The full-text version of this paper can be found at: "https://ssrn.com/abstract=3102438" https://ssrn.com/abstract=3102438. This online appendix provides supplemental discussion and analysis for our manuscript The Determinants of IPO Withdrawal - Evidence from Europe. The supplemental...

Why do companies, having filed for an IPO and incurred the costs thereof, not follow through? We investigate this by examining all common stock IPO's for the largest countries in Europe over the 2001-2015 period, covering more than 80% of the Western European IPO market by number and value. We...

This paper outlines the phenomenon of negative first-day IPO returns. Using a comprehensive sample of firms that listed in the USA between 2000 and 2020, we find that 21.61% of all IPO firms have negative first-day returns, making this a common feature of US IPO markets. We identify key...

This paper outlines hitherto under-researched phenomenon of negative first-day returns on common stock offerings-IPO. Using a comprehensive sample of firms that listed on major U.S. stock exchanges between 2000 and 2020, we find that 21.61% of all IPO firms have negative first-day returns,...

This paper examines the relationship between news coverage and Bitcoin returns. Previous studies have provided evidence to suggest that macroeconomic news affects stock returns, commodities and interest rates. We extend the approach developed by Birz and Lott [2011] to examine the hypothesis...

This paper investigates the impact of oil price shocks on the Turkish sovereign yield curve factors. The recent oil shock identification scheme of Ready (2018) is modified by using geopolitical oil price risk index in order to capture the changes in the risk perceptions of oil markets driven by...

The high volatility of the blockchain markets has driven the attention of investors and market participants to concentrate on the diversification avenues of NFTs, DeFis, and Cryptos. We examined the extreme risk transmission of block-chain markets using the quantile connectedness technique at...

We investigate whether there exists a relationship between eight proxy variables for investor mood (based on the weather, biorhythms, and beliefs) and daily Irish stock returns over the period 1988 to 2001. Our study is motivated by recent research which argues that people's decisions are...

This paper surveys the research on the influence of investor feelings on equity pricing, and also develops a theoretical basis with which to understand the emerging findings of this area. The theoretical basis is developed by reference to research in the fields of economic psychology and...

The ability of investors to implement seasonal strategies implied by academic papers has been widely criticised, most recently by Hudson, Keasey amp; Littler (2002). This paper addresses these concerns, and provides an example of a strategy derived from academic papers that indicates how and to...