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Are IPOs really underpriced?

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Evaporating liquidity

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Evaporating liquidity

Nagel, Stefan - 2012

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Empirical cross-sectional asset pricing

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Empirical cross-sectional asset pricing

Nagel, Stefan - 2012

Persistent link: https://www.econbiz.de/10009679606

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Nagel, Stefan - 2012

Persistent link: https://www.econbiz.de/10009679873

Short sales, institutional investory and the cross-section of stock returns

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Evaporating liquidity

Nagel, Stefan - 2011

Persistent link: https://www.econbiz.de/10009423502

Evaporating Liquidity

Nagel, Stefan - 2011

The returns of short-term reversal strategies in equity markets can be interpreted as a proxy for the returns from liquidity provision. Analysis of reversal strategies shows that the expected return from liquidity provision is strongly time-varying and highly predictable with the VIX index....

Persistent link: https://www.econbiz.de/10012461005