← Search

Journal of Financial Economics Vol. 84 No. 1 2007

Do today's trades affect tomorrow's IPO allocations?☆

Mahendrarajah Nimalendran1; Jay R. Ritter1; Donghang Zhang2

1 University of Florida · 2 University of South Carolina

Abstract

Underwriters using bookbuilding can allocate shares of initial public offerings (IPOs) on the basis of, among other things, commissions paid by investors. In testing the hypothesis that investors trade liquid stocks in order to affect their IPO allocations, we find that money left on the table by IPOs is related to the trading volume of the 50 most liquid stocks near the offer date. For an IPO that leaves $1 billion on the table, there is abnormal volume of 2.7% to 4.1% in the 50 most liquid stocks over the six days ending on the day that trading commences in that IPO, although only during the internet bubble period is this volume increase statistically significant.

DOI
10.1016/j.jfineco.2006.01.007
Volume
84
Issue
1
Pages
87-109
Language
en
Sources
openalex crossref bibtex:phds-export.bib

Cite