Date of Award

2002

Degree Type

Dissertation

First Advisor

Yul Wha Lee

Abstract

This paper examines both the short-run and long-run performance of initial public offerings issued in Singapore. We document that new issues are underpriced and the underwriter price support hypothesis cannot explain the underpricing phenomenon. We show that initial return is not related to short-run performance of IPOs. However, there is a negative relation between initial return and long-run performance of IPOs. When various techniques are employed to analyze the long-run performance of IPOs, we find that abnormal returns are sensitive to the techniques being used. The abnormal returns often disappear with reasonable changes in the way they are measured.

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