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gamair (version 0.0-8)

ipo: Initial Public Offering Data

Description

Data on the relationship between the number of initial public offerings (of shares in a company) and other potentially important variables. It is probably necessary to lag some of the explanatory variables.

Usage

data(ipo)

Arguments

format

A data frame with 6 columns and 156 rows. The columns are:
  • n.ipo
{number of initial pubilc offerings each month.} ir{the average initial return (volume weighted): this is the percentage difference between the offer proce of shares and the price after the first day of trading.} dp{the average percentage difference between middle of the price range proposed at first filing of the IPO, and the eventual offer price.} reg.t{the average time between filing and offer.} t{time, in months.} n.ipo{month of the year (1 = January).}

source

http://schwert.ssb.rochester.edu

References

Lowry, M. and G.W. Schwert (2002) IPO market cycles: Bubbles or sequential learning? The Journal of Finance 67(3), 1171-1198

Wood, S.N. (2006) Generalized Additive Models: An Introduction with R. CRC

Examples

Run this code
data(ipo)
  pairs(ipo)

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