SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Initial Public Offerings as Lotteries: Skewness Preference and First-Day Returns
16 references·16 citing·35 second hopsampled
Initial Public Offerings as Lotteries: Skewness Preference and First-Day Returns (2011)Initial Public Offerings as Lotteries: Sk…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Theory of games and economic behavior (2019)Theory of games and economic …Who Gambles in the Stock Market? (2009)Who Gambles in the Stock Mark…A Review of IPO Activity, Pricing, and Allocations (2002)A Review of IPO Activity, Pri…Conditional Skewness in Asset Pricing Tests (2000)Conditional Skewness in Asset…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …The Long‐Run Performance of initial Public Offerings (1991)The Long‐Run Performance of i…Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…Initial Public Offerings and Underwriter Reputation (1990)Initial Public Offerings and …Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Why new issues are underpriced (1986)Why new issues are underpricedInvestment banking, reputation, and the underpricing of initial public offerings (1986)Investment banking, reputatio…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS* (1976)SKEWNESS PREFERENCE AND THE V…Theory of Games and Economic Behavior (1945)Theory of Games and Economic …Searching for Gambles: Gambling Sentiment and Stock Market Outcomes (2020)Searching for Gambles: Gambli…Lottery-Related Anomalies: The Role of Reference-Dependent Preferences (2019)Lottery-Related Anomalies: Th…Idiosyncratic skewness, gambling preference, and cross-section of stock returns: Evidence from China (2019)Idiosyncratic skewness, gambl…Cumulative Prospect Theory, Option Returns, and the Variance Premium (2018)Cumulative Prospect Theory, O…Attention allocation and return co-movement: Evidence from repeated natural experiments (2018)Attention allocation and retu…Time-Varying Demand for Lottery: Speculation Ahead of Earnings Announcements (2016)Time-Varying Demand for Lotte…The conceptual and empirical relationship between gambling, investing, and speculation (2016)The conceptual and empirical …Gambling preference and individual equity option returns (2016)Gambling preference and indiv…Do Mutual Fund Investors Overweight the Probability of Extreme Payoffs in the Return Distribution? (2016)Do Mutual Fund Investors Over…Conglomerate Investment, Skewness, and the CEO Long‐Shot Bias (2016)Conglomerate Investment, Skew…Do investors overpay for stocks with lottery-like payoffs? An examination of the returns of OTC stocks (2014)Do investors overpay for stoc…Probability Weighting and Employee Stock Options (2013)Probability Weighting and Emp…Trading as Gambling (2012)Trading as GamblingSoft Strategic Information and IPO Underpricing (2012)Soft Strategic Information an…Do Financial Markets Reward Buying or Selling Insurance and Lottery Tickets? (2012)Do Financial Markets Reward B…Do Investors Overpay for Stocks with Lottery-Like Payoffs? An Examination of the Returns on OTC Stocks (2011)Do Investors Overpay for Stoc…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Judgment under Uncertainty: Heuristics and Biases (1975)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)On Persistence in Mutual Fund Performance (1997)The Cross‐Section of Volatility and Expected Returns (2006)Introductory Econometrics for Finance (2008)… and the Cross-Section of Expected Returns (2015)Risk, Ambiguity, and the Savage Axioms (1961)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Does the Stock Market Overreact? (1985)INITIAL PUBLIC OFFERINGS (1988)Event Studies in Economics and Finance (1997)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)In Search of Attention (2011)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)Commonality in liquidity (2000)Is Information Risk a Determinant of Asset Returns? (2002)Does Algorithmic Trading Improve Liquidity? (2011)Toward a positive theory of consumer choice (1980)Non-cooperative games (1989)Correlated Equilibrium as an Expression of Bayesian Rationality (1987)Multiagent systems: algorithmic, game-theoretic, and logical foundations (2009)Evolutionary Game Theory (2011)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2019Theory of games and economic behavior16,630 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1945Theory of Games and Economic Behavior3,887 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 1991The Long‐Run Performance of initial Public Offerings3,500 cited
  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 2000Conditional Skewness in Asset Pricing Tests2,837 cited
  • 1986Why new issues are underpriced2,788 cited
  • 1986Investment banking, reputation, and the underpricing of initial public offerings2,581 cited
  • 2002A Review of IPO Activity, Pricing, and Allocations2,452 cited
  • 1990Initial Public Offerings and Underwriter Reputation2,442 cited
  • 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1,808 cited
  • 2009Who Gambles in the Stock Market?

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1,808 cited

Cited by

  • 2018Attention allocation and return co-movement: Evidence from repeated natural experiments180 cited
  • 2014Do investors overpay for stocks with lottery-like payoffs? An examination of the returns of OTC stocks175 cited
  • 2019Lottery-Related Anomalies: The Role of Reference-Dependent Preferences169 cited
  • 2012Trading as Gambling149 cited
  • 2016Gambling preference and individual equity option returns118 cited
  • 2016Time-Varying Demand for Lottery: Speculation Ahead of Earnings Announcements99 cited
  • 2019Idiosyncratic skewness, gambling preference, and cross-section of stock returns: Evidence from China97 cited
  • 2016The conceptual and empirical relationship between gambling, investing, and speculation94 cited
  • 2020Searching for Gambles: Gambling Sentiment and Stock Market Outcomes91 cited
  • 2018Cumulative Prospect Theory, Option Returns, and the Variance Premium71 cited
  • 2016Conglomerate Investment, Skewness, and the CEO Long‐Shot Bias70 cited
  • 2016Do Mutual Fund Investors Overweight the Probability of Extreme Payoffs in the Return Distribution?64 cited
  • 2011Do Investors Overpay for Stocks with Lottery-Like Payoffs? An Examination of the Returns on OTC Stocks60 cited
  • 2012Do Financial Markets Reward Buying or Selling Insurance and Lottery Tickets?58 cited
  • 2013Probability Weighting and Employee Stock Options51 cited
  • 2012Soft Strategic Information and IPO Underpricing51 cited