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:
  Actual Return - CRSP
+
{| class="wikitable sortable" style="border: 1px solid darkgray; bgcolor: #f9f9f9"
Abnormal Return - CRSP
+
| Actual Return || CRSP||
Average Return - CRSP
+
|-
Weighted Average Return - CRSP
+
| Abnormal Return || CRSP||
Cumulative Ab. Return - CRSP
+
|-
Boom - SDC
+
| Average Return || CRSP||
Competition - Compustat
+
|-
Distance - SDC + google maps
+
| Weighted Average Return || CRSP||
IT Fixed Effect - SDC
+
|-
Idiosyncratic Volatility - CRSP (Calculated)
+
| Cumulative Ab. Return || CRSP||
Industry Fixed Effect - SDC
+
|-
Momentum - CRSP (Calculated)
+
| Boom || SDC||
Private Financial Data - CRSP
+
|-
Percent Cash - SDC
+
| Competition || Compustat||
Previous Acquisitions - SDC
+
|-
Sales - Compustat
+
| Distance || SDC + google maps||
Tobin's Q - Compustat
+
|-
Turnover - CRSP
+
| IT Fixed Effect || SDC||
VC Fixed Event - SDC & VentureXpert
+
|-
Governance - Compustat
+
| Idiosyncratic Volatility || CRSP (Calculated)||
Friendly vs. Hostile - SDC
+
|-
 +
| 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==
 
==Previous Papers==

Revision as of 15:59, 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


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