Short selling in initial public offerings

A-Tier
Journal: Journal of Financial Economics
Year: 2010
Volume: 98
Issue: 1
Pages: 21-39

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

Short sale constraints in the aftermarket of initial public offerings (IPOs) are often used to explain short-term underpricing that is subsequently reversed. This paper shows that short selling is integral to aftermarket trading and is higher in IPOs with greater underpricing. Perceived restrictions on borrowing shares are not systematically circumvented by "naked" short selling. Short sellers, on average, do not appear to earn abnormal profits in the near term and our findings are not driven by market makers. Short selling in IPOs is not as constrained as suggested by the literature, implying that other factors may be responsible for underpricing.

Technical Details

RePEc Handle
repec:eee:jfinec:v:98:y:2010:i:1:p:21-39
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25