Jan Keil - Data

RSSD-DealScan

Content: 44,224 links between RSSD lender identifier-years from FDIC (Federal Deposit Insurance Corporation) or FED/NIC (Federal Reserve Bank/National Information Center) databases and companyid lender identifier-years from the Thomson Reuters DealScan Facilities file. Files can be linked with this table using the variables RSSD (the FDIC and FED identifier), companyid or ultimateparentid (the DealScan identifiers), plus the year variable for all files involved.
Coverage: 93% or 652,772 of 701,435 of all lender-facility observations in which DealScan loans were issued by U.S. non-FIRE companies between 1987 and 2016.
Referencing: Augmentations to the DealScan-Compustat Link are obtained from Jan Keil's website; first presented in "Jan Keil, The Value of Lending Relationships when Creditors are in Control, Working Paper, 2018" [BibTeX].
Download: A technical documentation, and CSV files linking DealScan lenders and ultimate parents. Files contain only companyid, rssd and FDIC/FED flag variables. Lender names, information on lenders and loans must be obtained from the FDIC, the FED, and DealScan. The latter requires a paid subscription.

DealScan-Compustat Extension

Content: 41,686 additional linkages between DealScan's facilityid and Compustat's gvkey that are not contained in Sudheer Chava's and Michael Roberts' DealScan-Compustat Link Data and that extend to 2016. Original matches ending in 2012 must be obtained from Michael Robert's homepage.
Sources: Thomson Reuter's DealScan files; Standard & Poor's Compustat files.
Referencing: Augmentations to the DealScan-Compustat Link are obtained from Jan Keil's website; first presented in "Jan Keil, The Value of Lending Relationships when Creditors are in Control, Working Paper, 2018" [BibTeX].
Download: A technical documentation and an Excel file, which contains only facilityid and gvkey variables. Company names, information on companies and loans must be obtained from DealScan and Compustat and require a paid subscription.

U.S. Antitrust Lawsuit Data

Content: data on 707 merger and 1,122 non-merger antitrust lawsuits filed by the Department of Justice and the Federal Trade Commission, from 1972 to 2016.
- Both files contain information on the plaintiff, dates, outcome of court ruling, names of companies involved (parents and subsidiaries), NAICS and SIC industry classifications.
- Merger file includes additionally information on imposed behavioral restrictions and divestures (remedies), type of acquisition (acquisition or merger, horizontal or vertical), names of competitors, names of acquirers of divested assets, types of barriers described in antitrust filing.
- Non-merger file additionally contains information on type of antitrust violation.
Sources: online data and lawsuit filings from the U.S. Department of Justice and the Federal Trade Commission.
Referencing: Antitrust data compiled by Jan Keil; first presented in "Jan Keil, Is There a Causal Effect of Concentration on Persistent Profitability Differentials?, Industrial and Corporate Change, 2018" [BibTeX].
Download: Files are available upon request.

U.S. Industry Concentration Data

Content: Concentration ratios, Herfindahl Index, number of establishments for manufacturing and non-manufacturing U.S. industries, from 1935 to 2012.
Sources: U.S. Census Bureau at the U.S. Department of Commerce and Bureau of Labor Statistics (for additional sales, payroll and employee variables). Files are assembled from raw data that can be freely obtained by the respective U.S. government bodies. Raw data are not readily usable for a quantitative analysis and must be either collected by hand, requested, or scraped from websites. Please reference to the original sources that hold the copy rights, my website and the publication in which I used the file first.
Referencing: U.S. Census and BLS data compiled by Jan Keil; first presented in "Jan Keil, The Trouble with Approximating Industry Concentration from Compustat, Journal of Corporate Finance, 2017" [BibTeX].
Download: Stata 14 .dta files with original industry classifications, with translated, most recent classifications, with two fitted Herfindahl Index variables, and a description. All three files are also available for older versions of Stata.