A Quantitative study of listings on the OMXH Main List from 2005 to 2016

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Journal Title

Journal ISSN

Volume Title

School of Business | Bachelor's thesis

Date

2020

Department

Major/Subject

Mcode

Degree programme

(Mikkeli) Bachelor’s Program in International Business

Language

en

Pages

31

Series

Abstract

The main objectives of this study were to study the performance of Finnish IPOs in the aftermarket both in the long-run (three years) during the first day of trading. The secondary objective was to compare the returns of small-cap companies and large-cap companies to find differences. The study analyzed the accuracy of the underpricing theory in the context of Finnish IPOs as well as the globally researched phenomena of long-run underperformance amongst IPOs. After calculating the raw- and abnormal returns for the 13 sample companies, comparisons were made between smaller and larger valued companies. The data for the IPOs was collected through Thomson Reuters Datastream and the index data (OMXHPI) was collected through Thomson Reuters Eikon. The main conclusion of this study is that during the period of 2005 to 2016 IPOs underperformed slightly in the long-run when compared to the market index. Higher valuated companies performed better when compared to smaller companies. The second conclusion is that contrary to prior research the sample companies were not significantly underpriced.

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Thesis advisor

Rannikko, Heikki

Keywords

IPO, investment, underpricing, initial public offering

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