Literature regarding ad-hoc Hypothesises - IPO-Underpricing

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Literature regarding ad-hoc Hypothesises

Literature
Literature Referring to the Ad-hoc Hypothesises:
Model
Author / Titel / Source
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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

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