Overallocation and secondary market outcomes in corporate bond offerings

A-Tier
Journal: Journal of Financial Economics
Year: 2022
Volume: 146
Issue: 2
Pages: 444-474

Authors (4)

Bessembinder, Hendrik (Arizona State University) Jacobsen, Stacey (not in RePEc) Maxwell, William (not in RePEc) Venkataraman, Kumar (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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

Abstract

Bond underwriters, lacking “Greenshoe options” and formal systems to track “flipping” activity, have fewer tools than equity underwriters to manage secondary market order flow uncertainty. We show that bond underwriters respond by selectively “overallocating” some issues to attain net short positions. Overallocations are economically substantive, facilitate the syndicate's price stabilization efforts, and are largely offset in the days after issuance. These issues on average experience more net selling by institutional investors and, despite large syndicate purchases, appreciate less in the secondary market. Thus, overallocation is an observable indicator that underwriters anticipate weakness in net secondary market demand.

Technical Details

RePEc Handle
repec:eee:jfinec:v:146:y:2022:i:2:p:444-474
Journal Field
Finance
Author Count
4
Added to Database
2026-01-24