- Abhyankan, A., H.-C. Chen, et al. (2006). The long-nun performance of initial public offerings: Stochastic dominance criteria. The Quarterly Review of Economics and Finance 46(4): 620-637.
Paper not yet in RePEc: Add citation now
Aganwal, S., C. Liu, et al. (2008). Investor demand for IPOs and aftermarket performance: Evidence from the Hong Kong stock market. Journal of International Financial Markets, Institutions and Money 18(2): 176-190.
- Agganwal, R., 1. Leal, et al. (1993). The Aftenmanket Performance of Initial Public Offerings in Latin America. Financial Management 22(1). Alavi, A., P. K. Pham, et al. Pre-IPO ownership structure and its impact on the IPO process. Journal of Banking & Finance In Press, Connected Proof: 307.
Paper not yet in RePEc: Add citation now
Alexander, L., N. Viknam, et al. (2006). Hot Markets, Investor Sentiment, and IPO Pricing. Journal of Business 79(4): 1667-1702.
- Andrew, E. and P. Marco (2003). IPO underpricing and after-market liquidity; Centre for Studies in Economics and Finance (CSEF), University of Salerno, Italy Ang, A. and J. (len (2007). CAPM over the long rum 1926-2001. Jourxml of Empirical Finance 14(1): 1-40.
Paper not yet in RePEc: Add citation now
Arugaslan, 0., D. 0. Cook, et g (2004). Monitoring as a Motivation for IPO Underpricing. The Journal of Finance 59(5): 2403-2420.
Barber, B. M. and J. D. Lyon (1997). Detecting long-run abnormal stock returns: The empirical power and specification of test statistics. Journal of Financial Economics 43(3): 341-372. Bartling, B. and L Park What determines the level of IPO gro~ spreads? Underwriter profits and the cost of going public. International Review of Economics & Finance In Press, Corrected Proof: 828.
Benninga, S., M. Helmantel, S aL (2005). The timing of initial public offerings. Journal of Financial Economics 75(1): 115-132.
Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics 31(3): 307-327.
Bollerslev, T., it F. Engle, ~ g (1988). A Capital Asset Pricing Model with Time-Varying Covariances. The Journal of Political Economy 96(1): 116131.
Brau, J. C., B. Francis, et al. (2003). The Choice of IPO versus Takeover: Empirical Evidence. The Journal of Business 76(4): 583-612.
Bray, A. (2000). Inference in Long-Horizon Event Studies: A Bayesian Approach with Application to Initial Public Offerings. The Journal of Finance 55(5): 1979-2016. Chahine, 5. (2007). Investor interest, trading volume, and the choice of IPO mechanism in France. International Review of Financial Analysis 16(2): 116-135.
Chang, E., C. Chen, et al. (2008). IPO underpricing in China: New evidence from the primary and secondary markets. Emerging Markets Review 9(1): 1-16.
Cochrane, J. H. (2005). The risk and return of venture capital. Journal of Financial Economics 75(1): 3-52.
Cohen, K. J., G. A. Hawawini, et al. (1983). Friction in the trading process and the estimation of systematic risk. Journal of Financial Economics 12(2): 263-278.
Engle, R. F., D. M. Lilien, et al. (1987). Estimating Time Varying Risk Premia in the Term Structure: The Anch-M Model. Econometrica 55(2): 391-407.
Fama, E. F. and K. R. French (1992). The Cross-Section of Expected Stock Returns. The Journal of Finance 47(2): 427-465.
Fama, E. F. and K. R. French (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics 33(1): 3-56.
Fama, E. F. and K. R. French (1997). Industry costs of equity. Journal of Financial Economics 43(2): 153-193.
- Fowlen, D. J. and C. H. Ronke (1983). Risk measurement when shares are subject to infrequent trading : Comment. Journal of Financial Economics 12(2): 279-283.
Paper not yet in RePEc: Add citation now
Grinblatt, M. and C. Y. Hwang (1989). Signalling and the Pricing of New Issues. The Journal of Finance 44(2): 393-420.
Ibbotson, R. G. and J. F. Jaffe (1975). Hot Issue Markets. The Journal of Finance 30(4): 1027-1042.
Jam, B. A. and 0. Kini (1994). The Post-Issue Operating Performance of IPO Firms. Journal of Finance 49(5): 1699-1726.
- Jam, B. A., N. Jayanaman, et al. (2008). The path-to-profitability of Internet IPO firms. Journal of Business Venturing 23(2): 165-194.
Paper not yet in RePEc: Add citation now
Kerins, F., K. Kutsuna, et al. (2007). Why are IPOs undenpriced? Evidence from Japans hybrid auction-method offerings. Journal of Financial Economics 85(3): 637-666.
Kim, W. and M. S. Weisbach (2008). Motivations for public equity offers: An international perspective. Journal of Financial Economics 87(2): 281-307.
- Krishnan, C. N. V., A. K. Singh, et al. (2006). An examination of large sell orders in cold IPO aftenmankets. Journal of Financial Markets 9(2): 119-143.
Paper not yet in RePEc: Add citation now
Kutsuna, K. and R. Smith (2004). Why Does Book Building Drive out Auction Methods of IPO Issuance? Evidence from Japan. The Review of Financial Studies 17(4): 1129-1166.
Leite, T. (2007). Adverse selection, public information, and undenpricing in IPOs. Journal of Corporate Finance 13(5): 813-828. Leoni, P. L. A market microstructure explanation of IPOs underpricing. Economics Letters In Press, Corrected Proof: 828.
Lewellen, J. and S. Nagel (2006). The conditional CAPM does not explain asset-pricing anomalies. Journal of Financial Economics 82(2): 289-3 14.
Lin, J.-C., Y.-T. Lee, et al. (2007). IPO auctions and private information. Journal of Banking & Finance 31(5): 1483-1500.
Loughran, T. and J. Ritter (2004). Why Has IPO Underpricing Changed Over Time? Financial Management 33(3).
Loughran, T., J. R. Ritter, et al. (1994). Initial public offerings: International insights. Pacific-Basin Finance Journal 2(2-3): 165-199.
Lowry, M. (2003). Why does IPO volume fluctuate so much? Journal of Financial Economics 67(1): 3-40.
Lowry, M. and G. W. Schwert (2002). IPO Market Cycles: Bubbles or Sequential Learning? The Journal of Finance 57(3): 1171-1200.
Martell, R. and R. M. Stulz (2003). Equity-Market Liberalizations as Country IPOs. The American Economic Review 93(2): 97-101.
- Neill, J. D., S. B. Perfect, et al. (1999). The Time-Series Behavior of IPO Betas. Review of Quantitative Finance and Accounting 13(3): 261-76.
Paper not yet in RePEc: Add citation now
Nimalendran, M., J. R. Ritter, et al. (2007). Do todays trades affect tomorrows IPO allocations? Journal of Financial Economics 84(1): 87-109.
Ritten, Jay and Welch I. (2002). A Review of IPO Activity, Pricing, and Allocations. Journal of Finance 57(4): 1795-1828.
- Ritter, J. (1998). Initial Public Offerings. Warren Gorham & Lamont; Ringbound edition (November 1998) Handbook of Modern Finance, 3rd ed. Base Volume.
Paper not yet in RePEc: Add citation now
Ritter, J. R. (1991). The Long-run Performance of Initial Public Offerings. Journal of Finance 46(1): 3-27.
Ritter, J. R. and I. Welch (2002). A Review of IPO Activity, Pricing, and Allocations. The Journal of Finance 57(4): 1795-1828.
Sébastien, L., Bowens, Luc et al. (2006). Multivariate GARCH models: a survey. Journal of Applied Econometrics 21(1): 79-109.
Tinic, S. M. (1988). Anatomy of Initial Public Offerings of Common Stock. The Journal of Finance 43(4): 789-822.
Torstila, 5. (2003). The Clustering of IPO Gross Spreads: International Evidence. The Journal of Financial and Quantitative Analysis 38(3): 673-694.
Welch, I. (1989). Seasoned Offerings, Imitation Costs, and the Underpricing of Initial Public Offerings. The Journal of Finance 44(2): 421-449.
Yong, 0. (2007). A review of IPO research in Asia: Whats next? PacificBasin Finance Journal 15(3): 253-275.