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II Prediction of Li sti ng 25
E 2 2 AMEX Sample Control Sample
E 3 2 OTC Sample Control Sample
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A-l to A+l Altman's American Stock Exchange AMEX and OTC AMEX sample AMEX to NYSE Ann to List announcement to listing announcement week associated with listing BET2 bid/ask spread change in value classification results companies consistent control firms Control Listers control sample correct classification rates correlation cummulative residuals cutoff data is usad DEV T-VALUE discriminant analysis model Divided in Halves dividend yield expected and unexpected half of tha Independent Variable institutional ownership investor anticipation L+2 to L+10 listing period listing week LMKTVL log transformed data LPCINST LPCVOL market value Measures of Relative method NASDAQ negative residuals non-listers number of shares NYSE Listers OTC firms OTC market OTC sample OTC to NYSE positive residuals POST 28 Pre-Period prior to listing Relative Significance standard deviation Table tests for changes tha data transaction costs unexpected listers Univariate Statistics usad with tha volume data weeks prior York Stock Exchange