This is a summary of links featured on Quantocracy on Thursday, 08/17/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Pump-and-Dump via Twitter [CXO Advisory]Do stock scammers use Twitter to manipulate prices of microcap stocks? In his August 2017 paper entitled Market Manipulation and Suspicious Stock Recommendations on Social Media, Thomas Renault performs an event study to analyze returns for microcap stocks around spikes in Twitter activity about the stocks. He identifies tweets about a stock as those containing a dollar sign ($) before its