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
Winner's Curse in Acquisitions (Academic Paper) | |
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Project Information | |
Project Title | |
Start Date | |
Deadline | |
Primary Billing | |
Notes | |
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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