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Variables & Where to Find Them:
{| class="wikitable sortable" style="border: 1px solid darkgray; bgcolor: #f9f9f9"
| '''Variable''' || '''Location'''
|-
| 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
|}
Boom - Created. Code in E:\McNair\Projects\Winner's Curse\Data\SQL\SDC_TABLE. Final variable in table SDCno_boom.
Competition - Created. Code in E:\McNair\Projects\Winner's Curse\Data\SQL\CRSP_TABLE. Final variable in table competitionfinal.
IT Fixed Effect -
Winner's Curse in Acquisitions (Academic Paper) (view source)
Revision as of 16:17, 31 October 2016
, 16:17, 31 October 2016no edit summary
|Status=R&R
}}
==List of Variables==
Variables & Where to Find Them:
{| class="wikitable sortable" style="border: 1px solid darkgray; bgcolor: #f9f9f9"
| '''Variable''' || '''Location'''
|-
| 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
|}
Boom - Created. Code in E:\McNair\Projects\Winner's Curse\Data\SQL\SDC_TABLE. Final variable in table SDCno_boom.
Competition - Created. Code in E:\McNair\Projects\Winner's Curse\Data\SQL\CRSP_TABLE. Final variable in table competitionfinal.
IT Fixed Effect -
==Three Big Pulls==
==Paper Discussion==
==Importing the CRSP data into the `winner' database (Amir) ==
