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A compound duration model for high-frequency asset returns

Aldrich, Eric M.; Heckenbach, Indra; Laughlin, Gregory - In: Journal of empirical finance 39 (2016), pp. 105-128

Persistent link: https://www.econbiz.de/10011663312

Do initial reserves signal long-term IPO stock performance?

Cheng, Peng - In: Cogent economics & finance 3 (2015) 1, pp. 1-11

This research examines the long-run Initial Public Offerings (IPO) stock performance of a large Chinese sample, and in particular the relationship between initial reserves (capital reserves and revenue reserves immediately after the IPO) and long-run IPO stock performance. In general, Chinese...

Persistent link: https://www.econbiz.de/10010492409

Share price and trading volume reactions to lockup expiration in Malaysian IPOs

Shamsul Bahrain Mohamed Arshad; Kamarun Nisham Taufil Mohd - In: International journal of economics and financial issues … 6 (2016) 3, pp. 958-962

Persistent link: https://www.econbiz.de/10011697558

Investigating overreaction and underreaction in initial public offerings

Enow, Samuel Tabot - In: International journal of economics and financial issues … 14 (2024) 4, pp. 172-177

Persistent link: https://www.econbiz.de/10014632230

Inferring Equity Durations Around FOMC Surprises : Estimates and Implications

Chen, Zhanhui - 2020

because expected future cash-flow growth varies with the discount rates. The traditional Macaulay duration captures the effect … from the discount-rate channel. I propose a novel duration measure, the effective equity duration, to capture the effects … is hump-shaped because expected future cash flow growth increases with the discount rates. The effective equity duration …

Persistent link: https://www.econbiz.de/10012851441