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Investor Attention and IPO Performance
Date
2019-01-07
Author
Akgün, Başak
Danışoğlu, Seza
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https://hdl.handle.net/11511/81606
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Investor attention and IPO performance
Akgün, Başak Elif; Danışoğlu, Seza; Department of Business Administration (2016)
This study examines the influence of pre-IPO investor attention on short- and long-run IPO returns and post-IPO stock liquidity in an emerging market. Individual investor attention is proxied by both passive and active measures. Passive attention is proxied by a traditional media coverage whereas active attention is proxied by a measure that is constructed from Google search volume (GSV) data. Findings imply that, unlike U.S. market findings, investor attention prior to the IPO date does not have an influen...
Investor Sentiment and Closed End Fund Puzzle in an Emerging Market
Güner, Zehra Nuray (2009-01-01)
Investor Sentiment and Closed End Fund Puzzle in an Emerging Market
Güner, Zehra Nuray (Orta Doğu Teknik Üniversitesi (Ankara, Turkey), 2009)
This paper examines the closed-end fund puzzle in the Istanbul Stock Exchange. Closed-end funds are found to be trading at a discount in this market as well but the size of the discount on Turkish closed-end funds is much larger. Findings of this paper provide partial support for the investor sentiment hypothesis. Contrary to the findings for mature exchanges, investor sentiment does not seem to have a significant effect on the largest ten percent of stocks in this market. These stocks could be safe bets fo...
Investor sentiment and closed-end fund puzzle in an emerging market
Güner, Zehra Nuray (Orta Doğu Teknik Üniversitesi (Ankara, Turkey), 2009)
This paper examines the closed-end fund puzzle in the Istanbul Stock Exchange. Closed-end funds are found to be trading at a discount in this market as well but the size of the discount on Turkish closed-end funds is much larger. Findings of this paper provide partial support for the investor sentiment hypothesis. Contrary to the findings for mature exchanges, investor sentiment does not seem to have a significant effect on the largest ten percent of stocks in this market. These stocks could be safe be...
INVESTOR ATTENTION AND STOCK PERFORMANCE: A SEARCH ENGINE OPTIMIZATION APPROACH
Gül, Abdullah Efe; Danışoğlu, Seza; Department of Financial Mathematics (2022-2-11)
This thesis proposes two new measures of investor attention: Search Traffic (ST) and Click Per Search (CPS). These two measures as well as the commonly used Google Search Volume Index (SVI) measure are constructed using a search engine optimization and the number of keywords is optimized while measuring SVI. ST is measured based on financial website URLs without using any search keyword and is a direct measure of investor attention. The relationships between investor attention and stock market activities co...
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B. Akgün and S. Danışoğlu, “Investor Attention and IPO Performance,” 2019, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/81606.
