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, , 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.
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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