Underpricing of Initial Public Offering (IPO) in China

This paper studies the issue of initial public offerings (IPO) underpricing on Chinese A-share market using the sample of 838 IPO shares from 2002 to 2014 excluding 2013. The research reviews some classic western theories and hypotheses as well as studies carried by Chinese scholars which shows the...

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Main Author: GU, XINYUAN
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2014
Subjects:
Online Access:https://eprints.nottingham.ac.uk/27487/
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author GU, XINYUAN
author_facet GU, XINYUAN
author_sort GU, XINYUAN
building Nottingham Research Data Repository
collection Online Access
description This paper studies the issue of initial public offerings (IPO) underpricing on Chinese A-share market using the sample of 838 IPO shares from 2002 to 2014 excluding 2013. The research reviews some classic western theories and hypotheses as well as studies carried by Chinese scholars which shows the difference of IPO underpricing between Chinese stock market and other stock markets. Based on these literature, a multiple regression model is constructed to test the influential factors of IPO underpricing in Chinese stock market. From the regression result, 3 main reason of the high IPO underpricing level in China can be concluded. The first cause is the problem of informational asymmetry which is owing to the immature IPO regulation, therefore the disclosure of information is not efficient. The second factor is the irrational investment behaviour in Chinese market. It confirms the phenomenon of severe speculation in secondary market. Thirdly, the result of variables that used to represent the special features of Chinese stock market shows that the high inequity of demand and supply in Chinese stock market still exists after the reform of IPO system and it is a main reason of IPO underpricing in China.
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spelling nottingham-274872017-10-19T14:06:05Z https://eprints.nottingham.ac.uk/27487/ Underpricing of Initial Public Offering (IPO) in China GU, XINYUAN This paper studies the issue of initial public offerings (IPO) underpricing on Chinese A-share market using the sample of 838 IPO shares from 2002 to 2014 excluding 2013. The research reviews some classic western theories and hypotheses as well as studies carried by Chinese scholars which shows the difference of IPO underpricing between Chinese stock market and other stock markets. Based on these literature, a multiple regression model is constructed to test the influential factors of IPO underpricing in Chinese stock market. From the regression result, 3 main reason of the high IPO underpricing level in China can be concluded. The first cause is the problem of informational asymmetry which is owing to the immature IPO regulation, therefore the disclosure of information is not efficient. The second factor is the irrational investment behaviour in Chinese market. It confirms the phenomenon of severe speculation in secondary market. Thirdly, the result of variables that used to represent the special features of Chinese stock market shows that the high inequity of demand and supply in Chinese stock market still exists after the reform of IPO system and it is a main reason of IPO underpricing in China. 2014-09-18 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/27487/1/dissertation.pdf GU, XINYUAN (2014) Underpricing of Initial Public Offering (IPO) in China. [Dissertation (University of Nottingham only)] (Unpublished) IPO underpricing
spellingShingle IPO underpricing
GU, XINYUAN
Underpricing of Initial Public Offering (IPO) in China
title Underpricing of Initial Public Offering (IPO) in China
title_full Underpricing of Initial Public Offering (IPO) in China
title_fullStr Underpricing of Initial Public Offering (IPO) in China
title_full_unstemmed Underpricing of Initial Public Offering (IPO) in China
title_short Underpricing of Initial Public Offering (IPO) in China
title_sort underpricing of initial public offering (ipo) in china
topic IPO underpricing
url https://eprints.nottingham.ac.uk/27487/