Boom - Created. Code in E:\McNair\Projects\Winner's Curse\Data\SQL\SDC_TABLE. Final variable in table SDCno_boom.
Competition - Created. Code in E:\McNair\Projects\Winner's Curse\Data\SQL\CRSP_TABLE. Final variable in table competitionfinalcompetition final.
IT Fixed Effect - Create an indicator variable taking the value one if the target has a NAICS code listed on page 31 of the article. Idiosyncratic Volatility - RMSE, it should already be up on the database. Industry Fixed Effect - Created. Jake, please update this. Momentum -
==Three Big Pulls==