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

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  • Taoufik Bouraoui

    (EconomiX - EconomiX - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique)

Abstract

Ce papier est consacré à l'étude de l'impact des spams boursiers à travers l'analyse des variations de volumes. Nous utilisons la méthodologie des études d'événement sur un ensemble de cent dix entreprises du penny stock (entreprises de petite taille sur le marché américain) sur la période allant de Mai 2002 à Décembre 2007. Les résultats trouvés montrent des variations significatives et positives des volumes observées essentiellement le premier jour de l'événement et à un degré moindre les jours suivants. L'envoi des spams boursiers a ranimé l'activité sur le marché de penny stock.

Suggested Citation

  • Taoufik Bouraoui, 2008. "L'impact des spams boursiers sur les volumes : Application de la méthodologie des études d’événement," Working Papers hal-04140747, HAL.
    • Handle: RePEc:hal:wpaper:hal-04140747
    Note: View the original document on HAL open archive server: https://hal.science/hal-04140747
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    References listed on IDEAS

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