Information risk and long-run performance of initial public offerings:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Wiesbaden
Gabler
2008
|
| Ausgabe: | 1. ed. |
| Schriftenreihe: | Gabler Edition Wissenschaft
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XIV, 132 S. graph. Darst. 21 cm |
| ISBN: | 9783834912596 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV035603982 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | t | ||
| 008 | 090707s2008 gw d||| m||| 00||| eng d | ||
| 015 | |a 09,H03,0419 |2 dnb | ||
| 016 | 7 | |a 989567389 |2 DE-101 | |
| 020 | |a 9783834912596 |c kart. : EUR 39.90 |9 978-3-8349-1259-6 | ||
| 024 | 3 | |a 9783834912596 | |
| 035 | |a (OCoLC)316050493 | ||
| 035 | |a (DE-599)DNB989567389 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c XA-DE-HE | ||
| 049 | |a DE-12 | ||
| 082 | 0 | |a 332.63222 |2 22/ger | |
| 084 | |a QP 300 |0 (DE-625)141850: |2 rvk | ||
| 084 | |a 330 |2 sdnb | ||
| 100 | 1 | |a Ecker, Frank |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Information risk and long-run performance of initial public offerings |c Frank Ecker. With forewords by Hellmuth Milde and Per Olsson |
| 250 | |a 1. ed. | ||
| 264 | 1 | |a Wiesbaden |b Gabler |c 2008 | |
| 300 | |a XIV, 132 S. |b graph. Darst. |c 21 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Gabler Edition Wissenschaft | |
| 502 | |a Zugl.: Trier, Univ., Diss., 2005 | ||
| 650 | 0 | 7 | |a Going Public |0 (DE-588)4219438-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Langfristige Analyse |0 (DE-588)4200335-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Performance |g Kapitalanlage |0 (DE-588)4219415-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Unvollkommene Information |0 (DE-588)4140474-9 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
| 689 | 0 | 0 | |a Going Public |0 (DE-588)4219438-6 |D s |
| 689 | 0 | 1 | |a Unvollkommene Information |0 (DE-588)4140474-9 |D s |
| 689 | 0 | 2 | |a Performance |g Kapitalanlage |0 (DE-588)4219415-5 |D s |
| 689 | 0 | 3 | |a Langfristige Analyse |0 (DE-588)4200335-0 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017659245&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-017659245 | ||
Datensatz im Suchindex
| _version_ | 1804139272241938432 |
|---|---|
| adam_text | CONTENTS FOREWORD V FOREWORD VII PREFACE IX LIST OF TABLES XIII LIST OF
FIGURES XV SYMBOLS AND ABBREVIATIONS XVUE 1 INTRODUCTION AND MOTIVATION 1
2 VALUATION UNDER INFORMATION RISK 7 2.1 CLASSIFICATION OF INFORMATION
RISK 7 2.2 EMPIRICAL MEASUREMENT OF INFORMATION RISK 3 2.3 CONCEPTUAL
CONSEQUENCES OF THE INTRODUCTION OF INFORMATION RISK . . . . 12 3
DERIVATION OF A RETURNS-BASED MEASURE OF INFORMATION QUALITY 15 4
ABNORMAL RETURNS MEASUREMENT AND HYPOTHESES DEVELOPMENT 25 4.1
METHODOLOGICAL ISSUES IN LONG-TERM ABNORMAL RETURNS MEASUREMENT ... 25
4.1.1 WHAT RETURN IS NORMAL? 25 4.1.2 CHOOSING THE RIGHT METRIC 33 4.1.3
EVENT-TIME VS. CA!ENDAR-TIME APPROACHES 37 4.1.4 CONCLUDING REMARKS AND
PROBLEMS DISCUSSION 40 4.2 EXPLAINING ABNORMAL IPO PERFORMANCE 43 5
TESTS WITH ABNORMAL PORTFOLIO RETURNS 51 5.1 CONSTRUCTION OF THE IPO
SAMPLE 51 GESCANNT DURCH BIBLIOGRAFISCHE INFORMATIONEN
HTTP://D-NB.INFO/989567389 DIGITALISIERT DURCH BIBLIOGRAPHY 127 XII
TABLE OF CONTENTS 5.2 CALENDAR-TIME PORTFOLIOS FROM THE FUELL IPO SAMPLE
55 5.3 PERSISTENCE TESTS 61 5.4 DEVIATION TESTS 68 5.4.1 MAIN RESULTS 68
5.4.2 THE ROLE OF SIZE 76 5.4.3 ANALYSIS OF SUBPERIODS 83 6 ROBUSTNESS
TESTS 85 6.1 VARYING THE CALENDAR-TIME APPROACH 85 6.2 FIRM-SPECIFIC
TESTS 86 6.2.1 DEVIATION AND IPO FIRM CHARACTERISTICS 89 6.2.2
FIRM-SPECIFIC ABNORMAL RETURN AND SIZE 91 6.2.3 FIRM-SPECIFIC ABNORMAL
RETURN AND OPERATING PERFORMANCE . . . . 92 6.3 FURTHER ROBUSTNESS TESTS
93 7 CONCLUDING REMARKS 97 APPENDIX 99
|
| any_adam_object | 1 |
| author | Ecker, Frank |
| author_facet | Ecker, Frank |
| author_role | aut |
| author_sort | Ecker, Frank |
| author_variant | f e fe |
| building | Verbundindex |
| bvnumber | BV035603982 |
| classification_rvk | QP 300 |
| ctrlnum | (OCoLC)316050493 (DE-599)DNB989567389 |
| dewey-full | 332.63222 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63222 |
| dewey-search | 332.63222 |
| dewey-sort | 3332.63222 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. ed. |
| format | Thesis Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02014nam a2200505 c 4500</leader><controlfield tag="001">BV035603982</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">090707s2008 gw d||| m||| 00||| eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">09,H03,0419</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">989567389</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783834912596</subfield><subfield code="c">kart. : EUR 39.90</subfield><subfield code="9">978-3-8349-1259-6</subfield></datafield><datafield tag="024" ind1="3" ind2=" "><subfield code="a">9783834912596</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)316050493</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)DNB989567389</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">XA-DE-HE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.63222</subfield><subfield code="2">22/ger</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QP 300</subfield><subfield code="0">(DE-625)141850:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">330</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Ecker, Frank</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Information risk and long-run performance of initial public offerings</subfield><subfield code="c">Frank Ecker. With forewords by Hellmuth Milde and Per Olsson</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Wiesbaden</subfield><subfield code="b">Gabler</subfield><subfield code="c">2008</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XIV, 132 S.</subfield><subfield code="b">graph. Darst.</subfield><subfield code="c">21 cm</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Gabler Edition Wissenschaft</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="a">Zugl.: Trier, Univ., Diss., 2005</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Going Public</subfield><subfield code="0">(DE-588)4219438-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Langfristige Analyse</subfield><subfield code="0">(DE-588)4200335-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Performance</subfield><subfield code="g">Kapitalanlage</subfield><subfield code="0">(DE-588)4219415-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Unvollkommene Information</subfield><subfield code="0">(DE-588)4140474-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Going Public</subfield><subfield code="0">(DE-588)4219438-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Unvollkommene Information</subfield><subfield code="0">(DE-588)4140474-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Performance</subfield><subfield code="g">Kapitalanlage</subfield><subfield code="0">(DE-588)4219415-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Langfristige Analyse</subfield><subfield code="0">(DE-588)4200335-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017659245&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-017659245</subfield></datafield></record></collection> |
| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV035603982 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:41:27Z |
| institution | BVB |
| isbn | 9783834912596 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017659245 |
| oclc_num | 316050493 |
| open_access_boolean | |
| owner | DE-12 |
| owner_facet | DE-12 |
| physical | XIV, 132 S. graph. Darst. 21 cm |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | Gabler |
| record_format | marc |
| series2 | Gabler Edition Wissenschaft |
| spelling | Ecker, Frank Verfasser aut Information risk and long-run performance of initial public offerings Frank Ecker. With forewords by Hellmuth Milde and Per Olsson 1. ed. Wiesbaden Gabler 2008 XIV, 132 S. graph. Darst. 21 cm txt rdacontent n rdamedia nc rdacarrier Gabler Edition Wissenschaft Zugl.: Trier, Univ., Diss., 2005 Going Public (DE-588)4219438-6 gnd rswk-swf Langfristige Analyse (DE-588)4200335-0 gnd rswk-swf Performance Kapitalanlage (DE-588)4219415-5 gnd rswk-swf Unvollkommene Information (DE-588)4140474-9 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Going Public (DE-588)4219438-6 s Unvollkommene Information (DE-588)4140474-9 s Performance Kapitalanlage (DE-588)4219415-5 s Langfristige Analyse (DE-588)4200335-0 s DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017659245&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Ecker, Frank Information risk and long-run performance of initial public offerings Going Public (DE-588)4219438-6 gnd Langfristige Analyse (DE-588)4200335-0 gnd Performance Kapitalanlage (DE-588)4219415-5 gnd Unvollkommene Information (DE-588)4140474-9 gnd |
| subject_GND | (DE-588)4219438-6 (DE-588)4200335-0 (DE-588)4219415-5 (DE-588)4140474-9 (DE-588)4113937-9 |
| title | Information risk and long-run performance of initial public offerings |
| title_auth | Information risk and long-run performance of initial public offerings |
| title_exact_search | Information risk and long-run performance of initial public offerings |
| title_full | Information risk and long-run performance of initial public offerings Frank Ecker. With forewords by Hellmuth Milde and Per Olsson |
| title_fullStr | Information risk and long-run performance of initial public offerings Frank Ecker. With forewords by Hellmuth Milde and Per Olsson |
| title_full_unstemmed | Information risk and long-run performance of initial public offerings Frank Ecker. With forewords by Hellmuth Milde and Per Olsson |
| title_short | Information risk and long-run performance of initial public offerings |
| title_sort | information risk and long run performance of initial public offerings |
| topic | Going Public (DE-588)4219438-6 gnd Langfristige Analyse (DE-588)4200335-0 gnd Performance Kapitalanlage (DE-588)4219415-5 gnd Unvollkommene Information (DE-588)4140474-9 gnd |
| topic_facet | Going Public Langfristige Analyse Performance Kapitalanlage Unvollkommene Information Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017659245&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT eckerfrank informationriskandlongrunperformanceofinitialpublicofferings |