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Integrando información de carácter temporal y transversal en la predicción del rendimiento inicial de las salidas a bolsa

Author

Listed:
  • DAVID QUINTANA MONTERO
  • PEDRO ISASI VINUELA

Abstract

Este artículo aborda el fenómeno delrendimiento inicial de las salidas a bolsaa través de modelos que consideranla cuestión tanto desde un punto devista longitudinal como transversal.La propuesta consiste en una forma deincorporar tanto la inercia del mercadoprimario como información relacionadacon la estructura de la colocación alestudio de casos concretos. Los resultadosponen de manifiesto una mejorasubstancial de la capacidad explicativade las regresiones empleadas.

Suggested Citation

  • David Quintana Montero & Pedro Isasi Vinuela, 2007. "Integrando información de carácter temporal y transversal en la predicción del rendimiento inicial de las salidas a bolsa," Estudios Gerenciales, Universidad Icesi, May.
    • Handle: RePEc:col:000129:004158
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