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Is the investor sentiment approach the solution to the IPO underpricing phenomenon?

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Size matters : tail risk, momentum and trend following in international equity portfolios

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Trend following, risk parity and momentum in commodity futures

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Trend following, risk parity and momentum in commodity futures

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IPO pricing and the relative importance of investor sentiment : evidence from Germany

Oehler, Andreas (contributor); Rummer, Marco (contributor); … - 2004

The underpricing phenomenon of Initial Public Offerings (IPOs) has been widely studied across different stock markets around the world and has often been explained to be as a result of asymmetrically distributed information and ex-ante uncertainty. However, as Ritter and Welch (2002) argue to...

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Absolute momentum, sustainable withdrawal rates and glidepath investing in US retirement portfolios from 1925

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