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The Variability of IPO Initial Returns
16 references·4 citing·33 second hop
The Variability of IPO Initial Returns (2006)The Variability of IPO Initial ReturnsWhy Has IPO Underpricing Changed Over Time (2004)Why Has IPO Underpricing Chan…Why Don’t Issuers Get Upset About Leaving Money on the Table in IPOs? (2002)Why Don’t Issuers Get Upset A…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…Underwriter Reputation, Initial Returns, and the Long‐Run Performance of IPO Stocks (1998)Underwriter Reputation, Initi…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1995)Autoregressive Conditional He…The Long‐Run Performance of initial Public Offerings (1991)The Long‐Run Performance of i…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Initial Public Offerings and Underwriter Reputation (1990)Initial Public Offerings and …Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…How investment bankers determine the offer price and allocation of new issues (1989)How investment bankers determ…Why new issues are underpriced (1986)Why new issues are underpricedInvestment banking, reputation, and the underpricing of initial public offerings (1986)Investment banking, reputatio…The "Hot Issue" Market of 1980 (1984)The "Hot Issue" Market of 1980Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Subordinated Stochastic Pro…IPO waves and the issuance process (2014)IPO waves and the issuance pr…Institutional Environment, Firm Ownership and IPO First-Day Returns: Evidence from China (2014)Institutional Environment, Fi…Primary market characteristics and secondary market frictions of stocks (2011)Primary market characteristic…IPO Information Aggregation and Underwriter Quality (2009)IPO Information Aggregation a…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Role of Market Forces in Assuring Contractual Performance (1981)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)A Model of the Demand for Investment Banking Advising and Distribution Services for New Issues (1982)Information and the Cost of Capital (2004)Theory of Rational Option Pricing (1973)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)MEDIA LEGITIMATION EFFECTS IN THE MARKET FOR INITIAL PUBLIC OFFERINGS. (2003)Theory of rational option pricing (2005)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Does the Stock Market Overreact? (1985)INITIAL PUBLIC OFFERINGS (1988)Event Studies in Economics and Finance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Analysis of Economic Time-Series-Part I: Prices (1953)An Intertemporal Capital Asset Pricing Model (1973)Option pricing when underlying stock returns are discontinuous (1976)The variation of certain speculative prices (1997)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Expected stock returns and volatility (1987)The Cross‐Section of Volatility and Expected Returns (2006)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The distribution of realized stock return volatility (2001)Asymmetric correlations of equity portfolios (2002)Default Risk in Equity Returns (2004)The Econometrics of Financial Markets (2012)Econometric Analysis of Cross Section and Panel Data (2001)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
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  • 1991The Long‐Run Performance of initial Public Offerings3,500 cited
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  • 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
  • 1986Investment banking, reputation, and the underpricing of initial public offerings2,581 cited
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  • 1984The "Hot Issue" Market of 19801,586 cited
  • 1998Underwriter Reputation, Initial Returns, and the Long‐Run Performance of IPO Stocks

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

1,510 cited
  • 2002Why Don’t Issuers Get Upset About Leaving Money on the Table in IPOs?1,384 cited
  • Cited by

    • 2009IPO Information Aggregation and Underwriter Quality40 cited
    • 2014Institutional Environment, Firm Ownership and IPO First-Day Returns: Evidence from China30 cited
    • 2014IPO waves and the issuance process23 cited
    • 2011Primary market characteristics and secondary market frictions of stocks23 cited