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Winner's Curse in Acquisitions (Academic Paper) (view source)
Revision as of 14:47, 10 November 2016
, 14:47, 10 November 2016→List of Variables
Variables & Where to Find Them:
{| class="wikitable sortable" style="border: 1px solid darkgray; bgcolor: #f9f9f9"
| '''Variable''' || '''Location'''|| "Table"
|-
| Actual Return (DONE in ABRET) || CRSP|| A1
|-
| Abnormal Return (DONE in ABRET) || CRSP|| A1
|-
| Average Return || CRSP
| Weighted Average Return || CRSP
|-
| Cumulative Ab. Return (DONE in ABRET)|| CRSP|| A1
|-
| Boom (DONE in SDCno_boom) || SDC|| tobinxcompxsdcboom
|-
| Competition (DONE in competitionfinal) || Compustat|| competitionfinal
|-
| Distance || SDC + google maps|| D.N.E.
|-
| IT Fixed Effect || SDC|| SDCwIT
|-
| Idiosyncratic Volatility (DONE in ABRET) || CRSP (Calculated)
| Industry Fixed Effect || SDC
|-
| Momentum (DONE in ABRET- need to check the definition) || CRSP (Calculated)|| A1
|-
| Private Financial Data || CRSP(SDC) || SDC_2
|-
| Percent Cash (DONE in SDCv2) || SDC|| SDCv2 (In progress)
|-
| Previous Acquisitions || SDC|| SDC_prev_acq
|-
| Sales (DONE in SDCv2) || Compustat|| SDCv2
|-
| Tobin's Q || Compustat|| tobinxcompxsdcboom
|-
| Turnover || CRSP|| A1
|-
| VC Fixed Effect || SDC & VentureXpert|| D.N.E.
|-
| Governance || Compustat|| D.N.E.
|-
| Friendly vs. Hostile || SDC|| D.N.E.
|}
