Data and Code

Spillover Effects in Empirical Corporate Finance (with Markus Reisinger and Daniel Streitz), Journal of Financial Economics 142(3), 1109-1127, 2021.

• [Do-file]

What Explains the Difference in Leverage between Banks and Non-Banks? (with Jasmin Gider), Journal of Financial and Quantitative Analysis 52(6), 2677-2702, 2017.

• [Do-file]

• Note: The Stata files referred to in this code can be made available to WRDS subscribers that have access to Compustat and CRSP. Please send an email to J.Gider@uvt.nl to request the data.

The total costs of corporate borrowing in the loan market: Don’t Ignore the Fees (with Anthony Saunders and Sascha Steffen)
Journal of Finance 71(3), 1357-1392, 2016

• [Variable Description]

• [How to extract fee information from Dealscan (do-file)]

• [Hand-collected fee data from SEC filings]

• [TCB calculation (do-file)]

• [TCB measure (stata dta file)]