ipo: Initial Public Offering Data

In gamair: Data for 'GAMs: An Introduction with R'

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.ipo

number of initial pubilc offerings each month.

ir

the 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.

dp

the average percentage difference between middle of the price range proposed at first filing of the IPO, and the eventual offer price.

reg.t

the average time between filing and offer.

t

time, in months.

month

month 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, 2017) Generalized Additive Models: An Introduction with R. CRC

Examples

  data(ipo)
  pairs(ipo)

gamair documentation built on Aug. 23, 2019, 5:03 p.m.