ARTÍCULO
TITULO

The Effects of Price Stabilization on Short-Term Returns of IPOs

Douglas Beserra Pinheiro    
Antonio Gledson de Carvalho    

Resumen

During the price stabilization in IPOs the underwriter repurchases part of the issue (ASC for aftermarket short covering). Such activity raises question about its real purpose: to keep price artificially high and deceive investors, or avoid price fluctuation resulting from the initial flow of information and the action of flippers. Our analysis indicates that in the post stabilization period stabilized IPOs underperform non-stabilized ones; the higher the intensity of the stabilization the lower are post-stabilization returns; IPOs for which the overallotment is fully covered in the ASC underperform non-stabilized IPOs in the post-stabilization period; the same does not happen when the ASC is only partial. Therefore, both views of the stabilization process are partially right: in some cases, stabilization is used to avoid price volatility and in other cases to keep price artificially high.

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