Why Do IPO Underwriters Allocate Extra Shares when They Expect to Buy Them Back?

B-Tier
Journal: Journal of Financial and Quantitative Analysis
Year: 2004
Volume: 39
Issue: 3
Pages: 571-594

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

I argue that overallocation is used as a marketing strategy to increase the offer price and aftermarket price of an initial public offering (IPO). I show that, when there is weak demand, it can be optimal for the underwriter to oversell an issue and take a naked short position. The issuing firm benefits from a higher expected offer price. This is in spite of the fact that, in equilibrium, allocating more shares when there is weak demand requires greater underpricing when there is strong demand.

Technical Details

RePEc Handle
repec:cup:jfinqa:v:39:y:2004:i:03:p:571-594_00
Journal Field
Finance
Author Count
1
Added to Database
2026-01-29