Data · dataset · 2021
How do different sectors react to Covid-19? Evidence from the Sectoral Indices of NSE (India) using event study method and GARCH model
Listed in Teesside University Research Data Repository
Description
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 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.
Links
Where it is published
- DOI doi.org/10.17632/wy4j552fwc.1 ↗
DOI / persistent id · from researchdata tees ac uk
Catalogue records · 1
- OAI-PMH record data.mendeley.com/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai%3Adata… ↗
metadata API · from researchdata tees ac uk
Topics
- From keywords
- Earth & Environmental Science · Economics & Finance · Finance
Provenance · 1 source records, 8 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| Teesside University Research Data Repository | oai:data.mendeley.com/wy4j552fwc.1 | 10 h ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].anzsrc:field:350202 | mapping · researchdata tees ac uk | vocabulary-mapper@1.0.0 | keywords['Finance'] |
| concepts[field].local:field:earth-environmental | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:economics-finance | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| description | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/description |
| license | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/rights |
| publication_date | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| title | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/title |