Brasil, 6/1/2009

 

Referências bibliográficas das Cartas Dynamo nº 49 e 50

Kahneman, D. (ed.) Judgment under Uncertainty: Heuristics and Biases.
Cambridge University Press, 1982.

Amihud, Y., Hauser, S., Kirsh, A. Allocations, Adverse Selection, and Cascades in IPO: Evidence from the Tel Aviv Stock Exchange. Journal of Finance Economics 68 (2003) 137-158.

Boehme, R., Danielsen, B., R., Sorescu, S. The Valuation Effects of Dispersion of Opinion: Premium or Discount? Draft Out-2002

Brau, J., Fawcett, S. Initial Public Offerings: An Analysis of Theory and Practice.
Submitted to The Journal of Finance, 2004.

Cornelli, F., Goldreich, D., Ljungqvist, A. Investor Sentiment and Pre-IPO Markets.

Degeorge, F., Derrien F., Womack., K. Analyst Hype in IPOs: Explaining the Popularity of Bookbuilding. Draft set-2005.

Fields, L. Is Institutional Investment in Initial Public Offerings Related to the Long-run Performance of these Firms? Working Paper, UCLA, 1995.

Freitas, R., Passoni, P. Brazilian Capital Markets and Private Equity: a New Reality or Just a Fad? Harvard Business School, May-2006.

Hurt, C. Moral Hazard and Initial Public Offering. University of Texas School of Law.
Draft Mar-2004.

Ibbotson, R., Jaffe, J. ‘Hot Issue’ Markets. Journal of Finance 30, 1027-1042, 1975.

Jagannathan, R., Sherman, A. Why Do IPO Auctions Fail? NBER Working Paper 12.151,
Mar-2006.

Leal, R. Using Accounting Information in Prospectuses to Invest in Brazilian IPOs during
High inflation Years. Feb-2004.

Lowry, M., Schwert G. Biases in the IPO Pricing Process. NBER Working Paper 8.586,
Nov-2001.

Lowry, M., Schwert, W. IPO Market Cycles: Bubbles or Sequential Learning? The Journal of Finance, vol LXVII, n. 3, jun 2002.

Lowry, M. Why Does IPO Volume Fluctuate so Much? Submitted to Journal of Financial Economics 2002.

Ljungqvist, A., Nanda, V., Singh, R. Hot Markets, Investor Sentiment, and IPO Pricing.
Nov-2003.

Miller, E. Risk, Uncertainty, and Divergence of Opinion. Journal of Finance, 1151-1168, 1977.

Miller., E. Long Run Underperformance of Initial Public Offerings: An Explanation.
University of New Orleans, Feb-2000.

Pagano, M., Panetta, F., Zingales, L. Why Do Companies Go Public? An Empirical Analysis.
NBER Working Paper 5.367, Nov-1995.

Ritter, J. The Long Run Performance of Initial Public Offerings in Advances in Behavioral Finance, ed. Thaler, R., 1993

Ritter, J. Initial Public Offerings. University of Florida, Spring-1998.

Ritter, J., Welch, I. A Review of IPO Activity, Pricing, and Allocations.
NBER, Working Paper 8.805, fev-2002.

Rocholl, J. How Does the Underwriter Match Allocation and Demand in IPO Bookbuilding?
University of North Carolina at Chapel Hill, Apr-2004.

Schultz, P. Pseudo Market Timing and the Long-Run Underperformance of IPOs.
University of Notre Dame, Apr-2002.

Wilhelm, W. Bookbuilding, Auctions, and the Future of the IPO Process. Journal of Applied Corporate Finance, vol 17 n. 1, winter 2005.

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