Data of pre-IPO or listing firm characteristics and post-listing stock returns of Chinese listed firms

oleh: Hong Li

Format: Article
Diterbitkan: Elsevier 2020-04-01

Deskripsi

The data set contains the data of variables, such as indicators of forms or host markets of the Chinese listed firms, pre-IPO or listing firm characteristics and post-IPO or listing stock returns. These variables can be used to estimate the probabilities of overseas listing in specific forms or locations through binary probit or multinomial logistic regression, and to evaluate the consequences of overseas listing in some specific forms or locations via the two-factor asset pricing model. Furthermore, these data can be used to estimate the models simultaneously within the potential outcome framework as done in the paper, entitled ‘Direct overseas listing versus cross-listing: A multivalued treatment effects analysis of Chinese listed firms’. https://doi.org/10.1016/j.irfa.2019.101391. Keywords: Overseas listing, Pre-IPO firm characteristics, Post-listing stock returns