Partial Adjustment to Public Information and IPO Underpricing

B-Tier
Journal: Journal of Financial and Quantitative Analysis
Year: 2002
Volume: 37
Issue: 4
Pages: 595-616

Authors (2)

Bradley, Daniel J. (not in RePEc) Jordan, Bradford D. (University of Kentucky)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We examine the extent to which offer prices reflect public information for 3,325 IPOs over the period 1990–1999. We focus primarily on four variables: share overhang, file range amendments, venture capital backing, and previous issue underpricing. We show that 35%–50% of the variation in IPO underpricing can be predicted using public information known before the offer date and therefore conclude that IPO offer prices underadjust to widely available public information to a much greater extent than previously documented.

Technical Details

RePEc Handle
repec:cup:jfinqa:v:37:y:2002:i:04:p:595-616_00
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25