Initial Public Offering Effects on Volatility in US Stock Market

Initial Public Offering Effects on Volatility in US Stock Market

This paper aims to investigate the effect of Initial Public Offerings (IPOs) on stock market volatility in the United States using the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model. The study utilizes daily data from January 2020 to October 2022 on the Standard & Poor&#...

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Bibliographic Details
Main Authors: Abdirahman Nor Omar Ahmed, Ayben Koy
Format: Article
Language:English
Published: Collaboration (Ömer ÖZKAN, Murat Çemberci, Mustafa Emre Civelek, Nagehan Uca, Okşan Kibritçi) 2023-06-01
Series:Journal of International Trade, Logistics and Law
Subjects:
ipos
us
s&p500
nyse
volatility
arch/garch
e-garch
Online Access:http://www.jital.org/index.php/jital/article/view/365

Internet

http://www.jital.org/index.php/jital/article/view/365

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