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Winner's Curse in Acquisitions (Academic Paper) (view source)
Revision as of 19:27, 15 November 2016
, 19:27, 15 November 2016no edit summary
Jake - Continue VC Fixed Effect measure
==Dbase Notes==
--SDC_TABLE.sql --START AT NEW CODE
SDC --Raw data in
SDCBase --No dups
SDCV2 --Code and restrict 40216
SDCNo --Build AcqNo
SDCA1 --Add previous acqs
SDCA2 --Add bin for IT (from SDCwIT)
SDCA3 --Add bin for pub/priv (from SDC_test)
SDCA4 --Add indu FE (40216)
--CRSP_TABLE.sql
CRSPFinal --Processed Raw
CRSPMain --w/ cusip6
CRSPRelNoInc --Add in the DayNo and lose irrelevant CUSIP
EstimationBaseNoDups
Estimation1-5 5 --output tables
EstimationTotal --THIS IS LIKELY DEPRECATED
Competition
EventBase --Only SDC relevant CUSIP -3 to +3
...
Flatten1 -- Rn3 to Rp3 and VRn3 to VRp3
Flatter -- Collapse 32109
EstimationOutput --Load it back up 30950
AbnormalReturn1 --Join back to Flatter
ABR2 --Abnormal returns (plus momentum)
AbRet --CARs 30950
-------------
Turnover --NEEDS REWORKING
tobinq --
CPI
Below that is supersceeded
--GOV_Table and GOVERNANCE_NOTES.txt
--Malmendier_tate.sql
==List of Variables==
