IPO pricing: a case of short-sale restrictions and divergent expectations

DOI10.1080/14697688.2010.542172zbMATH Open1279.91177OpenAlexW2116613384MaRDI QIDQ2873563FDOQ2873563

Authors: Richard J. Kish, Nandkumar Nayar, Wenlong Weng 

Publication date: 24 January 2014

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2010.542172

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zbMATH Keywords

short sellingbehavioral financeinitial public offeringinefficienciesapplied investment analysisinvestments management

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Corporate finance (dividends, real options, etc.) (91G50)

Cited In (6)

• The conventional and informational impacts of monetary policy on the IPO market
• Does short sale restriction lower price efficiency when substitutes exist? Evidence from the Korean market
• Impact of after-market liquidity risk on initial public offering underpricing in order-driven market
• A market microstructure explanation of IPOs underpricing
• Heterogeneous beliefs and optimal ownership in entrepreneurial financing decisions
• Cross-influence of information and risk effects on the IPO market: exploring risk disclosure with a machine learning approach

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