| ipo {gamair} | R Documentation |
Initial Public Offering Data
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)