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

Published: 18 Feb 2020 | Version 1 | DOI: 10.17632/cxy7s2b6y7.1
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Description of this data

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.

Experiment data files

This data is associated with the following publication:

Corruption and equity market performance: International comparative evidence

Published in: Pacific-Basin Finance Journal

Latest version

  • Version 1

    2020-02-18

    Published: 2020-02-18

    DOI: 10.17632/cxy7s2b6y7.1

    Cite this dataset

    Ahmed, Walid (2020), “Data for: Corruption and equity market performance: International comparative evidence ”, Mendeley Data, v1 http://dx.doi.org/10.17632/cxy7s2b6y7.1

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Financial Market

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The files associated with this dataset are licensed under a Attribution-NonCommercial 3.0 Unported licence.

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