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IPO Trading without Market Makers or Underwriter Price Support

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dc.contributor.authorBradley, Daniel
dc.contributor.authorLi, Mingsheng
dc.contributor.authorShi, Jing
dc.date.accessioned2015-12-07T22:13:53Z
dc.date.issued2011
dc.date.updated2015-12-07T07:20:12Z
dc.description.abstractWe investigate the trading behavior and liquidity supply of Chinese initial public offerings (IPOs) that trade in an order-driven market system with pure limit order books where nomarket makers or price support is allowed. We find large trades and quoted
dc.identifier.issn0732-8516
dc.identifier.urihttp://hdl.handle.net/1885/17185
dc.publisherWiley-Blackwell
dc.sourceThe Financial Review (Statesboro)
dc.titleIPO Trading without Market Makers or Underwriter Price Support
dc.typeJournal article
local.bibliographicCitation.issue3
local.bibliographicCitation.lastpage483
local.bibliographicCitation.startpage459
local.contributor.affiliationBradley, Daniel, University of South Florida
local.contributor.affiliationLi, Mingsheng, Bowling Green State University
local.contributor.affiliationShi, Jing, College of Business and Economics, ANU
local.contributor.authoruidShi, Jing, u9702681
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor150201 - Finance
local.identifier.ariespublicationu4044158xPUB1
local.identifier.citationvolume46
local.identifier.doi10.1111/j.1540-6288.2011.00308.x
local.identifier.scopusID2-s2.0-84919674131
local.type.statusPublished Version

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