Difference between revisions of "Winner's Curse in Acquisitions (Academic Paper)"
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Variables & Where to Find Them: | Variables & Where to Find Them: | ||
{| class="wikitable sortable" style="border: 1px solid darkgray; bgcolor: #f9f9f9" | {| class="wikitable sortable" style="border: 1px solid darkgray; bgcolor: #f9f9f9" | ||
| − | | Actual Return || CRSP | + | | Actual Return || CRSP |
|- | |- | ||
| − | | Abnormal Return || CRSP | + | | Abnormal Return || CRSP |
|- | |- | ||
| − | | Average Return || CRSP | + | | Average Return || CRSP |
|- | |- | ||
| − | | Weighted Average Return || CRSP | + | | Weighted Average Return || CRSP |
|- | |- | ||
| − | | Cumulative Ab. Return || CRSP | + | | Cumulative Ab. Return || CRSP |
|- | |- | ||
| − | | Boom || SDC | + | | Boom || SDC |
|- | |- | ||
| − | | Competition || Compustat | + | | Competition || Compustat |
|- | |- | ||
| − | | Distance || SDC + google maps | + | | Distance || SDC + google maps |
|- | |- | ||
| − | | IT Fixed Effect || SDC | + | | IT Fixed Effect || SDC |
|- | |- | ||
| − | | Idiosyncratic Volatility || CRSP (Calculated) | + | | Idiosyncratic Volatility || CRSP (Calculated) |
|- | |- | ||
| − | | Industry Fixed Effect || SDC | + | | Industry Fixed Effect || SDC |
|- | |- | ||
| − | | Momentum || CRSP (Calculated) | + | | Momentum || CRSP (Calculated) |
|- | |- | ||
| − | | Private Financial Data || CRSP | + | | Private Financial Data || CRSP |
|- | |- | ||
| − | | Percent Cash || SDC | + | | Percent Cash || SDC |
|- | |- | ||
| − | | Previous Acquisitions || SDC | + | | Previous Acquisitions || SDC |
|- | |- | ||
| − | | Sales || Compustat | + | | Sales || Compustat |
|- | |- | ||
| − | | Tobin's Q || Compustat | + | | Tobin's Q || Compustat |
|- | |- | ||
| − | | Turnover || CRSP | + | | Turnover || CRSP |
|- | |- | ||
| − | | VC Fixed Event || SDC & VentureXpert | + | | VC Fixed Event || SDC & VentureXpert |
|- | |- | ||
| − | | Governance || Compustat | + | | Governance || Compustat |
|- | |- | ||
| − | | Friendly vs. Hostile || SDC | + | | Friendly vs. Hostile || SDC |
|} | |} | ||
| − | + | ||
==Previous Papers== | ==Previous Papers== | ||
From the old wiki | From the old wiki | ||
Revision as of 16:03, 2 September 2016
| Winner's Curse in Acquisitions (Academic Paper) | |
|---|---|
| Project Information | |
| Project Title | |
| Start Date | |
| Deadline | |
| Primary Billing | |
| Notes | |
| Has project status | |
| Copyright © 2016 edegan.com. All Rights Reserved. | |
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
