Textual Information and IPO Underpricing: A Machine Learning Approach

Author:

Katsafados Apostolos G.,Androutsopoulos Ion,Chalkidis Ilias,Fergadiotis Emmanouel,Leledakis George N.,Pyrgiotakis Emmanouil G.

Publisher

Elsevier BV

Reference76 articles.

1. The role of asset structure, ownership structure, and takeover defenses in determining acquisition likelihood;B W Ambrose;Journal of Financial and Quantitative Analysis,1992

2. The effects of ambiguous information on initial and subsequent IPO returns;T Arnold;Financial Management,2010

3. On the predictive ability of narrative disclosures in annual reports;R Balakrishnan;European Journal of Operational Research,2010

4. Cross-country IPOs: What explains differences in underpricing?;S Banerjee;Journal of Corporate Finance,2011

5. Can takeover targets be identified by statistical techniques? Some UK evidence;P Barnes;Journal of the Royal Statistical Society: Series D (The Statistician),1998

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. COVID-19: the impact of the pandemic fear on IPO underpricing;Journal of Financial Reporting and Accounting;2022-10-28

2. Machine learning in U.S. Bank Merger Prediction: A Text-Based Approach;SSRN Electronic Journal;2021

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