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Characterizing the risk of IPO long-run returns : the impact of momentum, liquidity, skewness, and investment
Carter, Richard B.; Dark, Frederick H.; Floros, Ioannis V. - In: Financial management 40 (2011) 4, pp. 1067-1086
Persistent link: https://www.econbiz.de/10009541523
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At-the-market offerings
Billett, Matthew T.; Floros, Ioannis V.; Garfinkel, Jon A. - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 3, pp. 1263-1283
Persistent link: https://www.econbiz.de/10012139408
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Characterizing the Risk of IPO Long-Run Returns : The Impact of Momentum, Liquidity, Skewness, and Investment
Carter, Richard B. - 2012
We study 6,686 IPOs spanning the period 1981-2005 and find that the new issues puzzle disappears in a Fama-French three-factor framework. IPOs do not underperform in the aftermarket on a risk-adjusted basis and do not underperform a matched sample of non-issuers. IPO underperformance is...
Persistent link: https://www.econbiz.de/10013116834
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The behavior of option price around large block transactions in the underlying security
Kumar, Raman - In: The journal of finance : the journal of the American … 47 (1992) 3, pp. 879-889
Persistent link: https://www.econbiz.de/10001132039