2026-10-15T17:15:34Z https://data.mendeley.com/oai

oai:data.mendeley.com/wy4j552fwc.1 2021-06-02T07:29:07Z

Pandey, Dharen Kumar How do different sectors react to Covid-19? Evidence from the Sectoral Indices of NSE (India) using event study method and GARCH model Mendeley Data Tha data contains the daily log-returns of fifteen sectoral indices of the National Stock Exchange (India) for the period from 04-01-2019 to 03-05-2021. The abnormal returns from t-290 to t+201. The daily new cases and deaths due to covid-19 as collected from https://www.worldometers.info/coronavirus/ has also been provided from 23-01-2020 to 06-05-2021. The abnormal and cumulative abnormal returns for the event window t-30 to t+30 has been provided. We also provide the alpha and beta estimates along with the summary statistics of daily log returns for the estimation window. Finance Kumari, Vineeta Banerjee, Pradipta Dataset doi:10.17632/wy4j552fwc.1 oai:data.mendeley.com/wy4j552fwc.1 Creative Commons Attribution 4.0 International http://creativecommons.org/licenses/by/4.0 https://data.mendeley.com/datasets/wy4j552fwc 2021-06-02T07:29:07Z 2021-11-30T23:59:59Z