DealScan-Compustat Linking Table Extension
  • Content: 31,948 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. 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.