Reference health
Transitory Market Shocks and IPO Timing
53/53 checkable references clean · checked 2026-10-12
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 53 checked references that resolve
resolves10.1111/j.1540-6261.1982.tb03591.x
A Model of the Demand for Investment Banking Advising and Distribution Services for New Issues
resolves10.1016/0304-405X(89)90051-2
How investment bankers determine the offer price and allocation of new issues
resolves10.1111/j.1540-6261.2006.00840.x
Initial Public Offerings: An Analysis of Theory and Practice
resolves10.1016/j.jbankfin.2006.09.016
Do secondary shares in the IPO process have a negative effect on aftermarket performance?
resolves10.1093/rfs/1.3.195
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
resolves10.1016/j.jfineco.2012.08.002
Do stock prices influence corporate decisions? Evidence from the technology bubble
resolves10.1016/j.jfineco.2009.11.002
Seasoned equity offerings, market timing, and the corporate lifecycle
resolves10.1111/0022-1082.00292
Equity Undervaluation and Decisions Related to Repurchase Tender Offers: An Empirical Investigation
resolves10.1016/S0304-405X(99)00052-5
Money chasing deals? The impact of fund inflows on private equity valuations
resolves10.1111/1540-6261.00570
The Really Long‐Run Performance of Initial Public Offerings: The Pre‐Nasdaq Evidence
resolves10.1016/S0165-1889(99)00062-7
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks
resolves10.1257/000282804322970805
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption
resolves10.1111/j.1540-6261.1990.tb03695.x
Positive Feedback Investment Strategies and Destabilizing Rational Speculation
resolves10.1016/0304-405X(84)90023-0
Corporate financing and investment decisions when firms have information that investors do not have
resolves10.1111/j.1540-6261.2012.01786.x
On the Life Cycle Dynamics of Venture‐Capital‐ and Non‐Venture‐Capital‐Financed Firms
resolves10.1093/oso/9780199270132.003.0018
The Effect of Market Conditions on Initial Public Offerings
The 10 references without a DOI — listed, not checked
no DOI — not checkedMyth or reality? The long-run underperformance of initial public offerings: Evidence from venture and nonventure capital-backed companies
no DOI — not checkedValuation ratios and the long-run stock market outlook
no DOI — not checkedCan managers time the market? Evidence using repurchase price data
no DOI — not checkedref37
no DOI — not checkedUnderpricing and entrepreneurial wealth losses in IPOs: Theory and evidence
no DOI — not checkedThe long-run performance of initial public offerings
no DOI — not checkedFigure 3: Stock Market Valuation Ratios
no DOI — not checkedref61
no DOI — not checkedref62
no DOI — not checkedThe data cover the period from 1976Q1 to 2020Q4. is equal to one if firm i is actively traded for three years post IPO. Perm i,-k (Tran i,-k ) is a permanent (transitory) shock that occurred k quarters before firm i goes public. D i,IPO equals one if firm i is listed within three years. Idiosyncratic volatility (IdioVol) is the standard deviation of the residuals, obtained by regressing stock returns of an IPO firm on Fama-French five factors. We use the daily data for one year period since the IPO. MB (market equity over book equity), Leverage (book equity over the sum of book equity and book debt) and Profitability (ROE) are generated from the Compustat. The number in parentheses is the t-value computed using the heteroskedasticityautocorrelation-consistent standard error
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