Data for: Corruption and equity market performance: International comparative evidence

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The empirical analysis explores annual panel data for 23 developed economies vis-à-vis 21 developing ones, over the period 2002-2017. For each country, we collect the US-denominated price levels of both conventional and Islamic equity market indices, as well as the levels of corruption. Stock market index series are retrieved from the MSCI Barra database, whereas country corruption risk ratings are sourced from the widely adopted International Country Risk Guide (ICRG), which is produced by the Political Risk Services (PRS) Group.

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