Liquidity shocks and SEO underpricing

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Liquidity shocks and SEO underpricing

We hypothesise that certain market conditions could lead to liquidity shocks that will consequently increase SEO underpricing (defined as the close-to-offer return). We propose three scenarios of market conditions, namely aggregate issues with large volume, large market declines and market volatilit...

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Bibliographic Details
Main Author:	Dai, Kai
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2012
Subjects:	Stocks prices
Online Access:	https://eprints.nottingham.ac.uk/12627/

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