Impacts of pandemic-related stimulus packages on the stock market: Evidence from India and the United States

Published: 4 May 2021| Version 1 | DOI: 10.17632/vkvg92x2wj.1
Contributors:
Dharen Kumar Pandey, Vineeta Kumari, Varun Kumar Rai

Description

This data contains the daily log returns of 947 firms including 452 firms from BSE500 (India) and 495 firms from S&P500 (SPX500) (United States). We collected the daily closing prices from the ProwessIQ and Bloomberg databases. The firms with regular trading history and those having a sufficient number of trading days as per our estimation and event window have been included in the sample. We calculate the daily returns using the formula LN[(Ct-1)/Ct] in excel.

Files

Steps to reproduce

The data is already in the form of daily returns that could be used for further interpretation based on the research method the researcher wants to use.

Institutions

  • Magadh University

Categories

Arts and Humanities, Social Sciences

Licence