Difference between revisions of "Winner's Curse in Acquisitions (Academic Paper)"
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| Line 13: | Line 13: | ||
Variables & Where to Find Them: | Variables & Where to Find Them: | ||
| − | Actual Return - | + | {| class="wikitable sortable" style="border: 1px solid darkgray; bgcolor: #f9f9f9" |
| − | + | | Actual Return || CRSP|| | |
| − | + | |- | |
| − | + | | Abnormal Return || CRSP|| | |
| − | + | |- | |
| − | + | | Average Return || CRSP|| | |
| − | + | |- | |
| − | + | | Weighted Average Return || CRSP|| | |
| − | + | |- | |
| − | + | | Cumulative Ab. Return || CRSP|| | |
| − | + | |- | |
| − | + | | Boom || SDC|| | |
| − | + | |- | |
| − | + | | Competition || Compustat|| | |
| − | + | |- | |
| − | + | | Distance || SDC + google maps|| | |
| − | + | |- | |
| − | + | | IT Fixed Effect || SDC|| | |
| − | + | |- | |
| − | + | | Idiosyncratic Volatility || CRSP (Calculated)|| | |
| − | + | |- | |
| + | | Industry Fixed Effect || SDC|| | ||
| + | |- | ||
| + | | Momentum || CRSP (Calculated)|| | ||
| + | |- | ||
| + | | Private Financial Data || CRSP|| | ||
| + | |- | ||
| + | | Percent Cash || SDC|| | ||
| + | |- | ||
| + | | Previous Acquisitions || SDC|| | ||
| + | |- | ||
| + | | Sales || Compustat|| | ||
| + | |- | ||
| + | | Tobin's Q || Compustat|| | ||
| + | |- | ||
| + | | Turnover || CRSP|| | ||
| + | |- | ||
| + | | VC Fixed Event || SDC & VentureXpert|| | ||
| + | |- | ||
| + | | Governance || Compustat|| | ||
| + | |- | ||
| + | | Friendly vs. Hostile || SDC|| | ||
| + | |} | ||
==Previous Papers== | ==Previous Papers== | ||
Revision as of 15:59, 2 September 2016
| Winner's Curse in Acquisitions (Academic Paper) | |
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| Project Information | |
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Paper Discussion
Variables & Where to Find Them:
| Actual Return | CRSP | |
| Abnormal Return | CRSP | |
| Average Return | CRSP | |
| Weighted Average Return | CRSP | |
| Cumulative Ab. Return | CRSP | |
| Boom | SDC | |
| Competition | Compustat | |
| Distance | SDC + google maps | |
| IT Fixed Effect | SDC | |
| Idiosyncratic Volatility | CRSP (Calculated) | |
| Industry Fixed Effect | SDC | |
| Momentum | CRSP (Calculated) | |
| Private Financial Data | CRSP | |
| Percent Cash | SDC | |
| Previous Acquisitions | SDC | |
| Sales | Compustat | |
| Tobin's Q | Compustat | |
| Turnover | CRSP | |
| VC Fixed Event | SDC & VentureXpert | |
| Governance | Compustat | |
| Friendly vs. Hostile | SDC |
Previous Papers
From the old wiki