Measures of common ownership used in Koch, Panayides, and Thomas (2020)
The
datasets below include the measures of common ownership used in Koch,
Panayides, and Thomas (2020). Each dataset includes five
measures of common ownership; density, pcf, pcs, MHHIdelta, and C.
These are constructed using three different industry identifiers;
NAICS, three-digit SIC codes, and the 300 fixed-classification
industries from Hoberg and Phillips (2016) (H&P). To use
these data, you must have a
subscription to CRSP and Thomson Reuters s34 holdings data. For
details regarding
our construction of variables, see Koch, Panayides, and Thomas
(2020).Please feel free to contact me
with any questions or comments about the data.Common ownership using NAICS-defined industriesxlsx sas7bdatCommon ownership using SIC-defined industriesxlsx sas7bdatCommon onwership using H&P-defined industriesxlsx sas7bdat