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Newly Listed Firms: Fundamentals, Survival Rates, and Returns

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  • EUGENE F. FAMA
  • KENNETH R. FRENCH

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Paper provided by Center for Research in Security Prices, Graduate School of Business, University of Chicago in its series CRSP working papers with number 530.

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Handle: RePEc:wop:chispw:530

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  1. Alon Brav & Christopher Geczy & Paul A. Gompers, . "Is the Abnormal Return Following Equity Issuances Anomalous?," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 02-99, Wharton School Rodney L. White Center for Financial Research.
  2. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, American Finance Association, vol. 19(3), pages 425-442, 09.
  3. Mikkelson, Wayne H. & Partch, M. Megan & Shah, Kshitij, 1997. "Ownership and operating performance of companies that go public," Journal of Financial Economics, Elsevier, Elsevier, vol. 44(3), pages 281-307, June.
  4. Mandelker, Gershon, 1974. "Risk and return: The case of merging firms," Journal of Financial Economics, Elsevier, Elsevier, vol. 1(4), pages 303-335, December.
  5. Fama, Eugene F. & French, Kenneth R., 2001. "Disappearing dividends: changing firm characteristics or lower propensity to pay?," Journal of Financial Economics, Elsevier, Elsevier, vol. 60(1), pages 3-43, April.
  6. Mark L. Mitchell & Erik Stafford, 1997. "Managerial Decisions and Long-Term Stock Price Performance," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago 453, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  7. Jain, Bharat A & Kini, Omesh, 1994. " The Post-Issue Operating Performance of IPO Firms," Journal of Finance, American Finance Association, American Finance Association, vol. 49(5), pages 1699-1726, December.
  8. Schultz, Paul & Zaman, Mir, 2001. "Do the individuals closest to internet firms believe they are overvalued," Journal of Financial Economics, Elsevier, Elsevier, vol. 59(3), pages 347-381, March.
  9. Loughran, Tim & Ritter, Jay R., 2000. "Uniformly least powerful tests of market efficiency," Journal of Financial Economics, Elsevier, Elsevier, vol. 55(3), pages 361-389, March.
  10. Fama, Eugene F., 1996. "Multifactor Portfolio Efficiency and Multifactor Asset Pricing," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 31(04), pages 441-465, December.
  11. Fama, Eugene F & French, Kenneth R, 1995. " Size and Book-to-Market Factors in Earnings and Returns," Journal of Finance, American Finance Association, American Finance Association, vol. 50(1), pages 131-55, March.
  12. Dharan, Bala G & Ikenberry, David L, 1995. " The Long-Run Negative Drift of Post-listing Stock Returns," Journal of Finance, American Finance Association, American Finance Association, vol. 50(5), pages 1547-74, December.
  13. Jaffe, Jeffrey F, 1974. "Special Information and Insider Trading," The Journal of Business, University of Chicago Press, vol. 47(3), pages 410-28, July.
  14. Fama, Eugene F. & French, Kenneth R., 1993. "Common risk factors in the returns on stocks and bonds," Journal of Financial Economics, Elsevier, Elsevier, vol. 33(1), pages 3-56, February.
  15. Loughran, Tim & Ritter, Jay R, 1995. " The New Issues Puzzle," Journal of Finance, American Finance Association, American Finance Association, vol. 50(1), pages 23-51, March.
  16. Kent Daniel & David Hirshleifer & Avanidhar Subrahmanyam, 1998. "Investor Psychology and Security Market Under- and Overreactions," Journal of Finance, American Finance Association, American Finance Association, vol. 53(6), pages 1839-1885, December.
  17. Merton, Robert C, 1973. "An Intertemporal Capital Asset Pricing Model," Econometrica, Econometric Society, Econometric Society, vol. 41(5), pages 867-87, September.
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