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†
Version of Record online: 13 FEB 2014
Contemporary Accounting Research
Volume 31, Issue 3, pages 876–910, Fall 2014
How to Cite
Ecker, F. (2014), Information Precision and Long-Run Performance of Initial Public Offerings. Contemporary Accounting Research, 31: 876–910. doi: 10.1111/1911-3846.12043
- Issue online: 11 SEP 2014
- Version of Record 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.
Please note: Wiley Blackwell is not responsible for the content or functionality of any supporting information supplied by the authors. Any queries (other than missing content) should be directed to the corresponding author for the article.