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Winner's Curse in Acquisitions (Academic Paper) (view source)
Revision as of 15:22, 1 November 2016
, 15:22, 1 November 2016→List of Variables
| '''Variable''' || '''Location'''
|-
| Actual Return (DONE in ABRET) || CRSP
|-
| Abnormal Return (DONE in ABRET) || CRSP
|-
| Average Return || CRSP
|-
| Weighted Average Return || CRSP
|-
| Cumulative Ab. Return (DONE in ABRET)|| CRSP
|-
| Boom (DONE in SDCno_boom) || SDC
|-
| Competition (DONE in competitionfinal) || Compustat
|-
| Distance || SDC + google maps
| IT Fixed Effect || SDC
|-
| Idiosyncratic Volatility (DONE in ABRET) || CRSP (Calculated)
|-
| Industry Fixed Effect || SDC
|-
| Momentum (DONE in ABRET- need to check the definition) || CRSP (Calculated)
|-
| Private Financial Data || CRSP
|-
| Percent Cash (DONE in SDCv2) || SDC
|-
| Previous Acquisitions || SDC
|-
| Sales (DONE in SDCv2) || Compustat
|-
| Tobin's Q || Compustat
| Turnover || CRSP
|-
| VC Fixed Event Effect || SDC & VentureXpert
|-
| Governance || Compustat
