The Pricing of Initial Public Offerings: A Dynamic Model with Information Production.

A-Tier
Journal: Journal of Finance
Year: 1993
Volume: 48
Issue: 1
Pages: 285-304

Score contribution per author:

4.036 = (α=2.02 / 1 authors) × 2.0x A-tier

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

Abstract

This paper presents an information-theoretic model of initial public offering pricing in which insiders sell stock in both the initial public offering and the secondary market, have private information about their firm's prospects, and outsiders may engage in costly information production about the firm. High-value firms, knowing they are going to pool wit h low-value firms, induce outsiders to engage in information productio n by underpricing, which compensates outsiders for the cost of produci ng information. The information is reflected in the secondary market pr ice of equity, giving a higher expected stock price for high-value firms. Copyright 1993 by American Finance Association.

Technical Details

RePEc Handle
repec:bla:jfinan:v:48:y:1993:i:1:p:285-304
Journal Field
Finance
Author Count
1
Added to Database
2026-01-25