Literaturüberblick
Literatur
Literatur zu den gleichgewichtsgeleiteten Erklärungsmodellen:
Modell | Autor / Titel / Quelle | Download |
Winners' Curse | Levis, Mario The Winner's Curse Problem, Interest Costs and the Underpricing of Initial Public Offerings The Economic Journal, Vol. 100. Iss. 399, März 1990, S. 76-89 | |
Winners' Curse | Rock, Kevin Why New Issues Are Underpriced Journal of Financial Economics, Vol. 15, 1986, S. 187-212 | |
Ex-ante Unsicherheit | Beatty, Randolph P.; Ritter, Jay R. Investment Banking, Reputation, and the Underpricing of Initial Public Offerings Journal of Financial Economics, Vol. 15, 1986, S. 213-232 | |
Ex-ante Unsicherheit | Draho, Jason The Effect of Uncertainty on the Underpricing of IPOs Working Paper, Department of Economics, Yale University, Mai, 2001 |  |
Ex-ante Unsicherheit | Drake, Philip; Noel, James The Role of Demand-Side Uncertianty in IPO Underpricing Working Paper, Thunderbird, The American Graduate School of International Management, | |
Ex-ante Unsicherheit | Gomes, Armando Going Public with Asymmetric Information, Agency Costs, and Dynamic Trading Working Paper, The Wharton School, University of Pennsylvania, , The Rodney L. White Center for Financial Research, 004-99 | |
Ex-ante Unsicherheit | Leland, Hayne E.; Pyle, David H. Informational Asymmetries, Financial Structure, and Financial Intermediation Journal of Finance, Vol. 32, Iss. 2, Mai 1977, S. 371-387 | |
Ex-ante Unsicherheit | Ling, David C.; Ryngaert, Michael Valuation uncertainty, institutional involvement, and the underpricing of IPOs: The case of REITs Journal of Financial Economics, Vol. 43, 1997, S- 433-456 | |
Reputation der Emissionshäuser | Carter, Richard B.; Manaster, Steven Initial Public Offerings and Underwriter Reputation Journal of Finance, Vol. 45, Nr. 4, 1990, S. 1045-1067 | |
Reputation der Emissionshäuser | Carter, R.B. et al Underwriter Reputation, Initial Returns, and the Long-Run Performance of IPO Stocks The Journal of Finance, Vol 53, No. 1, February 1998 | |
Reputation der Emissionshäuser | Fabrizzio, Stefano Asymmetric information and underpricing of IPOs: the role of the underwriter, the prospectus and the analysts. An empirical examination of the Italian Situation Working Paper, Economic Research Department of the Italian Securities Exchange Commission (CONSOB), Version: September 2000 | |
Reputation der Emissionshäuser | Jain, Bharat A.; Kini, Omesh On investment banker monitoring in the new issue market Journal of Banking & Finance, Vol. 23, 1999, S. 49-84 | |
Signalling | Allen, Franklin; Faulhaber, Gerald R. Signaling by Underpricing in the IPO Market Journal of Financial Economics, Vol. 23, 1989, S. 303-323 | |
Signalling | Allen, Franklin; Faulhaber, Gerald R. Signaling by Underpricing in the IPO Market Journal of Financial and Quantitative Analysis, Vol. 45, No. 1, Februrary 2010 | |
Signalling | Chemmanur; Thomas J. The Pricing of Initial Public Offerings: A Dynamic Model with Information Production Journal of Finance, Vol. 48, Iss. 1, März 1993, S. 285-304 | |
Signalling | Ellingsen, Tore; Rydqvist, Kristian The Stock Market as a Screening Device and the Decision to Go Public Working Paper in Economics and Finance No. 174, Stockholm School of Economics/Norwegian School of Management, May 1997 | |
Signalling | Grinblatt, Mark; Hwang, Yang Signalling and the Pricing of New Issues Journal of Finance, Vol. 44, No. 2, 1989 | |
Signalling | Welch, Ivo Seasoned Offerings, Imitation Costs, and the Underpricing of Initial Public Offerings Journal of Finance, Vol. 44, No. 2, 1989 | |
Informationsvorsprung der Emissionshäuser | Baron, D. A Model of the Deman for Investment Banking Advising and Distribution Services for New Issues Journal of Finance, Vol. 37, 1982, S. 955-976 | |
Venture Capital | Black, Bernard S.; Gilson, Ronald J. Venture capital and the structure of capital markets: banks versus stock markets Journal of Finanial Economics, Vol. 47, 1998, S. 243-277 | |
Venture Capital | Booth, J.; Smith, R. Capital Raising, underwriting and the certification hypothesis Journal of Finanial Economics, Vol. 15, 1986, S. 261-281 | |
Venture Capital | Hamao, Yasushi; Packer, Frank; Ritter Jay R. Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan Pacific-Basin Finance Journal, Vol. 8, 2000, S. 529-558 | |
Venture Capital | Lin, Timothy H.; Smith, Richard L. Insider reputation and selling decisions: the unwinding of venture capital investments during equity IPOs Journal of Corporate Finance, Vol. 4, 1998, S. 241-263 | |
Venture Capital | Megginson, W.L.; Weiss, K.A. Venture Capitalist Certification in Initial Public Offerings Journal of Finance, Vol. 46, 1991, S. 879-903 | |
Marktreputation | Hunger, Adrian IPO-Underpricing und die Besonderheiten des Neuen Marktes. Eine ökonomische Analyse börsenrechtlicher Marktsegmentierung Peter Lang-Verlag, Frankfurt am Main, 2001, ISBN: 3-631-37805-X | |
Marktreputation | Hunger, Adrian IPO-Underpricing im Kontext einer vertikalen Marktsegmentierung Studien zur Kredit und Finanzwirtschaft/Studies in Credit and Finance, Band 180 Duncker & Humblot-Verlag, Berlin, 2005, ISBN: 3-428-11901-0 | |
Literatur zu den Ad-Hoc-Hypothesen
Modell | Autor / Titel / Quelle | Download |
Legal Liability | Drake, P.D.; Vetsuypens, M.R. IPO Underpricing and Insurance against Legal Liability Financial Management, Vol. 22, 1993, S. 64-73 | |
Legal Liability | Hughes, Patricia J.; Thakor, Anjan V. Litigation Risk, Intermediation, and the Underpricing of Initial Public Offerings Review of Financial Studies, Vol. 5, Iss. 4, 1992, S. 709-742 | |
Legal Liability | Lowry, Michelle; Shu, Susan Litigation risk and IPO-Underpricing Journal of Financial Economics, 2002 | |
Legal Liability | Nanda, V.; Yun, Y. Reputation and Financial Intermediation: An Empirical Investigation of the Impact of IPO Mispricing on Underwriter Market Value Journal of Financial Intermediation, Vol. 6, 1997, S. 39-63 | |
Legal Liability | Tinic, Seha M. Anatomy of Initial Public Offerings of Common Stock Journal of Finance , Vol. 43, No. 4, 1988, S. 789-822 | |
Monopolstellung der Banken | Chalk, A.; Peavy, J. Initial Public Offerings: Daily returns, offering types and the price effect Financial Analysts Journal , Vol. 43, 1987, S. 65-69 | |
Monopolstellung der Banken | Logue, D. On the Pricing of Unseasoned Equity Issues The Journal of Financial Quantitative Analysis , Vol. 8, 1973, S. 91-103 | |
Monopolstellung der Banken | Logue, D. Premia on Unseasoned Equity Issues, 1965-1969 Journal of Economics and Business , Vol. 25, 1973, S. 133-141 | |
Monopolstellung der Banken | Reilly, F.K. New Issues Revisited Financial Management , Vol. 6, 1977, S. 28-42 | |
Monopolstellung der Banken | Ritter, J.R. The Hot Issue Market of 1980 Journal of Business , Vol. 57, 1984, S. 215-240 | |
Institutional Allocation | Aggarwal, R.; Prabhala, N.R.; Puri, M. Institutional Allocation in Initial Public Offerings: Empirical Evidence Working Paper, Georgetown University, Washington D.C., 2001 | |
Institutional Allocation | Boehmer, Ekkehart; Fishe, Raymond P.H. Do Underwriters Encourage Stock Flipping ? A New Explanation for the Underpricing of IPOs Working Paper, Securities and Exchange Commission, Draft May 2000 | |
Institutional Allocation | Cocca, T.D.. Das Zuteilungsdilemma der Emissionsbank Working Paper, Institut für schweizerisches Bankwesen der Universität Zürich, Schweiz, 2000 | |
Institutional Allocation | Hanley, Kathleen Weiss; Wilhelm, William J. Evidence on the strategic allocation of initial public offerings Journal of Financial Economics, Vol. 37, 1995, S. 239-257 | |
Institutional Allocation | Ljungqvist, Alexander P.; Nanda, Vikram; Singh, Rajdeep Hot Markets, Investor Sentiment, and IPO Pricing Working Paper, NYU Stern School of Business and CEPR, October 2001 | |
Institutional Allocation | Ritter, J.; Welch, I. A Review of IPO Activity, Pricing and Allocations The Journal of Finance, Vol. 62, No. 4, August 2002 | |
Institutional Allocation | Robinson, R. M. et al. Underpricing and IPO Ownership Retention Journal of Economics and Finance, Vol. 28, No. 1, 2004 | |
Kurspflege der Emissionshäuser | Adams, M.; Thornton, B.; Baker, R. Asymmetric Price Adjustment: Are IPO Prices too "Sticky"? Journal of Business & Economic Research, Vol. 7, No. 5, May 2009 | |
Kurspflege der Emissionshäuser | Benveniste, Lawrence M.; Busaba, Walid Y.; Wilhelm, Wiliam J. Price stabilization as a bonding mechanism in new equity issues Journal of Financial Economics, Vol. 42, 1996, S. 223-255 | |
Kurspflege der Emissionshäuser | Benveniste, Lawrence M.; Erdal, Sina M.; Wilhelm, William J. Who benefits from secondary market price stabilization of IPOs? Journal of Banking, & Finance, Vol. 22, 1998, S. 741-767 | |
Kurspflege der Emissionshäuser | Flannery, Mark J. Comment on Benveniste, Erdal and Wilhelm, Jr. Journal of Banking, & Finance, Vol. 22, 1998, S. 768-772 | |
Kurspflege der Emissionshäuser | Ruud, Judith S. Underwriter price support and the IPO underpricing puzzle Journal of Financial Economics, Vol. 34, 1993, S. 135-151 | |
Prospect Theory | Allais, M. Le Comportement de l'Homme Rationnel Devant le Risque: Critique des Postulats et des Axiomes de l'Ecole Americains Econometrica, Vol. 21, Nr. 4, 1953, S. 503-546 | |
Prospect Theory | Kahnemann, D.; Tversky, A. Prospect Theory: An Analysis of Decision und Risk Econometrica, Vol. 47, 1979, S. 263-292 | |
Prospect Theory | Loughran, Tim; Ritter, Jay R. Why Don't Issuers Get Upset About Leaving Money on the Table in IPOs? Working Paper, University of Notre Dame, October 2000 | |
Speculative Bubbles | Döhrmann, A. Underpricing oder Fair Value. Das Kursverhalten deutscher Erstemissionen Deuscher Universitätsverlag , Wiesbaden, 1990 | |
Speculative Bubbles | Aggarwal, R.; Rivoli, P. Fads in the Initial Public Offering Marktet? Financial Management, Vol. 19, 1990, S. 45-57 | |
Speculative Bubbles | Bossaerts, P.; Hillion, P. IPO Post-Issue Markets: Questionable Predilections But Diligent Learners Working Paper No. 1014, California Institut of Technology, Pasadena, 1997 | |
Speculative Bubbles | Helwege, J.; Liang, N. Initial Public Offerings in Hot and Cold Markets Working Paper, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System, August, 1996 | |
Speculative Bubbles | Kunz, Roger M.; Aggarwal, Reena Why initial public offerings are underpriced: Evidence from Switzerland Journal of Banking & Finance, Vol. 18, 1994, S. 705-723 | |
Speculative Bubbles | Rajan, R.; Servaes, H. Analyst Following and Initial Public Offerings The Journal of Finance, Vol. 52, 1997, S. 507-529 | |
Hot Issue | Ritter, J.R. The Hot Issue Market of 1980 Journal of Business , Vol. 57, 1984, S. 215-240 | |
Hot Issue | Derrien, F.; Womack, K.L. Auction vs. Bookbuilding and the Control of Underpricing in Hot IPO Markets The Review of Financial Studies, Vol 16, No. 1, 2003 |
Literatur zu empirischen Länderstudien für Deutschland
Autor / Titel / Quelle | Download |
Ehrhardt, Olaf; Nowak, Eric Private Benefits and Minority Shareholder Expropriation - Empirical Evidence from IPOs of Geman Family-Owned Firms Working Paper, Center for Financial Studies, Johann Wolfgang Goethe Universität, Frankfurt, No. 2001/10 | |
Fohlin, Caroline IPO Underpricing in Two Universes: Berlin, 1882-1892, and New York, 1998-2000 Social Science Working Paper 1088, California Institute of Technology, May 2000 | |
Hunger, Adrian IPO-Underpricing im Kontext einer vertikalen Marktsegmentierung Studien zur Kredit und Finanzwirtschaft/Studies in Credit and Finance, Band 180 Duncker & Humblot-Verlag, Berlin, 2005 ISBN: 3-428-11901-0 | |
Hunger, Adrian IPO-Underpricing und die Besonderheiten des Neuen Marktes. Eine ökonomische Analyse börsenrechtlicher Marktsegmentierung Lang-Verlag, Frankfurt am Main, 2001 | |
Hunger, Adrian Market Segmentation and IPO-Underpricing: The German Experience Working Paper, Ludwig-Maximilians-Universität München, Institut für Kapitalmarktforschung und Finanzierung, Februar 2003 | |
Kaserer, Christoph; Kempf, Volker Das Underpricing-Phänomen am deutschen Kapitalmarkt und seine Ursachen Zeitschrift für Bankrecht und Bankwirtschaft, 1/1995, S. 45-68 | |
Kiss, Imre IPO-Pricing am Neuen Markt - Balance zwischen Emittenten- und Anlegerinteressen Die Bank, 7/200 | |
Klein, Peter, G.; Zoeller, Kathrin Universal-Bank Underwriting and Conflicts of Interest: Evidence from German Initial Public Offerings Working Paper, University of Georgia, May, 2001 | |
Khurshed, A.; Renneboog, L. Why are the French so different from the Germany? Underpricing of IPOs on the Euro New Markets International Review of Law and Economics, Vol. 29, 2009 | |
Ljungqvist, Alexander P. Pricing initial public offerings: Furher evidence from Germany European Economic Review, Vol. 41, 1997, S. 1309-1320 | |
Löffler, Gunter Zeichnungsrenditen am Neuen Markt: Gleichgewicht oder Ineffizienz? Working Paper, Lehrstuhl für Bankbetriebslehre, Johann Wolfgang Goethe-Universität, Frankfurt, Version: Juli 2000 | |
Nowak, Eric; Gropp, Alexandra Ist der Ablauf der Lock-up-Frist bei Neuemissionen ein kursrelevantes Ereignis? Eine empirische Analyse von Unternehmen des Neuen Marktes Working Paper Series: Finance & Accounting, Johann Wolfgang Goethe-Universität Frankfurt am Main, No. 63, 2000 | |
Schlag, Christian; Wodrich, Anja Has There Always Been Underpricing and Long-Run Underperformance? - IPOs in Germany Before World War I Working Paper, Center for Financial Studies, Frankfurt, November 2000 | |
Schmidt, Reinhard H. et al. Underpricing bei deutschen Erstemissionen 1984/85 Zeitschrift für Betriebswirtschaft, 58. Jg., 1988, S. 1193-1203 | |
Uhlir, Helmut Der Gang an die Börse und das Underpricing-Phänomen Zeitschrift für Bankrecht und Bankwirtschaft, 1/1989 | |
Wasserfallen, Walter; Wittleder, Christian Pricing initial public offerings. Evidence from Germany European Economic Review, Vol. 38, 1994, S. 1505-1517 | |
Wilkens, Marco; Graßhoff, Armin Das Underpricing-Phänomen bei Aktienneuemissionen - Systematisierung von Erklärungsansätzen und Überblick über empirische Untersuchungen IBFG-Studien, Institut für betriebswirtschaftliche Geldwirtschaft der Universität Göttingen, Nr. 11, September 1999 |
Literatur zu empirischen Länderstudien für Europa
Land | Autor / Titel / Quelle | Download |
Europa | Faugeron-Crouzet, A.M. IPO Auctions: English, Dutch, ... French, and Internet Journal of Financial Intermediation, Vol. 11, 2002 | |
Europa | Ritter, J.R. Differences between Euopean and American IPO Markets European Financial Management, Vol. 9, No. 4, August 2002 | |
Finnland | Keloharju The winner's curse, legal liability, and the long-run price performance of initial public offerings in Finland Journal of Financial Economics, Vol. 34, 1993, S. 251-27 | |
Finnland | Westerholm, Joakim The Activity of the Underwriter in Initial Public Offerings, Evidence from the Limit Order Book of the Helsinki Stock Exchange Working Paper, Swedish School of Economics and Business Administration, Finland, 1998 | |
Frankreich | Hunger, Adrian IPO-Underpricing im Kontext einer vertikalen Marktsegmentierung Studien zur Kredit und Finanzwirtschaft/Studies in Credit and Finance, Band 180 Duncker & Humblot-Verlag, Berlin, 2005 ISBN: 3-428-11901-0 | |
Frankreich | Khurshed, A.; Renneboog, L. Why are the French so different from the Germany? Underpricing of IPOs on the Euro New Markets International Review of Law and Economics, Vol. 29, 2009 | |
Großbritannien | Brennan, M.J.; Franks, J. Underpricing, ownership and control in initial public offerings of equity securities in the UK Journal of Financial Economics, Vol. 45, 1997, S. 391-413 | |
Italien | Arosio, Roberto; Giudici, Giancarlo; Paleari, Stefano Why Do (or Did) Internet-Stock IPOs Leave So Much "Money on The Table" ? Australasian Finance and Banking Conference, Sydney, Australien, Dezember 2000 | |
Italien | Arosio, Roberto; Giudici, Giancarlo; Paleari, Stefano What Drives the Initial Market Performance of Italian IPOs ? An Empirical Investigation on Underpricing and Price Support FMA Annual Meeting, Seattle, USA. Oktober 2000 | |
Italien | Arosio, Roberto; Giudici, Giancarlo; Paleari, Stefano The Market Performance of Italian IPOs in the Long-Run Working Paper, Universita degli Studi die Bergamo, Italien, Preliminary Draft, Januar 2001 | |
Italien | Fabrizzio, Stefano Asymmetric information and underpricing of IPOs: the role of the underwriter, the prospectus and the analysts. An empirical examination of the Italian Situation Working Paper, Economic Research Department of the Italian Securities Exchange Commission (CONSOB), Version: September 2000 | |
Italien | Giudici, Giancarlo; Paleari, Stefano Underpricing, Price Stabilization and Long-Run Performance in Intial Public Offerings: A Study on the Italian Stock Market Between 1985 and 1998 Asia Pacific Finance Association, Annual Meeting, Melbourne, July 1999 | |
Italien | Hunger, Adrian IPO-Underpricing im Kontext einer vertikalen Marktsegmentierung Studien zur Kredit und Finanzwirtschaft/Studies in Credit and Finance, Band 180 Duncker & Humblot-Verlag, Berlin, 2005 ISBN: 3-428-11901-0 | |
Niederland | Frederikslust, Ruud A.I.; van der Geest, Roy A. Initial returns and long-run performance of private equity-backed initial public offerings on the Amsterdam Stock Exchange Working Paper, Rooterdam Scholl of Management, Erasmus University Rotterdam | |
Österreich | Aussenegg, Wolfgang Short and Long-Run Performance of Initial Public Offerings in the Austrian Stock Market Working Paper, Vienna University of Technology, Draft: August 1997 | |
Österreich | Hunger, Adrian IPO-Underpricing im Kontext einer vertikalen Marktsegmentierung Studien zur Kredit und Finanzwirtschaft/Studies in Credit and Finance, Band 180 Duncker & Humblot-Verlag, Berlin, 2005 ISBN: 3-428-11901-0 | |
Polen | Aussenegg, Wolfgang Privatization versus Private Sector: Initial Public Offerings in Poland Working Paper, Vienna University of Technology, Draft: May 2000 | |
Schweiz | Hunger, Adrian IPO-Underpricing im Kontext einer vertikalen Marktsegmentierung Duncker & Humblot-Verlag, Berlin, 2005 ISBN: 3-428-11901-0 | |
Schweiz | Kunz, Roger M.; Aggarwal, Reena Why initial public offerings are underpriced: Evidence from Switzerland Journal of Banking & Finance, Vol. 18, 1994, S. 705-723 | |
Spanien | Alvarez, Susana; Gonzales, Victor M. Long-Run Performance of Initial Public Offerings (IPOs) in the Spanish Capital Market Working Paper, University of Oviedo, Spanien | |
Türkei | Kiymaz, Halil The initial aftermarkt performance of IPOs in an emerging market: evidence from Istanbul stock exchange Journal of Multinational Financial Management, Vol. 10, 2000, S. 213-227 |
Literatur zu empirischen Länderstudien für die USA
Autor / Titel / Quelle | Download |
Aggarwal, Reena; Prabhala, Nagpurnanand R.; Puri, Manju Institutional Allocation in Initial Public Offerings: Empirical Evidence Journal of Finance, June 2002, Vol. 57(3), S1421-1442 | |
Busaba, Walid Y.; Benveniste, Lawrence M.; Guo, Re-Jin The option to withdraw IPOs during the premarket: empirical analysis Journal of Financial Economics, Vol. 60, 2001, S. 73-102 | |
Birkenbeul, Claus The Specific Underpricing of IPOs in U.S. Stock Markets Market Reputation as a Determinant Working Paper, Munich Business School, Juli 2010 | |
Degeorge, F., Derrien, F., Womack, K.L. Auctioned IPOs: The U.S. Evidence Swiss Finance Institute, University of Lugano,ECGI, Research Paper 08-38 | |
Foerster, Stephen R.; Karolyi, G.Andrew The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stock Listing in the United States Journal of Finance, Vol. 54, Iss. 3, Juni 1999, S. 981-1013 | |
Fohlin, Caroline IPO Underpricing in Two Universes: Berlin, 1882-1892, and New York, 1998-2000 Social Science Working Paper 1088, California Institute of Technology, May 2000 | |
Loughran, Tim NYSE vs NASDAQ returns Journal of Financial Economics, Vol. 33, 1993, S. 241-260 | |
Ritter, Jay R. The "Hot Issue" Market of 1980 Journal of Business, Vol. 57, Iss. 2, 1984, S. 215-240 | |
Ritter Jay. R. The Long-Run Performance of Initial Public Offerings Journal of Finance, Vol. 56, No. 1, 1991, S. 3-27 | |
Ritter, J.R. Differences between Euopean and American IPO Markets European Financial Management, Vol. 9, No. 4, August 2002 |
Literatur zu empirischen Länderstudien für weitere Länder
Land | Autor / Titel / Quelle | Download |
Australien | Lee, Philip J.; Taylor, Stephen L.; Walter, Terry S. Australian IPO pricing in the short and long run Journal of Banking & Finance, Vol. 20, 1996, S. 1189-1210 | |
China | Mok, Henry M.K.; Hui, Y.V. Underpricing and aftermarket performance of IPOs in Shanghai, China Pacific-Basin Finance Journal, Vol. 6, 1998, S. 453-474 | |
China | Su, Dongwei; Fleisher, Belton M. An Empirical Investigation of Underpricing in Chinese IPOs Working Paper, Department of Economics, The Ohio State University, January 1997 | |
Indien | Shah, Ajay The Indian IPO Market: Suggestions for Institutional Arrangements Working Paper, Centre for Monitoring Indian Economy, Bombay, India, June 1995 | |
Indien | Shah, Ajay The Indian IPO Market: Empirical Facts Working Paper, Centre for Monitoring Indian Economy, Bombay, India, June 1995 | |
Japan | Amihud, Yakov; Mendelson, Haim; Uno, Jun Number of Shareholders and Stock Prices: Evidence from Japan Journal of Finance, Vol. 54, Iss. 3, Juni 1999, S. 1169-1184 | |
Japan | Pettway, Richard H.; Kaneko, Takashi The effects of removing price limits and introducing auctions upon short-term IPO returns: The case of Japanese IPOs Pacific-Basin Finance Journal, Vol. 4, 1996, S. 241-258 | |
Japan | Hamao, Yasushi; Packer, Frank; Ritter Jay R. Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan Pacific-Basin Finance Journal, Vol. 8, 2000, S. 529-558 | |
Malaysia | Paudyal, K.; Saadouni, B.; Briston, R.J. Privatisation initial public offerings in Malaysia: Initial premium and long-term performance Pacific-Basin Finance Journal, Vol. 6, 1998, S. 427-451 | |
Singapur | Koh, Francis; Walter, Terry A Direct Test of Rock's Model of the Pricing of Unseasoned Issues Journal of Financial Economics, Vol. 23, 1989, S. 251-272 | |
Singapur | Saunders, Anthony Underpricing and the New Issue Process in Singapore Journal of Banking & Finance, Vol. 14, 1990, S. 291-309 | |
International | Huang, Qi; Levich, Richard M. Underpricing of New Equity Offerings by Privatized Firms: An International Test Working Paper, New York University, September 1999 | |
Weitere Literatur zum Thema IPO-Underpricing
Autor / Titel / Quelle | Download |
Aggarwal, Reena, Angel, James J. Optimal Listing Policy: Why Microsoft and Intel Do Not List on the NYSE NBER Conference, December 1998, Version April 1998 | |
Amihud, Yakov; Mendelson, Haim; Uno, Jun; Number of Shareholder and Stock Prices: Evidence from Japan Journal of Finance, Vol. 54, Issue 3, 1999, S. 1169-1184 | |
Aussenegg, W.; Pichler, P.; Stomper, A. IPO Pricing with Bookbuilding and a Wehn-Issued Market Journal of Financial and Quantitative Analysis, Vol. 41, No. 4, December 2006 | |
Benveniste, Lawrence M.; Wilhelm, William J. A comparative analysis of IPO proceeds under alternative regulatory environments Journal of Financial Economics, Vol. 28, 1990, S. 173-207 | |
Berglund, Tim The Pricing of Initial Public Offerings: A Simple Model Working Paper, Swedish School of Economics and Business Administration, Helsinki, Finland, Draft August 1994 | |
Bias, B.; Bossaerts, P.; Rochet, J-C. An Optimal IPO Mechanism The Review of Economic Studies, Vol. 69, January 2002 | |
Booth, James R.; Chua, Lena Ownership dispersion, costly information, and IPO underpricing Journal of Financial Economics, Vol. 41, 1996, S. 291-310 | |
Busaba, Walid Y.; Benveniste, Lawrence M.; Guo, Re-Jin The option to wothdraw IPOs during the premarket: empirical analysis Journal of Financial Economics, Vol. 60, 2001, S. 73-102 | |
Cao, Melanie; Shi, Shouyong Publicity and the Clustering of IPO Underpricing Working Paper, Queen's University, Kingston, Ontario, Kanada, Juli 1999 | |
Chen, Hsuan-Chi; Ritter, Jay R. The Seven Percent Solution Journal of Finance, Vol. 55, Nr. 3, 2000 | |
Chowdry, Bhagwan; Sherman, Ann International differences in oversubscription and underpricing of IPOs Journal of Corporate Finance, Vol. 2, 1996, S. 359-381 | |
Corwin, Shane A.; Harris, Jeffrey H. The Initial Listing Decisions of Firma that Go Public Working Paper, University of Georgia, USA, Preliminary, July1998 | |
Degeorge, F., Derrien, F., Womack, K.L. Analyst Hype in IPOs: Explaining the Popularity of Bookbuilding The Review of Financial Studies, Vol. 20, No.4, 2007 | |
Doukas, John; Switzer Lorne N. Common stock returns and international listing announcements: Conditional tests of the mild segmentation hypothesis Journal of Banking & Financ e, Vol. 24, 2000, S. 471-502 | |
Ellul, Andrew; Pagano, Marco IPO underpricing and after-market liquidity Working Paper, Kelley School of Business, Indiana University and CSEF, Universita di Salerno, and CEPR, Draft, April 2002 | |
Errunza, Vihang R.; Miller, Darius P. Market Segmentation and the Cost of Capital in International Equity Markets Working Paper, Department of Finance, Texas A&A University, Version: Januar 2000 | |
Fernando, Chitru S.; Krishnamurthy Srinivasan; Spindt, Paul A. Offer Price, Target Ownership Structure and IPO-Performance Working Paper; University of Pennsylvania, The Wharton School, August 1999 | |
Foerster, Stephen R.; Karolyi, G.Andrew The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stock Listing in the United States Journal of Finance, Vol. 54, Iss. 3, Juni 1999, S. 981-1013 | |
Habib, Michael A.; Ljungqvist, Alexander P. Underpricing and IPO proceeds: a note Economics Letters, Vol. 61, 1998, S. 381-383 | |
Habib, M.A.; Ljungqvist, A.P. Underpricing andd Entrepreneurial Wealth Losses in IPOs: Theory and Evidence The Review of Financial Studies, Vol. 14, No. 2, January 2001 | |
Hanley, Kathleen Weiss; Wilhelm, William J. Evidence on the strategic allocation of initial public offerings Journal of Financial Economics, Vol. 37, 1995, S. 239-257 | |
Hensel, N. An Empirical Analysis of the Efficiency of Online Auction IPO Processes and Traditional IPO Processes International Journal of Managerial Finance, Vol. 5, No. 3, 2009 | |
Henry, Peter Blair Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices Working Paper, Graduate School of Business, Stanford University, Juli 1999 | |
Jagannathan, R., Sherman, A. Why Do IPO Auctions Fail? Northwestern Universtity and NBER, Working Paper, October 2006 | |
Jovanovic, B., Szentes, B. IPO Underpricing: Auctions vs. Book Building NYU and University of Chicago, Working Paper, June 2007 | |
Krigman, Laurie; Shaw, Wayne H.; Womack, Kent L. The Persistence of IPO Mispricing and the Predictive Power of Flipping Journal of Finance, Vol. 54, No. 3, 1999, S. 1015-1044 | |
Lin, J.-C., Lee, Y.-T., Lu, Y-J. Why Have Auctions Benn Losing Market Shares to Bookbuilding in IPO Markets? Louisiana State University, Department of Finance, Working Paper, June 2003 | |
Ljungqvist, Alexander P.; Wilhelm, William J. IPO Allocations: Discriminatory or Discretionary? Working Paper, NYU Stern School of Business and CEPR, March 2001 | |
Loderer, Claudio F.; Sheehan, Dennis P.; Kadlec, Gergory B. The pricing of equity offerings Journal of Financial Economics; Vol. 29, 1991, S. 35-57 | |
Löffler, Gunter; Panther, Patrick F.; Theissen, Erik Who Knows What When? - The Information Content of Pre-IPO Market Prices Working Paper, Lehrstuhl für Bankbetriebslehre, Johann Wolfgang Goethe-Universität, Frankfurt, Prelimanary Version, Februar 2001 | |
Loughran, Tim; Ritter Jay R. The New Issues Puzzle Journal of Finance, Vol. 50, No. 1, 1995 | |
Loughran, Tim; Ritter, Jay R. Why Has IPO Underpricing Increased Over Time? Working Paper, University of Notre Dame, September 2001 | |
Loughran, Tim; Ritter, Jay R.; Rydqvist, Kristian Initial Public Offerings: International Insights Pacific-Basin Finance Journal, Vol. 2, Juni 1994, S. 165-199, updated version April 2001 | |
Lowry, M., Schwert, W.G. Biases in the IPO Pricing Process The Bradley Policy Research Center, Working Paper, FR 00-21, June 2001 (Forthcoming in JOF) | |
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