Unité mixte de recherche 7235

The impact of stock spams on volatility

Taoufik Bouraoui

[en]This paper is dedicated to study the impact of stock spams through the analysis of the variations of volatility. We use the methodology of event studies on a sample of hundred ten firms. The results show positive and significant changes in volatility during 12 days of the event window; a widening of the variation [lowest price – highest price] was noticed following the consignment of messages by the spammers. The sending of stock spams affected the behaviour of investors, indicating thus that the spamming activity is a lucrative business.[/en]

AGENDA

lundi 12 juin 2023

Law, Institutions and Economics in Nanterre (LIEN)

Arthur Silve (IAST / Univ. Laval)

TBA

jeudi 15 juin 2023

Lunch

Guillaume Pierné

TBA

lundi 19 juin 2023

Law, Institutions and Economics in Nanterre (LIEN)

Juan Mora-Sanguinetti (Banco de Espana)

TBA

mardi 20 juin 2023

Colloques et Workshops

Webinar TELE –Theoretical European Law & Economics

mardi 20 juin 2023

When should non-performance of contracts be excused under changed circumstances?

Henrik Lando (Copenhagen Business School, Denmark)

1:30 pm to 2:45 pm (Paris time)

When should non-performance of contracts be excused under changed circumstances?

jeudi 22 juin 2023

Doctorants

Mathilde Aubouin

Distributional Effect of Environmental Regulation of Mobile Data

vendredi 1 septembre 2023

Professeurs invités

Ken Yahagi

lundi 18 septembre 2023

Colloques et Workshops

L’économie de la régulation entre intérêt public et intérêts privés : capture, conflits d’intérêts et revolving doors

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