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Showing 1 to 1 of 1 for “"Post-listing liquidity"”.
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Essays on Determinants of IPO Liquidity and Price Adjustments to Persistent Information in Option Markets
I examine the determinants of cross-sectional liquidity in the IPO aftermarket during the period of 1995 through 2005. I find that past price performance, the extent of stock visibility, the mass of informed agents, and certain IPO attributes play a role in explaining IPO trading activity. My …