Literature regarding ad-hoc Hypothesises
Literature
Literature Referring to the Ad-hoc Hypothesises:
Model | Author / Titel / Source | 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 | |
Monopsony Power of the Underwriters | Chalk, A.; Peavy, J. Initial Public Offerings: Daily returns, offering types and the price effect Financial Analysts Journal , Vol. 43, 1987, S. 65-69 | |
Monopsony Power of the Underwriters | Logue, D. On the Pricing of Unseasoned Equity Issues The Journal of Financial Quantitative Analysis , Vol. 8, 1973, S. 91-103 | |
Monopsony Power of the Underwriters | Logue, D. Premia on Unseasoned Equity Issues, 1965-1969 Journal of Economics and Business , Vol. 25, 1973, S. 133-141 | |
Monopsony Power of the Underwriters | Reilly, F.K. New Issues Revisited Financial Management , Vol. 6, 1977, S. 28-42 | |
Monopsony Power of the Underwriters | 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 | |
Underwriters Price Support | 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 | |
Underwriters Price Support | 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 | |
Underwriters Price Support | 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 | |
Underwriters Price Support | Flannery, Mark J. Comment on Benveniste, Erdal and Wilhelm, Jr. Journal of Banking, & Finance, Vol. 22, 1998, S. 768-772 | |
Underwriters Price Support | 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 |