Datasets:
ArXiv:
License:
metadata
license: cc-by-nc-sa-4.0
Codes: https://github.com/sohomghosh/Indian_IPO
Main Files
ipo_mainline_final_data_v18.xlsx and SME_data_final_v11.xlsx are the main files containing all the relevant features.
These files contain the following columns. NOTE: P = Presence (B= Both, M = Main Board, S = SME), T = Type of variable (I = Independent Variable i.e. Features, D = Dependent Variable i.e. Target)
| P | T | Column Name | Description |
|---|---|---|---|
| B | I | mapping_key | Unique key for identifying each IPO |
| B | I | Company Name | Name of the company going for IPO in short |
| B | I | Issuer Company | Full Name of the company going for IPO |
| B | I | url | URL corresponding to the company's IPo in chittorgarh.com |
| B | I | subscription_link | URL to access the subscription information |
| M | I | Subscription Dates | Dates on which IPO can be subscribed |
| B | I | NSE_symbol | Ticker of the company in NSE |
| B | I | Total Issue Size | Total monetary value of all shares being offered to the public |
| B | I | Offer for Sale | Value of shares being offered for sale |
| B | I | Issue Type | Fixed Price Issue or Book Building Issue |
| B | I | Listing Date | Day on which IPO will get listed |
| B | I | Price Band | The range of prices within which investors can bid for shares |
| B | I | Industry | Industry of the company |
| B | I | Sector | Sector of the company |
| B | I | IPO Date | Duration for subscribing the IPO |
| B | I | Close Date | Last day for IPO subscription |
| B | I | Close Year | Year of the last day for IPO subscription |
| B | I | Close Year Previous | One year before the year of the last day for IPO subscription |
| M | I | Exchange | NSE or BSE |
| M | I | Issue Size (Rs Cr.) | Total shares that a company proposes to offer |
| B | I | Final_Issue_Price | Final Issue price of the company (on NSE for Main Board) (on BSE/NSE for SME whichever available) |
| S | I | BSE_Final_Issue_Price | Issue price of the IPO on BSE |
| S | I | NSE_Final_Issue_Price | Final Issue price of the SME IPO on NSE |
| B | I | Fresh Issue | Value of shares being freshly issued |
| M | I | Lot Size | Minimum number of shares that an investor must bid for |
| M | I | Open Date | Date when IPO will be opened for subscription |
| B | I | _assets | Asset of the company as on nth day |
| B | I | _net worth | Net worth of the company as on nth day |
| B | I | _profit after tax | Profit after tax of the company on the nth day |
| B | I | _reserves and surplus | Reserves and surplus of the company on the nth day |
| B | I | _revenue | Revenue of the company on the nth day |
| B | I | _total borrowing | Total borrowing of the comany on the nth day |
| B | I | _total income | Total income of the company on the nth day |
| B | I | 1 day before Close Day | Date before 1 day before the last day for IPO subscription |
| B | I | 1 month before Close Day month number | Month number of the month which is 1 month before the last day of IPO subscription |
| B | I | 1 month before Close Day year number | Year of the month which is 1 month before the last day of IPO subscription |
| B | I | 1 week before Close Day week number | Week number of the week which is 1 week before the last day of IPO subscription |
| B | I | 1 week before Close Day year number | Year of the week which is 1 week before the last day of IPO subscription |
| B | I | Basis of Allotment | Date when the final allocation of shares in an Initial Public Offering (IPO) is disclosed to investors. |
| B | I | Brokers_Avoid | Number of top Brokers & Analysts who recommended to avoid the IPO |
| B | I | Brokers_Neutral | Number of top Brokers & Analysts with neutral recommended for the IPO |
| B | I | Brokers_Subscribe | Number of top Brokers & Analysts who recommended to subscribe for the IPO |
| B | I | Members_Avoid | Number of Members who recommended to avoid the IPO |
| B | I | Members_Neutral | Number of Members with neutral recommended for the IPO |
| B | I | Members_Subscribe | Number of Members who recommended to subscribe for the IPO |
| B | I | Face Value per share | Face value of a share |
| B | I | Credit of Shares to Demat | Date on which shares would be credited to the demat account |
| B | I | Cut-off time for UPI mandate confirmation | Time by which an investor must approve the UPI mandate request |
| B | I | day__date | Date of day n |
| B | I | day__bNII (bids above 10L) | Subscriptions by big Non-Institutional Investors on day n |
| B | I | day__emp | Subscriptions by employees on day n |
| B | I | day__nii | Subscriptions by Non-Institutional Investors (NII) on day n |
| B | I | day__nii* | Subscriptions by other type of Non-Institutional Investors (NII*) on day n |
| B | I | day__other | Subscriptions by others on day n |
| B | I | day__qib | Subscriptions by Qualified Institutional Buyers (QIB) on day n |
| B | I | day__retail | Subscriptions by Retail Investors on day n |
| B | I | day__total | Total subscriptions on day n |
| B | I | Retail (Max)_Amount | Maximum application amount for Retailers |
| B | I | Retail (Max)_Lots | Maximum number of lots that a Retailers must apply for |
| B | I | Retail (Max)_Shares | Maximum number of shares that a Retailers must apply for |
| B | I | Retail (Min)_Amount | Minimum application amount for Retailers |
| B | I | Retail (Min)_Lots | Minimum number of lots that a Retailers must apply for |
| B | I | Retail (Min)_Shares | Minimum number of shares that a Retailers must apply for |
| M | I | B-HNI (Min)_Amount | Minimum application amount for Big High Net-worth Individuals (B-HNIs) |
| M | I | B-HNI (Min)_Lots | Minimum number of lots that a B-HNI must apply for |
| M | I | B-HNI (Min)_Shares | Minimum number of shares that a B-HNI must apply for |
| M | I | S-HNI (Max)_Amount | Maximum application amount for Small High Net-worth Individuals (S-HNIs) |
| M | I | S-HNI (Max)_Lots | Maximum number of lots that a S-HNI must apply for |
| M | I | S-HNI (Max)_Shares | Maximum number of shares that a S-HNI must apply for |
| M | I | S-HNI (Min)_Amount | Minimum application amount for S-HNI |
| M | I | S-HNI (Min)_Lots | Minimum number of lots that a S-HNI must apply for |
| M | I | S-HNI (Min)_Shares | Minimum number of shares that a S-HNI must apply for |
| S | I | HNI (Min)_Amount | Minimum application amount for High Net-worth Individuals (HNIs) |
| S | I | HNI (Min)_Lots | Minimum number of lots that a HNI must apply for |
| S | I | HNI (Min)_Shares | Minimum number of shares that a HNI must apply for |
| B | I | Share Holding Post Issue | Distribution of ownership stakes in a company post IPO |
| B | I | Share Holding Pre Issue | Distribution of ownership stakes in a company pre IPO |
| B | I | Stocks traded, total value (% of GDP) | Value of stock traded as % of GDP in the year prior to IPO |
| B | I | dhrp_rhp_links | Links for DHRP, RHP, Anchor Investor files |
| B | I | dhrp_rhp_links_pdf | Links for DHRP, RHP, Anchor Investor pdf files |
| B | I | most_relevant_link | Link to download prospectus. Preference is given to RHP followed by DRHP and Anchor Investor files. |
| B | I | File_Rename_1st | Name of downloaded PDF file. Preference is given to RHP followed by DRHP and Anchor Investor files |
| B | I | Text_extracted_JSON | Pagewise texts extracted from the PDF in json format |
| B | I | full_text_content | Text content related to the IPO obtained from chittorgarh.com |
| B | I | news_content | List of news relating to the company's IPO |
| B | I | news_headline | List of news headlines relating to the company's IPO |
| B | I | news_synopsis | List of news synopsis relating to the company's IPO |
| B | I | news_url | List of urls corresponding to the news relating to the company's IPO |
| B | I | Chg%_nifty50_daily | Change in nifty 50 index during the day previous to the Close Date |
| B | I | Chg%_nifty50_monthly | Change in nifty 50 index during the month previous to the Close Date |
| B | I | Chg%_nifty50_weekly | Change in nifty 50 index during the week previous to the Close Date |
| B | I | Chg%_vix_daily | Change in vix index during the day previous to the Close Date |
| B | I | Chg%_vix_monthly | Change in vix index during the month previous to the Close Date |
| B | I | Chg%_vix_weekly | Change in vix index during the week previous to the Close Date |
| B | I | Open_nifty50_daily | Opening Price of nifty 50 index during the day previous to the Close Date |
| B | I | Open_nifty50_monthly | Opening Price of nifty 50 index during the month previous to the Close Date |
| B | I | Open_nifty50_weekly | Opening Price of nifty 50 index during the week previous to the Close Date |
| B | I | Open_vix_daily | Opening Price of vix during the day previous to the Close Date |
| B | I | Open_vix_monthly | Opening Price of vix during the month previous to the Close Date |
| B | I | Open_vix_weekly | Opening Price of vix during the week previous to the Close Date |
| B | I | High_nifty50_daily | Highest value of nifty 50 index during the day previous to the Close Date |
| B | I | High_nifty50_monthly | Highest value of nifty 50 index during the month previous to the Close Date |
| B | I | High_nifty50_weekly | Highest value of nifty 50 index during the week previous to the Close Date |
| B | I | High_vix_daily | Highest value of vix index during the day previous to the Close Date |
| B | I | High_vix_monthly | Highest value of vix index during the month previous to the Close Date |
| B | I | High_vix_weekly | Highest value of vix index during the week previous to the Close Date |
| B | I | Low_nifty50_daily | Lowest Price of nifty 50 index during the day previous to the Close Date |
| B | I | Low_nifty50_monthly | Lowest Price of nifty 50 index during the month previous to the Close Date |
| B | I | Low_nifty50_weekly | Lowest Price of nifty 50 index during the week previous to the Close Date |
| B | I | Low_vix_daily | Lowest Price of vix during the day previous to the Close Date |
| B | I | Low_vix_monthly | Lowest Price of vix during the month previous to the Close Date |
| B | I | Low_vix_weekly | Lowest Price of vix during the week previous to the Close Date |
| B | I | Price_nifty50_daily | Closing Price of nifty 50 index during the day previous to the Close Date |
| B | I | Price_nifty50_monthly | Closing Price of nifty 50 index during the month previous to the Close Date |
| B | I | Price_nifty50_weekly | Closing Price of nifty 50 index during the week previous to the Close Date |
| B | I | Price_vix_daily | Closing Price of vix during the day previous to the Close Date |
| B | I | Price_vix_monthly | Closing Price of vix during the month previous to the Close Date |
| B | I | Price_vix_weekly | Closing Price of vix during the week previous to the Close Date |
| B | I | Volume_nifty50_daily | Volume traded in nifty 50 during the day previous to the Close Date |
| B | I | Volume_nifty50_monthly | Volume traded in nifty 50 during the month previous to the Close Date |
| B | I | Volume_nifty50_weekly | Volume traded in nifty 50 during the week previous to the Close Date |
| B | I | dynamic_last_90Day_success_close | Average success rate calculated using close price in the last 90 days prior to ipo close day |
| B | I | dynamic_last_90Day_success_high | Average success rate calculated using high price in the last 90 days prior to ipo close day |
| B | I | dynamic_last_90Day_success_open | Average success rate calculated using open price in the last 90 days prior to ipo close day |
| B | I | previous_quarter | Quarter before the Close Date |
| B | I | previous_quarter_success_close | Average success rate calculated using close price in the previous calendar quarter |
| B | I | previous_quarter_success_high | Average success rate calculated using high price in the previous calendar quarter |
| B | I | previous_quarter_success_open | Average success rate calculated using open price in the previous calendar quarter |
| B | I | Foreign direct investment, net (BoP, current US$) | Net Foreign Direct Investment happend in the year prior to IPO |
| B | I | Foreign direct investment, net inflows (BoP, current US$) | Net inflow from Foreign Direct Investment happend in the year prior to IPO |
| B | I | GDP (current US$) | GDP of India in the year prior to IPO |
| B | I | GDP growth (annual %) | Annual growth % in GDP of India in the year prior to IPO |
| B | I | GDP per capita growth (annual %) | GDP per capita growth as annual % in the year prior to IPO |
| B | I | GNI (current US$) | Gross National Income in the year prior to IPO |
| B | I | GNI per capita growth (annual %) | Gross National Incom per capita growth as annual % in the year prior to IPO |
| B | I | Inflation, consumer prices (annual %) | Inflation rate in the year prior to the IPO |
| B | I | Personal remittances, received (% of GDP) | Received personal remittances as % of GDP on the year prior to IPO |
| B | I | Initiation of Refunds | Date on which refunds are initiated to the investors who are not allocated any shares |
| B | I | Net trade in goods and services (BoP, current US$) | Net trade in goods and services in the year prior to the IPO |
| B | I | Unemployment, total (% of total labor force) (modeled ILO estimate) | Unemployment rate in the year prior to the IPO |
| B | I | answer_of_question_ | Answer generated using LLM for the nth question. 1<=n<=25 |
| S | D | BSE_High | Highest price of the stock on BSE on the Listing Day |
| S | D | BSE_Low | Lowest price of the stock on BSE on the Listing Day |
| S | D | BSE_Open | Opening price of the stock on BSE on the Listing Day |
| B | D | BSE_Last_Trade | Closing price on BSE of the IPO on the Listing Day |
| B | D | NSE_High | Highest price of the stock on NSE on the Listing Day |
| B | D | NSE_Last_Trade | Closing price of the stock on NSE on the Listing Day |
| B | D | NSE_Low | Lowest price of the stock on NSE on the Listing Day |
| B | D | NSE_Open | Opening price of the stock on NSE on the Listing Day |
| S | D | High | Overall highest price of the SME IPO on Lisitng day |
| S | D | Last_Trade | Overall closing price of the SME IPO on Lisitng Day |
| S | D | Low | Overall lowest price of the SME IPO on Lisitng Day |
| S | D | Open | Overall open price of the SME IPO on lisitng day |
| B | D | Success_Close | Success of the IPO in terms of closing price on the Listing Day |
| B | D | Success_High | Success of the IPO in terms of highest price on the Listing Day |
| B | D | Success_Open | Success of the IPO in terms of opening price on the Listing Day |
| M | D | elasticity | ((open price - issue price)/issue price)/(subscription rate - 1) (It is not used in this study) |
| M | D | Total_subscriptions | Total subscriptions the IPO received |
Files having DeBERTa probabilities
deberta_probabilities/deberta_probabilities_<mb or sme>_success_<open or high or close>.csv
Files having probabilities from Machine Learning models trained using Nomic
nomic_embeddings_ml_predictions/<mainboard or sme>_text_feature_predictions.zip
Files having Grey Maret Price (GMP) data
GMP_data/GMP_Mainline_2019_2024YTD_Investorgrain_CLEAN.xlsx, GMP_SME_2019_2024YTD_Investorgrain_CLEAN_v2.xlsx
Files having raw text extracted from DRHP/RHP PDFs
texts_extracted_from_pdfs/ipo_mainline_txts_extracted.zip, texts_extracted_from_pdfs/ipo_sme_txts_extracted.zip
List of questions asked while leveraging the Retrieval-Augmented Generation (RAG) framework
questions/questions_to_ask_rhp.csv
@misc{ghosh2024experimentingmultimodalinformationpredict,
title={Experimenting with Multi-modal Information to Predict Success of Indian IPOs},
author={Sohom Ghosh and Arnab Maji and N Harsha Vardhan and Sudip Kumar Naskar},
year={2024},
eprint={2412.16174},
archivePrefix={arXiv},
primaryClass={cs.CL},
url={https://arxiv.org/abs/2412.16174},
}