Analyze 3 year post-deal performance acquiring company after M&A completion.

I experience difficulties with the data gathering for this research. This research examines the post performance of the acquiring company after the completion of an M&A deal. Time period (1995-2015). Want to test if the M&A engaged acquiring companies experience long-term ( 3 year after completion) negative abnormal returns. Method: according Fama & French (1993) 3 factor-model (see attachment). So you have to construct these portfolios according to the Fama & French Method. Already got all the deals M&A deals from 1995-2015, still have to link it with Datastream. Also looking for a comparison between North America and Europe. And a analyses of Acquiror performance over time. Requesting: Linking the data in datastream and perform the needed statistical tests according to Fama & French(SPSS or Stata). In the attachment you an overview of the method in powerpoint, the article of Fama & French and the data criteria. The datafiles of the M&A deals will be send later, too big for uploading. Kind regards, Tom