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 17:03, 2 September 2016


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Winner's Curse in Acquisitions (Academic Paper)
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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


Resources