre, EconomiX

Abstract: This paper is dedicated to study the impact of the stock spams through the analysis of the variations of volumes. We use the methodology of the event studies on a sample of hundred ten firms of penny stock (firms with small size in the American market). Data cover the period of May 2002 to December 2007. The results show a meaningful and positive variations of the volumes essentially observed the first day of the event and to one least degree the following days. The stock spams resuscitated the activity on the market of penny stock.

Keywords: stock spam; event studies; penny stock (search for similar items in EconPapers)
Pages: 26 pages
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:drm:wpaper:2008-11

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