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Institutional trades, corporate finance, and asset pricing anomalies

Persone

Responsabili

Degeorge F.

(Responsabile)

Franzoni F.

(Co-Responsabile)

Plazzi A.

(Co-Responsabile)

Collaboratori

Pratobevera G.

(Collaboratore)

Sommavilla C.

(Collaboratore)

Stojkovic J.

(Collaboratore)

Abstract

Our research module proposes to make use of recently available micro trading data in order to directly test corporate finance and asset pricing theories or shed light on empirical controversies. The ANcerno database that we plan on using contains the universe of individual institutional trades by US based investors. ANcerno enables researchers to directly ascertain the identity of investors. The potential for new research from this database is comparable, in our view, to that given by the Center for Research on Security Prices established in the 1960s. In this research module we plan to investigate IPO procedures, investor attention, and asset pricing anomalies.

Informazioni aggiuntive

Data d'inizio
01.09.2012
Data di fine
01.09.2015
Durata
36 Mesi
Stato
Concluso