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 - | + | {| class="wikitable sortable" style="border: 1px solid darkgray; bgcolor: #f9f9f9" |
− | + | | 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== | ==Previous Papers== |
Revision as of 15:59, 2 September 2016
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