Investor Attention and IPO Performance

Date

2019-01-07

Author

Akgün, Başak
Danışoğlu, Seza

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URI

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 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...

Citation Formats

B. Akgün and S. Danışoğlu, “Investor Attention and IPO Performance,” 2019, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/81606.