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* Variables for CRISP Session Details --------------- Request Hits Request Description 0 - DATABASES: Domestic Mergers, 1979-Present (MA, OMA) 1 - Date Announced: 1/1/1985 to 10/11/2016 (Custom) (Calendar) 2 300351 Target Nation : US 3 257921 Acquiror Nation : US 4 127852 Acquiror Public Status : P 5 98102 Target Public Status : V, P 6 63725 Deal Status : C 7 52739 Percent of Shares Owned after Transaction: 100 to 100 8 Custom Report: SDC_MA_Oct10v2 (dailyColumnar) - Save As: E:\McNair\Projects\Winner's Curse\Data\SDC_MA_Oct10v2.txt Billing Ref # : 1960756** Stock price Capture File : riceuniv.1960756** Returns Session Name : SDC_MA_Oct10v2.ssh
* Variable for COMPUSTAT ( Everything 1980 to present) Variables Pulled:** ----------------- Date Announced Date Effective Target Name Target Industry Sector Target Nation Acquiror Name Acquiror Industry Sector Acquiror Nation Pc of Shares Acq market value Pc Owned After Transaction Value of assetsTransaction mil** NAICS codes Enterprise Value mil** Sales Equity Value mil** GVKEY Acquiror CUSIP** intangible assets Acquiror Immediate Parent CUSIP** TOBIN' Acquiror Ultimate Parent CUSIP Target Immediate Parent CUSIP Target Ultimate Parent CUSIP Target CUSIP Acquiror Primary Ticker Symbol Acquiror Ultimate Parent Primary Ticker Symbol Target Primary Ticker Symbol Target Ultimate Parent Primary Ticker Symbol Target Ultimate Parent Ticker Symbol Acquiror Primary NAIC Code Acquiror Ultimate Parent Primary NAIC Code Target Primary NAIC Code Target s Q Ultimate Parent Primary NAIC Code Number of Bidders Status Value Est Value Amended Flag Date Announced is Estimated Consideration Structure Number of Considerations Offered Number of Considerations Sought Consid Structure Description Pc of Cash Pc of Other Pc of Stock Pc of Unknown Acquiror Full Name Target Name Acquiror City Target City Acquiror Zip Code Target Zip Code Acquiror State Target State Deal Currency Code Target Bankrupt Challenged Deal Debt Restructuring RecapDefense Government Owned Involvement Flag Joint Venture Restructuring Acquiror is a Leveraged Buyout Firm LBO IPO FlagY N Target is a Leveraged Buyout Firm Merger of Equals Reverse Takeover Deal Began as a Rumor Acquiror is a White Knight White Knight Defense Back End Defense FlipOver Defense Voting Plan Defense Poison Pill Creeping Acquisition Repurchase Defense Pacman Defense Lockup FlagY N Target Lockup Greenmail Asset Lockup Scorched Earth Defense SelfTender Defense Stock Lockup Defense White Squire Acquiror Includes Employees Acquiror Includes an ESOP Significant Family Ownership of Target Acquiror Lockup Financial Acquiror 2 Step Spinoff Acquiror Includes Mgmt Open Market Purchases Proxy Fight Purpose Code Related Deals Foreign Provider of Funds Stock Swap Asset Swap Flag Sweep the Street SelfTender Tender Offer Unsolicited Acquiror TermFee Target TermFee Forced vote provisions FlagY N Walkaway Acquiror Ultimate Parent Street Address 1 Acquiror Ultimate Parent Street Address 2 Target Ultimate Parent Street Address 1 Target Ultimate Parent Street Address 2 Acquiror Primary Stock ExchangeName Target Primary Stock ExchangeName
Winner's Curse in Acquisitions (Academic Paper) (view source)
Revision as of 16:16, 12 October 2016
, 16:16, 12 October 2016no edit summary
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==Mini task 1, SDC Data Pull, preferably JakeThree Big Pulls==Pull the following list of variables: 1985 to present. If you think there should be another variable included feel free to add them to the following list. Import them into a SQL table. Make sure to document every step including the SQL codes. If possible save the data pull session. ** CUSIP ** Exchange and ticker ** Company name ** Acq transaction value** Acq announcement date** Number of bidders** NAICS codes for target and Acq.** Addresses
==Mini task 2, COMPUSTAT and CRSP Data Pull, preferably Will =SDC Mergers & Acquisitions=== The same as task 1 for the following variables.
== Mini task 3=COMPUSTAT=== Use Compustat Industrial Annual (annual data) Criteria: ----------------- 1970-1 to 2015-11 GVKEY, Entire Dbase tab delimited, date in ISO8661 Variables: ---------- GVKEY CONM TIC CUSIP EXCHG FYR CURNCD FYEAR AT CEQ INTAN EBITDA REVT SALE NAICSH SICH MKVALT PRCC_F C INDL FS STD Note: TobinsQ is Market over book so MKVALT/AT (also pulled common stock and price) ===CRSP=== Use CRSP Annual, Daily Stock File Criteria: ----------------- PERMNO, Entire Dbase 1980-01-01 to 2015-12-31 tab delimited, date in ISO8661 Variables: ---------- PERMNO CUSIP NCUSIP COMNAM TICKER PERMCO EXCHCD SICCD NAICS PRIMEXCH PRC VOL NUMTRD RET SHROUT VWRETD EWRETD ==Governance Measures==
Projects --> Winner's Curse --> Data
