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Record W4200372379 · doi:10.33423/jabe.v23i7.4867

IPO Underpricing and Prospectus Readability: A Machine Learning Approach

2021· article· en· W4200372379 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

venuePublished in a venue whose home country is Canada.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueJournal of Applied Business and Economics · 2021
Typearticle
Languageen
FieldEngineering
TopicEngineering Diagnostics and Reliability
Canadian institutionsnot available
Fundersnot available
KeywordsProspectusInitial public offeringBusinessReadabilityStock exchangeMonetary economicsAccountingFinanceEconomicsComputer science

Abstract

fetched live from OpenAlex

IPO prospectus is the crucial document available to investors, allowing investors to understand the company and the IPO. IPO underpricing occurs when the closing price of the initial public offer (IPO) is higher than the offering price on its first trading day. If investors know whether the IPO is likely to be underpriced, they can earn a significant return by subscribing to those underpriced IPOs and selling the shares on the first trading day. In this study, the relationships between the readability of the IPO prospectus and IPO underpricing of firms listed in the Hong Kong Stock Exchange are analyzed using the gradient boost decision tree approach. This study shows that the readability scores of the chapters in the IPO prospectus are relevant to identify underpriced IPOs. Additionally, several indicators are more crucial to identify underpriced IPOs.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.077
Threshold uncertainty score0.433

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.005
GPT teacher head0.157
Teacher spread0.152 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it