-
3
-
-
0002093530
-
The degree of price resolution: The case of the gold market
-
Ball, C., Torous, W. and Tschoegl, A. (1985) The degree of price resolution: the case of the gold market, Journal of Futures Markets, 5, 29-34.
-
(1985)
Journal of Futures Markets
, vol.5
, pp. 29-34
-
-
Ball, C.1
Torous, W.2
Tschoegl, A.3
-
4
-
-
33845397012
-
A model of the demand for investment banking advising and distribution services for new shares
-
Baron, D. (1982) A model of the demand for investment banking advising and distribution services for new shares, Journal of Finance, 37, 955-76.
-
(1982)
Journal of Finance
, vol.37
, pp. 955-976
-
-
Baron, D.1
-
5
-
-
37149005683
-
Investment banking, reputation and the underpricing of initial public offerings
-
Beatty, R. P. and Ritter, J. R. (1986) Investment banking, reputation and the underpricing of initial public offerings, Journal of Financial Economics, 15, 213-32.
-
(1986)
Journal of Financial Economics
, vol.15
, pp. 213-232
-
-
Beatty, R.P.1
Ritter, J.R.2
-
6
-
-
0039184677
-
How investment bankers determine the offer price and allocation of new issues
-
Benveniste, L. and Spindt, P. (1989) How investment bankers determine the offer price and allocation of new issues, Journal of Financial Economics, 24, 343-62.
-
(1989)
Journal of Financial Economics
, vol.24
, pp. 343-362
-
-
Benveniste, L.1
Spindt, P.2
-
7
-
-
0030160688
-
Ownership dispersion, costly information, and IPO underpricing
-
Booth, J. R. and Chua, L. (1996) Ownership dispersion, costly information, and IPO underpricing, Journal of Financial Economics, 41, 291-310.
-
(1996)
Journal of Financial Economics
, vol.41
, pp. 291-310
-
-
Booth, J.R.1
Chua, L.2
-
8
-
-
0001349288
-
Memory and markets, or why are you paying $2.99 for a widget?
-
Brenner, G. and Brenner, R. (1982) Memory and markets, or why are you paying $2.99 for a widget?, Journal of Business, 55, 147-58.
-
(1982)
Journal of Business
, vol.55
, pp. 147-158
-
-
Brenner, G.1
Brenner, R.2
-
9
-
-
84977731975
-
Initial public offerings and underwriter reputation
-
Carter, R. and Manaster, S. (1990) Initial public offerings and underwriter reputation, Journal of Finance, 45, 1045-67.
-
(1990)
Journal of Finance
, vol.45
, pp. 1045-1067
-
-
Carter, R.1
Manaster, S.2
-
10
-
-
0040211611
-
The seven percent solution
-
Chen, H. C. and Ritter, J. R. (2000) The seven percent solution, Journal of Finance, 55, 1105-31.
-
(2000)
Journal of Finance
, vol.55
, pp. 1105-1131
-
-
Chen, H.C.1
Ritter, J.R.2
-
11
-
-
84993915181
-
Why do NASDAQ market makers avoid odd-eighths quotes?
-
Christie, W. and Schultz, P. (1994) Why do NASDAQ market makers avoid odd-eighths quotes?, Journal of Finance, 49, 1813-40.
-
(1994)
Journal of Finance
, vol.49
, pp. 1813-1840
-
-
Christie, W.1
Schultz, P.2
-
12
-
-
0040065154
-
The rounding of appraisal estimates
-
Colwell, P., Rushing, P. and Young, K. (1994) The rounding of appraisal estimates, Illinois Real Estate Letter, 8, 1-4.
-
(1994)
Illinois Real Estate Letter
, vol.8
, pp. 1-4
-
-
Colwell, P.1
Rushing, P.2
Young, K.3
-
13
-
-
0039658366
-
-
Working paper, Iowa State University
-
Cooney, J. W., Singh, A. K., Carter, R. B. and Dark, F. H. (1999) The IPO-partial adjustment phenomenon and underwriter reputation, Working paper, Iowa State University.
-
(1999)
The IPO-Partial Adjustment Phenomenon and Underwriter Reputation
-
-
Cooney, J.W.1
Singh, A.K.2
Carter, R.B.3
Dark, F.H.4
-
14
-
-
0010894329
-
Competition and collusion in dealer markets
-
Dutta, P. and Madhavan, A. (1997) Competition and collusion in dealer markets, Journal of Finance, 52, 245-76.
-
(1997)
Journal of Finance
, vol.52
, pp. 245-276
-
-
Dutta, P.1
Madhavan, A.2
-
15
-
-
0002344794
-
Bootstrap methods: Another look at the jack-knife
-
Efron, B. (1979) Bootstrap methods: another look at the jack-knife, The Annals of Statistics, 7, 1-26.
-
(1979)
The Annals of Statistics
, vol.7
, pp. 1-26
-
-
Efron, B.1
-
17
-
-
0030191752
-
Why Nasdaq market makers avoid odd-eighth quotes
-
Godek, P. E. (1996) Why Nasdaq market makers avoid odd-eighth quotes, Journal of Financial Economics, 41, 464-74.
-
(1996)
Journal of Financial Economics
, vol.41
, pp. 464-474
-
-
Godek, P.E.1
-
19
-
-
84977725468
-
Signalling and the price of new issues
-
Grinblatt, M. and Hwang, C. (1989) Signalling and the price of new issues, Journal of Finance, 44, 393-420.
-
(1989)
Journal of Finance
, vol.44
, pp. 393-420
-
-
Grinblatt, M.1
Hwang, C.2
-
20
-
-
0031537124
-
Clustering and competition in asset markets
-
Grossman, S. J., Miller, M. H., Cone, K. R., Fischel, D. R. and Ross, D. J. (1997) Clustering and competition in asset markets, Journal of Law and Economics, 40, 23-60.
-
(1997)
Journal of Law and Economics
, vol.40
, pp. 23-60
-
-
Grossman, S.J.1
Miller, M.H.2
Cone, K.R.3
Fischel, D.R.4
Ross, D.J.5
-
21
-
-
0002498892
-
Price stabilization in the market for new issues
-
Hanley, K., Kumar, A. and Seguin, P. (1993) Price stabilization in the market for new issues, Journal of Financial Economics, 34, 177-96.
-
(1993)
Journal of Financial Economics
, vol.34
, pp. 177-196
-
-
Hanley, K.1
Kumar, A.2
Seguin, P.3
-
22
-
-
0000621934
-
Stock price clustering and discreteness
-
Harris, L. (1991) Stock price clustering and discreteness, Review of Financial Studies, 4, 389-415.
-
(1991)
Review of Financial Studies
, vol.4
, pp. 389-415
-
-
Harris, L.1
-
23
-
-
0030191637
-
Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE
-
Huang, R. D. and Stoll, H. R. (1996) Dealer versus auction markets: a paired comparison of execution costs on NASDAQ and the NYSE, Journal of Financial Economics, 41, 313-57.
-
(1996)
Journal of Financial Economics
, vol.41
, pp. 313-357
-
-
Huang, R.D.1
Stoll, H.R.2
-
24
-
-
0030492112
-
Testing for deliberate underpricing in the IPO premarket: A stochastic frontier approach
-
Hunt-McCool, J. Koh, S. C. and Francis, B. B. (1996) Testing for deliberate underpricing in the IPO premarket: a stochastic frontier approach, Review of Financial Studies, 9, 1251-69.
-
(1996)
Review of Financial Studies
, vol.9
, pp. 1251-1269
-
-
Hunt-McCool, J.1
Koh, S.C.2
Francis, B.B.3
-
25
-
-
0000372473
-
Price performance of common stock new issues
-
Ibbotson, R. (1975) Price performance of common stock new issues, Journal of Financial Economics, 2, 235-72.
-
(1975)
Journal of Financial Economics
, vol.2
, pp. 235-272
-
-
Ibbotson, R.1
-
26
-
-
0041020355
-
Bank deposit rate clustering: Theory and empirical evidence
-
Kahn, C., Pennacchi, G. and Sophanzetti, B. (1999) Bank deposit rate clustering: theory and empirical evidence, Journal of Finance, 54, 2185-214.
-
(1999)
Journal of Finance
, vol.54
, pp. 2185-2214
-
-
Kahn, C.1
Pennacchi, G.2
Sophanzetti, B.3
-
27
-
-
0041727135
-
Odd-eighth avoidance as a defense against SOES bandits
-
Kandel E. and Marx L. M. (1999) Odd-eighth avoidance as a defense against SOES bandits, Journal of Financial Economics, 51, 85-102.
-
(1999)
Journal of Financial Economics
, vol.51
, pp. 85-102
-
-
Kandel, E.1
Marx, L.M.2
-
28
-
-
0001740145
-
Clustering of stock prices
-
Nierderhoffer, V. (1965) Clustering of stock prices, Operations Research, 13, 258-65.
-
(1965)
Operations Research
, vol.13
, pp. 258-265
-
-
Nierderhoffer, V.1
-
29
-
-
0000661634
-
Periodic structure in the Brownian motion of stock prices
-
Osborne, M. F. M. (1962) Periodic structure in the Brownian motion of stock prices, Operations Research, 10, 345-79.
-
(1962)
Operations Research
, vol.10
, pp. 345-379
-
-
Osborne, M.F.M.1
-
30
-
-
84977717063
-
The long-run performance of initial public offerings
-
Ritter, J. R. (1991) The long-run performance of initial public offerings, Journal of Finance, 46, 3-27.
-
(1991)
Journal of Finance
, vol.46
, pp. 3-27
-
-
Ritter, J.R.1
-
31
-
-
3242737520
-
-
SDC (Securities Data Co.) Corrections from Jay R. Ritter Unpublished note, University of Florida
-
Ritter, J. R. (2000) SDC (Securities Data Co.) Corrections from Jay R. Ritter, Unpublished note, University of Florida.
-
(2000)
-
-
Ritter, J.R.1
-
32
-
-
0000423667
-
Why new issues are underpriced
-
Rock, K. F. (1986) Why new issues are underpriced, Journal of Financial Economics, 15, 187-212.
-
(1986)
Journal of Financial Economics
, vol.15
, pp. 187-212
-
-
Rock, K.F.1
-
33
-
-
0001145095
-
Underwriter support and the IPO underpricing puzzle
-
Ruud, J. S. (1993) Underwriter support and the IPO underpricing puzzle, Journal of Financial Economics, 34, 135-51.
-
(1993)
Journal of Financial Economics
, vol.34
, pp. 135-151
-
-
Ruud, J.S.1
-
34
-
-
0002897976
-
Speculative prices and popular models
-
Shiller, R. (1990) Speculative prices and popular models, Journal of Economic Perspectives, 4, 55-65.
-
(1990)
Journal of Economic Perspectives
, vol.4
, pp. 55-65
-
-
Shiller, R.1
-
35
-
-
84977718972
-
Anatomy of initial public offerings of common stock
-
Tinic, S. (1988) Anatomy of initial public offerings of common stock, Journal of Finance, 43, 789-822.
-
(1988)
Journal of Finance
, vol.43
, pp. 789-822
-
-
Tinic, S.1
-
36
-
-
84977703615
-
Seasoned offerings, imitation costs and the underpricing of initial public offerings
-
Welch, I. (1989) Seasoned offerings, imitation costs and the underpricing of initial public offerings, Journal of Finance, 44, 421-49.
-
(1989)
Journal of Finance
, vol.44
, pp. 421-449
-
-
Welch, I.1
-
37
-
-
0000095552
-
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
-
White, H. (1980) A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity, Econometrica, 22, 817-38.
-
(1980)
Econometrica
, vol.22
, pp. 817-838
-
-
White, H.1
-
38
-
-
0040065159
-
Response function estimation using UPC scanner data: An analytical approach to demand estimation under dealing
-
(Ed.) F. Zufryden, Institute of Management Science, Providence, RI
-
Wisniewski, K. and Blattberg, R. (1983) Response function estimation using UPC scanner data: an analytical approach to demand estimation under dealing, in Advances and Practice of Marketing Science (Ed.) F. Zufryden, Institute of Management Science, Providence, RI.
-
(1983)
Advances and Practice of Marketing Science
-
-
Wisniewski, K.1
Blattberg, R.2
|