Dataset 2 — NEPSE Index Daily Closing Prices

Description

In this data set, there are closing prices of the Nepal Stock Exchange (NEPSE) Index over a consistent span of twenty years from April 2004 to April 2024. This NEPSE Index is the leading benchmark of the equity market in Nepal and is the only national representative of the stock market performance indicator in the country. This data set has been constructed to study the dynamics of NEPSE volatility, cross-border financial contagion with the countries in its neighbourhood, and the long-term behavior of a frontier stock market. In each row of the data set, there is one day of trading along with its NEPSE closing index. The NEPSE is captured through this data during the occurrence of many economic events such as the global financial crisis of 2008, Nepal Earthquake in 2015, trade embargo of 2015-16, and coronavirus pandemic of 2020.

Steps to reproduce

Data have been sourced from the official website of Nepal Stock Exchange (www.nepalstock.com) and the Nepal Rastra Bank Equity market database(nrb.org.np) in its Market Data category for the NEPSE Index. The period was fixed from 1 April 2004 to 30 April 2024. The data series has been sorted such that only Date and Closing columns have been selected while other details including daily intraday highs/lows and volume have been removed. The data have been further cross-checked using secondary sources to ensure the uninterrupted flow during the period of analysis. Interpolation is not needed as all gaps pertain to public holidays.

Institutions

• London Metropolitan University

  England, London

Categories

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