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- W49124198 abstract "A number of theoretical models, loosely characterized under the rubric of behavioral finance, suggest that price convergence to value is far from instantaneous and possibly involves interplay between noise and informed traders. The divergence of market price from fundamental value is more likely under conditions of high information uncertainty and implies that 'timing the sell' matters. We examine the six-month aftermarket in high-tech US IPOs during the late 1990s, arguably a high information uncertainty environment. We assume the perspective of an investor who has no preferential allotment and access only to virtually costless information in the public domain. Using both ordered logit regression and split-population hazard models, we demonstrate the potential to earn high market-adjusted returns within a few weeks with an optimal timing strategy. Our model indicates that momentum variables are important while fundamental variables have at best weak explanatory power." @default.
- W49124198 created "2016-06-24" @default.
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- W49124198 date "2002-01-01" @default.
- W49124198 modified "2023-10-16" @default.
- W49124198 title "Timing the 'Sell' in the High-Tech Aftermarket" @default.
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- W49124198 doi "https://doi.org/10.2139/ssrn.301387" @default.
- W49124198 hasPublicationYear "2002" @default.
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