Short selling activity, price efficiency and fundamental value of IPO stocks
Document Type
Article
Publication Date
11-1-2012
Abstract
In this study, we take advantage of the unique features of the Taiwan stock market, where short selling is forbidden within the first six months following an IPO. We examine the effects of short selling on IPO price efficiency and the relation between short selling activities and the fundamental value of IPO stocks. We find that price efficiency is improved with increased short selling after the lifting of short sale constraints on IPO stocks. We also show that short sellers tend to target IPO stocks with low fundamental ratios, but simultaneously avoid stocks with high transaction costs. In addition, we provide empirical evidence that short sellers focus more on temporary price fluctuations rather than temporary fluctuations in fundamentals. © 2012 Elsevier B.V.
Identifier
84861011288 (Scopus)
Publication Title
Pacific Basin Finance Journal
External Full Text Location
https://doi.org/10.1016/j.pacfin.2012.04.001
ISSN
0927538X
First Page
809
Last Page
824
Issue
5
Volume
20
Grant
NSF HRD‐1008549
Fund Ref
Nanjing Institute of Technology
Recommended Citation
Cheng, Lee Young; Yan, Zhipeng; Zhao, Yan; and Chang, Wei Fang, "Short selling activity, price efficiency and fundamental value of IPO stocks" (2012). Faculty Publications. 18049.
https://digitalcommons.njit.edu/fac_pubs/18049
