Accepted by Jeffrey Callen. The paper greatly benefitted from comments by Jeffrey Callen and two anonymous referees. Furthermore, I thank Liesbeth Bruynseels, Qi Chen, Jennifer Francis, Holger Haaf, Hellmuth Milde, Per Olsson, Katherine Schipper, Hartmut Wächter and seminar participants at Duke University, the Swedish Institute for Financial Research (SIFR), the Tilburg University Spring Camp, and the University of Trier for their helpful suggestions.
Information Precision and Long-Run Performance of Initial Public Offerings†
Article first published online: 13 FEB 2014
Contemporary Accounting Research
How to Cite
Ecker, F. (2014), Information Precision and Long-Run Performance of Initial Public Offerings. Contemporary Accounting Research. doi: 10.1111/1911-3846.12043
- Article first published online: 13 FEB 2014
- Accepted manuscript online: 3 MAY 2013 09:02PM EST
|care12043-sup-0001-Appendix.pdf||application/PDF||146K||Appendix S1. Simulations setup and results.|
Table S10. Abnormal portfolio returns per deviation and size quartiles.
Table S11. Abnormal portfolio returns per deviation quartiles — Jaffe-Mandelker Method.
Table S12. Abnormal value-weighted portfolio returns for subperiods.
Table S13. Operating performance regressions.
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