The Marketing of Closed-end Fund IPOs: Evidence from Transactions Data
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Intermediation.
Volume (Year): 5 (1996)
Issue (Month): 2 (April)
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Web page: http://www.elsevier.com/locate/inca/622875
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- Benveniste, Lawrence M. & M. Erdal, Sina & Wilhelm Jr., William J., 1998. "Who benefits from secondary market price stabilization of IOPs?," Journal of Banking & Finance, Elsevier, vol. 22(6-8), pages 741-767, August.
- Boehmer, Ekkehart & Fishe, Raymond P. H., 2004. "Underwriter short covering in the IPO aftermarket: a clinical study," Journal of Corporate Finance, Elsevier, vol. 10(4), pages 575-594, September.
- Dunbar, Craig G., 1998. "The Choice between Firm-Commitment and Best-Efforts Offering Methods in IPOs: The Effect of Unsuccessful Offers," Journal of Financial Intermediation, Elsevier, vol. 7(1), pages 60-90, January.
- Katharina, Lewellen, 2004. "Risk, Reputation, and the Price Support of IPOs," Working papers 4453-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Chen, Zhaohui & Wilhelm Jr., William J., 2008. "A theory of the transition to secondary market trading of IPOs," Journal of Financial Economics, Elsevier, vol. 90(3), pages 219-236, December.
- Dylan Thomas & Gordon Gemmill, 2002. "Noise Training, Costly Arbitrage and Asset Prices: evidence from closed-end funds," Working Papers wp02-09, Warwick Business School, Finance Group.
- Nanda, Vikram & Yun, Youngkeol, 1997. "Reputation and Financial Intermediation: An Empirical Investigation of the Impact of IPO Mispricing on Underwriter Market Value," Journal of Financial Intermediation, Elsevier, vol. 6(1), pages 39-63, January.
- Patro, Dilip Kumar, 2001. "Measuring performance of international closed-end funds," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1741-1767, September.
- Alexander, Gordon J. & Ors, Evren & Peterson, Mark A. & Seguin, Paul J., 2004. "Margin regulation and market quality: a microstructure analysis," Journal of Corporate Finance, Elsevier, vol. 10(4), pages 549-574, September.
- Davies, Richard & Fletcher, Mary & Marshall, Andrew, 2013. "Investigating the role of illiquidity in explaining the UK closed-end country fund discount," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 121-130.
- Reichert, Carolyn & Timmons, J. Douglas, 1998. "Closed-End Investment Companies: Historic Returns and Investment Strategies," Financial Services Review, Elsevier, vol. 7(2), pages 83-93.
- Flannery, Mark J., 1998. "Comment on Benveniste, Erdal and Wilhelm, Jr," Journal of Banking & Finance, Elsevier, vol. 22(6-8), pages 768-772, August.
- Edwards, Amy K. & Hanley, Kathleen Weiss, 2010. "Short selling in initial public offerings," Journal of Financial Economics, Elsevier, vol. 98(1), pages 21-39, October.
- Carter, Richard B. & Strader, Troy J., 2009. "The market versus the analyst: Biases and predictive ability," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 398-416, May.
- Leite, Tore, 2004. "Excess initial returns in IPOs," Journal of Financial Intermediation, Elsevier, vol. 13(3), pages 359-377, July.
- Matthew Spiegel, 1998. "Closed-End Fund Discounts in a Rational Agent Economy," Yale School of Management Working Papers ysm80, Yale School of Management, revised 01 Aug 2000.
- Bayley, Luke & Lee, Philip J. & Walter, Terry S., 2006. "IPO flipping in Australia: cross-sectional explanations," Pacific-Basin Finance Journal, Elsevier, vol. 14(4), pages 327-348, September.
- Hsuan-Chi Chen & Chiuling Lu, 2006. "How Much Do REITs Pay for Their IPOs?," The Journal of Real Estate Finance and Economics, Springer, vol. 33(2), pages 105-125, September.
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