Spam Works: Evidence from Stock Touts and Corresponding Market Activity

>  >  >   a supplemental website for data exploration

Laura Frieder
Purdue University—Krannert School of Management

l l r e s p r u . d
 i f i d @ u d e e u

Jonathan Zittrain
Oxford Internet Institute; Harvard Law School; University of Oxford Faculty of Law

z t r i @ a . a v r . d
 i t a n l w h r a d e u

If the email addresses are unreadable, click here. They cannot be copied/pasted directly from this page.

Link to the working paper on SSRN.

Explore the Data

This website allows readers to look at the spam messages and stock price movements that formed the raw data used in the paper.

Simulate a Stock Purchase

What does this simulation do?

As recipient | As spammer

Buy stock the day of touting.

Sell stock the day of touting.

Transaction cost assessed on purchases and sales:

Symbol: (Leave blank for random symbol)

The detailed simulation will appear on a separate page and contains detailed information and graphs. The simulation summary will appear below, and it requires Javascript.