Heterogeneous effects of the SEC’s Securities Offering Reform

C-Tier
Journal: Economics Letters
Year: 2018
Volume: 170
Issue: C
Pages: 131-135

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

The SEC’s Securities Offering Reform (SOR) was intended to address information problems prior to Seasoned Equity Offerings (SEO), thereby mitigating the problem of SEO overpricing. Consistent with the propensity of overpricing increasing with idiosyncratic stock return volatility (IVOL), we find greater capital market benefits from SOR for high IVOL issuers. Counter to concerns that SOR also enables issuers to hype their stock, we find no evidence of market conditioning following SOR, even among high IVOL issuers.

Technical Details

RePEc Handle
repec:eee:ecolet:v:170:y:2018:i:c:p:131-135
Journal Field
General
Author Count
3
Added to Database
2026-01-29