ipo {gamair} | R Documentation |
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)
Format
A data frame with 6 columns and 156 rows. The columns are:
n.iponumber of initial pubilc offerings each month.
irthe 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.
dpthe average percentage difference between middle of the price range
proposed at first filing of the IPO, and the eventual offer price.
reg.tthe average time between filing and offer.
ttime, in months.
n.ipomonth 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
data(ipo)
pairs(ipo)
[Package
gamair version 0.0-4
Index]