Monthly US Stock Returns, 1802-1925

Daily US Stock Returns, 1885-1962

Data on poison pills from Comment & Schwert JFE, 1995 "Poison pill" paper

• an Excel spreadsheet here. This file is about 126K.

• an Excel spreadsheet compressed as a ZIP file here. This file is about 42K.

Data on takeovers from Schwert JFE, 1996 "Markup pricing" paper

• an Excel spreadsheet here. This file is about 686K.

• an Excel spreadsheet compressed as a ZIP file here. This file is about 246K.

Data on takeovers from Schwert JFin, 2000 "Hostile takeovers" paper

• an Excel spreadsheet here. This file is about 1,319K.

• an Excel spreadsheet compressed as a ZIP file here. This file is about 521K.

• The layout of this file is illustrated here.

Data on IPOs from Lowry & Schwert JFin, 2002 "IPO cycles" paper

• Monthly Data:
  • an Excel spreadsheet here. This file is about 89K.

  • an Excel spreadsheet compressed as a ZIP file here. This file is about 30K.

  • The layout of this file is illustrated in a PDF file here.

• Note: The original source for the Ibbotson-Sindelar-Ritter data, 1960-2000, is updated here.

• Firm/deal Data:
  • an Excel spreadsheet here. This file is about 947K.

  • an Excel spreadsheet compressed as a ZIP file here. This file is about 363K.

  • The layout of this file is illustrated in a PDF file here.

Data on IPO Volatility from Lowry, Officer & Schwert, 2007 "Variability of IPO Initial Returns" paper

• IPO Volatility Data Data:
  • an Excel spreadsheet here. This file is about 2,632K.

  • an Excel spreadsheet compressed as a ZIP file here. This file is about 680K.

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Last Updated on 6/10/2021