Winner's Curse in Acquisitions (Academic Paper)

McNair Project

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

• Old VC Acquisitions Paper
• Old VC Lit Review

Resources

• SDC Platinum
• Venture Expert