China's A-Share IPOs : underpricing, winner's curse and aftermarket price trend
Regarding the aftermarket performance of the sample IPOs, there is a moderate yet salient contrarian price trend in die short run. Over die long term, tiiese IPOs tend to outperform others in the market, while the magnitude of calculated abnormal returns is sensitive to the selection of benchmarks,...
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sg-ntu-dr.10356-21872020-03-20T21:50:24Z China's A-Share IPOs : underpricing, winner's curse and aftermarket price trend Ni, Fei Cao Yong School of Humanities and Social Sciences DRNTU::Business::Finance::Equity Regarding the aftermarket performance of the sample IPOs, there is a moderate yet salient contrarian price trend in die short run. Over die long term, tiiese IPOs tend to outperform others in the market, while the magnitude of calculated abnormal returns is sensitive to the selection of benchmarks, weighting schemes, and statistical approaches. DOCTOR OF PHILOSOPHY (HSS) 2008-09-16T06:37:20Z 2008-09-16T06:37:20Z 2006 2006 Thesis Ni, F. (2006). China's A-Share IPOs : underpricing, winner's curse and aftermarket price trend. Doctoral thesis, Nanyang Technological University, Singapore. 10356/2187 10.32657/10356/2187 Nanyang Technological University application/pdf |
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DRNTU::Business::Finance::Equity |
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DRNTU::Business::Finance::Equity Ni, Fei China's A-Share IPOs : underpricing, winner's curse and aftermarket price trend |
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Regarding the aftermarket performance of the sample IPOs, there is a moderate yet salient contrarian price trend in die short run. Over die long term, tiiese IPOs tend to outperform others in the market, while the magnitude of calculated abnormal returns is sensitive to the selection of benchmarks, weighting schemes, and statistical approaches. |
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Cao Yong |
| author_facet |
Cao Yong Ni, Fei |
| format |
Theses and Dissertations |
| author |
Ni, Fei |
| author_sort |
Ni, Fei |
| title |
China's A-Share IPOs : underpricing, winner's curse and aftermarket price trend |
| title_short |
China's A-Share IPOs : underpricing, winner's curse and aftermarket price trend |
| title_full |
China's A-Share IPOs : underpricing, winner's curse and aftermarket price trend |
| title_fullStr |
China's A-Share IPOs : underpricing, winner's curse and aftermarket price trend |
| title_full_unstemmed |
China's A-Share IPOs : underpricing, winner's curse and aftermarket price trend |
| title_sort |
china's a-share ipos : underpricing, winner's curse and aftermarket price trend |
| publishDate |
2008 |
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1681044073124724736 |