I’m looking for a historical dataset of US public-company M&A transactions for quantitative research.
Minimum useful fields:
- target company / ticker / CUSIP
- acquirer
- announcement date
- offer price / consideration
- cash vs stock vs mixed
- deal status
- completion date OR withdrawal/termination date
Revision history and revised offer prices would be a major bonus.
Most importantly, the dataset must include failed/withdrawn deals, not only completed acquisitions, because otherwise it introduces obvious survivorship bias into merger-arbitrage research.
Time period: ideally 2000-present, although even a shorter clean sample would be useful.
Sources I’ve already looked into:
- SEC EDGAR
- LSEG / SDC
- FactSet Mergers
- S&P Capital IQ
- PitchBook
- MarketLine
Does anyone know of a legitimate open dataset, university/academic dataset, replication package, API, or reasonably priced commercial source?
I’m also happy to build it myself if someone can point me toward a reliable methodology or existing open-source project.
submitted by /u/FarmImportant9537
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