Security Design in Initial Public Offerings

B-Tier
Journal: Review of Finance
Year: 2010
Volume: 15
Issue: 2
Pages: 327-357

Authors (3)

Archishman Chakraborty (not in RePEc) Simon Gervais (Duke University) Bilge Yilmaz (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

We investigate an IPO security design problem when information asymmetries across investors lead to a winner's curse. Firms that are riskier in down markets can lower the cost of going public by using unit IPOs, in which equity and warrants are combined into a non-divisible package. Furthermore, firms that have a sizeable growth potential even in bad states of the world can fully eliminate the winner's curse problem by making the warrants callable. Our theory is consistent with the prominent use of unit IPOs and produces empirical implications that differentiate it from existing theories. Copyright 2010, Oxford University Press.

Technical Details

RePEc Handle
repec:oup:revfin:v:15:y:2010:i:2:p:327-357
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25