Research on Stock Spikes

Discussion in 'Trading' started by marshg, Nov 20, 2006.

  1. marshg


    I was wondering if anyone knew of any research on seriously spiking stocks--vaguely defined in my mind by a stock with a near vertical rise in a short period [say at least 25% within 10 days--not that that particular criteria is important but the sharp short-term spiking is]? What I'm wondering is what is the after effect [on average] after such spikes--if one doesn't count annouced takeover situations. I'm assuming after such a sharp rise, the stock is likely to be volatile in both directions, but if there are any studies/research that has actually looked at this and confirmed that hunch, that'd be of high interest to me.
    [I couldn't find anything on this from googling--but of course there may be more skilled googlers out there than me].
    Last, if you don't know of such research but know how I'd go about doing a bit of a study myself, please let me know. I'd be happy to share the results to anyone who's contributed to helping me here.
    any help is much appreciated.