ABCDEF
1
All TMA factor returns are based on the Model 4 version of the Takeover Likelihood characteristic from Easterwood, Netter, Paye, and Stegemoller (JFQA, Forthcoming)
2
3
dateTMA_extdTMA_sdcTMA_roll
4
1963-07-01-0.2009294488
5
1963-07-02-0.7169168278
6
1963-07-03-0.1603065564
7
1963-07-05-0.147031713
8
1963-07-080.3593736212
9
1963-07-090.4884260057
10
1963-07-101.504527221
11
1963-07-11-0.1321173741
12
1963-07-120.05416863212
13
1963-07-15-0.4777385729
14
1963-07-16-0.2618924109
15
1963-07-17-0.153374129
16
1963-07-180.6708919891
17
1963-07-190.3010724057
18
1963-07-22-0.7683256923
19
1963-07-23-0.1312396183
20
1963-07-24-0.7498615241
21
1963-07-250.6911592659
22
1963-07-260.4262291207
23
1963-07-291.024815648
24
1963-07-30-0.2763174719
25
1963-07-310.107182528
26
1963-08-010.2721775479
27
1963-08-02-0.1734558042
28
1963-08-050.0430965509
29
1963-08-060.3969543763
30
1963-08-07-0.2490119165
31
1963-08-080.1190498975
32
1963-08-090.6346473608
33
1963-08-120.412552377
34
1963-08-13-1.119206866
35
1963-08-140.7421216996
36
1963-08-15-0.4706776569
37
1963-08-16-0.03476240884
38
1963-08-190.06605928409
39
1963-08-200.1944154059
40
1963-08-21-0.09308412409
41
1963-08-220.3274965628
42
1963-08-23-0.2914060672
43
1963-08-26-0.2014132295
44
1963-08-271.652199758
45
1963-08-28-0.3565460883
46
1963-08-29-0.4429610851
47
1963-08-300.5554802324
48
1963-09-030.1531748317
49
1963-09-04-0.6792862714
50
1963-09-05-0.1873954181
51
1963-09-06-1.248275922
52
1963-09-09-0.6781901851
53
1963-09-10-0.000461859401
54
1963-09-11-1.115325864
55
1963-09-120.01996993193
56
1963-09-130.04174330481
57
1963-09-160.9021397008
58
1963-09-170.3372354331
59
1963-09-18-0.4571513929
60
1963-09-19-0.5413333536
61
1963-09-20-0.6484109239
62
1963-09-230.09902102624
63
1963-09-240.2406508741
64
1963-09-25-0.03314322265
65
1963-09-26-0.1399750513
66
1963-09-271.313815652
67
1963-09-300.09471748834
68
1963-10-01-0.5231341508
69
1963-10-020.4328366737
70
1963-10-03-0.0464926405
71
1963-10-040.6567715781
72
1963-10-070.06670534005
73
1963-10-081.364076524
74
1963-10-09-0.02340173206
75
1963-10-10-0.6237197409
76
1963-10-111.363006535
77
1963-10-140.20716101
78
1963-10-15-0.05307706967
79
1963-10-16-1.772783538
80
1963-10-170.3520252978
81
1963-10-18-0.7247024938
82
1963-10-210.05954303408
83
1963-10-22-0.2122830434
84
1963-10-23-0.2282600221
85
1963-10-240.3993779115
86
1963-10-251.436129572
87
1963-10-28-0.5496682451
88
1963-10-29-0.9859753458
89
1963-10-30-0.1189051638
90
1963-10-310.3656336236
91
1963-11-010.01475262106
92
1963-11-040.1003626202
93
1963-11-060.4442297684
94
1963-11-071.331912445
95
1963-11-080.1498865437
96
1963-11-11-0.5136374329
97
1963-11-12-0.2481837622
98
1963-11-13-0.05149710275
99
1963-11-14-0.5936972704
100
1963-11-15-0.250581109