Learning from noise: Evidence from India’s IPO lotteries

A-Tier
Journal: Journal of Financial Economics
Year: 2021
Volume: 140
Issue: 3
Pages: 965-986

Authors (3)

Anagol, Santosh (not in RePEc) Balasubramaniam, Vimal (not in RePEc) Ramadorai, Tarun (Imperial College)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We study a natural experiment in which 1.5 million investors participate in allocation lotteries for Indian IPO stocks. Investors who win the lottery and obtain IPO stocks that rise in value increase portfolio trading volume in non-IPO stocks relative to lottery losers; the effects are negative for lottery winners obtaining IPO stocks that fall in value. A model in which agents learn from random experience about their ability to operate in the market environment best explains the results. Investors who have received multiple past IPO allocations show smaller responses, suggesting that learning/selection moderates these responses to noise shocks.

Technical Details

RePEc Handle
repec:eee:jfinec:v:140:y:2021:i:3:p:965-986
Journal Field
Finance
Author Count
3
Added to Database
2026-01-29