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Description of the dataset:
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This dataset provides the average shareholder distraction measure used in Kempf, Manconi, and Spalt. 2017. "Distracted Shareholders and Corporate Actions" Review of Financial Studies.
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In addition, the file provides the Fama-French-12 industry for each firm, as well as an indicator for the best and worst performing Fama-French-12 industry in a given quarter.
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Please refer to our paper for a more detailed description of how we computed average shareholder distraction.
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Conditions for the use of this dataset are as follows:
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1) Please reference the following paper, which contains details on the construction and usage of the data:
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Kempf, E., A. Manconi, and O. Spalt. 2017. "Distracted Shareholders and Corporate Actions" Review of Financial Studies 30 (5), 1660-1695.
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2) If you find any errors please notify us, so that we I can update the file and notify others.
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Data may be used for non-commercial purposes free of charge. For all other uses, please contact the authors. They are provided "as is" and should be used at own risk.
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