Characterizing the risk of IPO long‐run returns: the impact of momentum, liquidity, skewness, and investment

RB Carter, FH Dark, IV Floros… - Financial …, 2011 - Wiley Online Library
We study 6,686 initial public offerings (IPOs) spanning the period 1981‐2005 and find that
the new issues puzzle disappears in a Fama‐French three‐factor framework. IPOs do not …

Characterizing the Risk of IPO Long-Run Returns: The Impact of Momentum, Liquidity, Skewness, and Investment

RB Carter, FH Dark, V Floros, TRA Sapp - Financial Management, 2011 - JSTOR
We study 6,686 initial public offerings (IPOs) spanning the period 1981-2005 and find that
the new issues puzzle disappears in a Fama-French three-factor framework. IPOs do not …

Characterizing the Risk of IPO Long-Run Returns: The Impact of Momentum, Liquidity, Skewness, and Investment

RB Carter, R Dark, IV Floros, T Sapp - Financial Management, 2011 - papers.ssrn.com
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 …

Characterizing the risk of IPO long-run returns: the impact of momentum, liquidity, skewness, and investment

RB Carter, FH Dark, IV Floros, TRA Sapp - Financial Management, 2011 - go.gale.com
We study 6, 686 initial public offerings (IPOs) spanning the period 1981-2005 and find that
the new issues puzzle disappears in a Fama-French three-factor framework. IPOs do not …

[CITATION][C] Characterizing the Risk of IPO Long‐Run Returns: The Impact of Momentum, Liquidity, Skewness, and Investment

RB Carter, FH Dark, IV Floros, TRA Sapp - Financial Management, 2011 - ideas.repec.org
Characterizing the Risk of IPO Long‐Run Returns: The Impact of Momentum, Liquidity,
Skewness, and Investment IDEAS home Advanced search Economic literature: papers …

[PDF][PDF] Characterizing the Risk of IPO Long-Run Returns: The Impact of Momentum, Liquidity, Skewness, and Investment

RB CARTER, FH DARK, TRA SAPP - pbfea2005.rutgers.edu
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 …

Characterizing the Risk of IPO Long-Run Returns: The Impact of Momentum, Liquidity, Skewness, and Investment.

RB Carter, FH Dark, IV Floros… - Financial Management …, 2011 - search.ebscohost.com
We study 6,686 initial public offerings (IPOs) spanning the period 1981-2005 and find that
the new issues puzzle disappears in a Fama-French three-factor framework. IPOs do not …

Characterizing the Risk of IPO Long‐Run Returns: The Impact of Momentum, Liquidity, Skewness, and Investment

RB Carter, FH Dark, IV Floros, TRA Sapp - Financial Management, 2011 - infona.pl
We study 6,686 initial public offerings (IPOs) spanning the period 1981‐2005 and find that
the new issues puzzle disappears in a Fama‐French three‐factor framework. IPOs do not …

[CITATION][C] Characterizing the Risk of IPO Long‐Run Returns: The Impact of Momentum, Liquidity, Skewness, and Investment

RB Carter, FH Dark, IV Floros… - Financial …, 2011 - econpapers.repec.org
EconPapers: Characterizing the Risk of IPO Long‐Run Returns: The Impact of Momentum,
Liquidity, Skewness, and Investment EconPapers Economics at your fingertips EconPapers …

[PDF][PDF] Characterizing the Risk of IPO Long-Run Returns: The Impact of Momentum, Liquidity, Skewness, and Investment

RB CARTER, FH DARK, TRA SAPP - centerforpbbefr.rutgers.edu
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 …