IndexReturns: Market indice returns data

Description Usage Author(s)

Description

This data set contains intra-day CNX NIFTY 50 index returns (in per cent) for days when RBI announced key interest rate cuts. These are used to estimate abnormal returns for stock price returns of 7 Indian banks with highest weight in BANK NIFTY Index.

Usage

1

Author(s)

Sargam Jain


eventstudies documentation built on July 1, 2020, 10:26 p.m.