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IPO underpricing in China's new stock markets

, , and . Journal of Multinational Financial Management, 14 (3): 283--302 (July 2004)

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The day-of-the-week regularity in the stock markets of China, , and . Journal of Multinational Financial Management, 11 (2): 139--163 (Apr 1, 2001)Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility, , and . Journal of Econometrics, 143 (2): 227--262 (April 2008)IPO underpricing in China's new stock markets, , and . Journal of Multinational Financial Management, 14 (3): 283--302 (July 2004)Earnings forecast errors in IPO prospectuses and their associations with initial stock returns, , and . Journal of Multinational Financial Management, 11 (2): 225--240 (Apr 1, 2001)Nonparametric estimation of structural change points in volatility models for time series, , and . Journal of Econometrics, 126 (1): 79--114 (May 2005)