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→CRSP Data
**Let <math>\epsilon</math> be the residual from the mkt model regression. Then calc: <math>\sigma_{\epsilon}={( \mathbb{E}(\epsilon - \mathbb{E} \epsilon))}^{\frac{1}{2}}</math>
**RMSE of the Mkt Model: <math>RMSE={( \mathbb{E}(X- \mathbb{E} X))}^{\frac{1}{2}}</math> - this is in the ereturn list in STATA and will be used for the Patell Standard Errors.
*Then other variables were calculated or included:
**The cummulative return <math>CAR_i = \sum_t AR_i</math>
**THe The price 30 days before the acquisition was recorded for the market value calculation
===COMPUSTAT Data===
