An Empirical Analysis on the Influencing Elements of IPO Underpricing in China 2003-2007

This paper investigates the phenomenon of Initial Public Offerings underpricing on China A-share market both in Shanghai stock market and Shenzhen Stock ranging from the year 2003 to 2007. Firstly the research indicates that the underpricing of IPO exists in every stock market. Secondly, literature...

Full description

Bibliographic Details
Main Author: wang, zifei
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2012
Online Access:https://eprints.nottingham.ac.uk/25986/
_version_ 1848793089883242496
author wang, zifei
author_facet wang, zifei
author_sort wang, zifei
building Nottingham Research Data Repository
collection Online Access
description This paper investigates the phenomenon of Initial Public Offerings underpricing on China A-share market both in Shanghai stock market and Shenzhen Stock ranging from the year 2003 to 2007. Firstly the research indicates that the underpricing of IPO exists in every stock market. Secondly, literature reviews made by western researchers and Chinese researchers would be firstly introduced. Specifically, some important theories would be reviewed, such as signaling hypothesis, winner’s curse hypothesis, and investment bank hypothesis etc. In this part, special features in Chinese stock market would be focused on. Thirdly, it should be interpreted that the data collection and the methodology used in this paper. The research would use multiple liner regression model to analysis underpricing level and investigate some factors that might affect underpricing of IPO. The variable used in the regression should be detail explained and the hypothesis should also be proposed in this part. Next, according to the regression results, it indicates that underpricing in China is serious, and the special Chinese regulations and systems also affect the magnitude of IPO underpricing. Finally, it can be concluded that the influencing elements can affects the level of IPO underpricing phenomenon to some extent. However, the Chinese stock market not mature compared with the developed stock markets.
first_indexed 2025-11-14T18:54:46Z
format Dissertation (University of Nottingham only)
id nottingham-25986
institution University of Nottingham Malaysia Campus
institution_category Local University
language English
last_indexed 2025-11-14T18:54:46Z
publishDate 2012
recordtype eprints
repository_type Digital Repository
spelling nottingham-259862022-03-21T16:10:32Z https://eprints.nottingham.ac.uk/25986/ An Empirical Analysis on the Influencing Elements of IPO Underpricing in China 2003-2007 wang, zifei This paper investigates the phenomenon of Initial Public Offerings underpricing on China A-share market both in Shanghai stock market and Shenzhen Stock ranging from the year 2003 to 2007. Firstly the research indicates that the underpricing of IPO exists in every stock market. Secondly, literature reviews made by western researchers and Chinese researchers would be firstly introduced. Specifically, some important theories would be reviewed, such as signaling hypothesis, winner’s curse hypothesis, and investment bank hypothesis etc. In this part, special features in Chinese stock market would be focused on. Thirdly, it should be interpreted that the data collection and the methodology used in this paper. The research would use multiple liner regression model to analysis underpricing level and investigate some factors that might affect underpricing of IPO. The variable used in the regression should be detail explained and the hypothesis should also be proposed in this part. Next, according to the regression results, it indicates that underpricing in China is serious, and the special Chinese regulations and systems also affect the magnitude of IPO underpricing. Finally, it can be concluded that the influencing elements can affects the level of IPO underpricing phenomenon to some extent. However, the Chinese stock market not mature compared with the developed stock markets. 2012-12 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/25986/1/IPO-WANGZIFEI.pdf wang, zifei (2012) An Empirical Analysis on the Influencing Elements of IPO Underpricing in China 2003-2007. [Dissertation (University of Nottingham only)] (Unpublished)
spellingShingle wang, zifei
An Empirical Analysis on the Influencing Elements of IPO Underpricing in China 2003-2007
title An Empirical Analysis on the Influencing Elements of IPO Underpricing in China 2003-2007
title_full An Empirical Analysis on the Influencing Elements of IPO Underpricing in China 2003-2007
title_fullStr An Empirical Analysis on the Influencing Elements of IPO Underpricing in China 2003-2007
title_full_unstemmed An Empirical Analysis on the Influencing Elements of IPO Underpricing in China 2003-2007
title_short An Empirical Analysis on the Influencing Elements of IPO Underpricing in China 2003-2007
title_sort empirical analysis on the influencing elements of ipo underpricing in china 2003-2007
url https://eprints.nottingham.ac.uk/25986/