Re-Assessing the Long-Term Underperformance of UK Initial Public Offerings

By Susanne Espenlaub, A. Gregory, Ian Tonks. 2000

123 citations recorded by the source corpus.

Subfields: Accounting, Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/c2d575e1519ef3d51f9c19ad8254dd4fd1929f20

Citations in the corpus

• The Long Run Share Price Performance of Malaysian Initial Public Offerings (Ipos) (2006, unknown): “Under the calendar-time approach, we employ the alpha coefficient from a Fama-French three-factor model to measure the abnormal return. As noted by Gompers and Lerner (2003), the Fama-French three-factor model is ‘a well-accepted method for testing time series significance in the pattern of the long”