Table 1.
Sample information. This table reports the countries, the stock market index the data of which was used for a country, the date when first COVID-19 case was confirmed in a country and the number of data observations from each country.
| Country | Stock index | The day when 1st COVID-19 case was confirmed | Observations |
|---|---|---|---|
| Argentina | S&P Merval | Mar 03, 2020 | 26 |
| Australia | S&P_ASX 200 | Jan 26, 2020 | 57 |
| Austria | ATX | Feb 25, 2020 | 35 |
| Bangladesh | DSE 30 | Mar 08, 2020 | 12 |
| Belgium | BEL 20 | Feb 04, 2020 | 50 |
| Brazil | Bovespa | Feb 26, 2020 | 34 |
| Bulgaria | BSE SOFIX | Mar 08, 2020 | 26 |
| Canada | S&P_TSX Composite | Jan 26, 2020 | 56 |
| Chile | S&P CLX IPSA | Mar 03, 2020 | 30 |
| China | Shanghai Composite | Jan 22, 2020a | 54 |
| Colombia | COLCAP | Mar 06, 2020 | 26 |
| Croatia | CROBEX | Feb 25, 2020 | 34 |
| Denmark | OMX Copenhagen 20 | Feb 27, 2020 | 32 |
| Ecuador | Guayaquil Select | Mar 01, 2020 | 31 |
| Egypt | EGX 70 EWI | Feb 14, 2020 | 44 |
| France | CAC 40 | Jan 24, 2020 | 58 |
| Germany | DAX | Jan 27, 2020 | 56 |
| Greece | Athens General Composite | Feb 26, 2020 | 31 |
| Hungary | Budapest SE | Mar 04, 2020 | 28 |
| Iceland | ICEX Main | Feb 28, 2020 | 32 |
| India | BSE Sensex 30 | Jan 30, 2020 | 50 |
| Indonesia | Jakarta SEC | Mar 02, 2020 | 31 |
| Ireland | ISEQ Overall | Feb 29, 2020 | 33 |
| Israel | TA 35 | Feb 21, 2020 | 34 |
| Italy | FTSE MIB | Jan 31, 2020 | 53 |
| Jamaica | JSE Market | Mar 11, 2020 | 20 |
| Japan | Nikkei 225 | Jan 22, 2020 | 58 |
| Kenya | NSE 20 | Mar 13, 2020 | 22 |
| Korea, South | KOSP | Jan 22, 2020 | 58 |
| Lebanon | BLOM Stock | Feb 21, 2020 | 34 |
| Malaysia | FTSE KLCI | Jan 25, 2020 | 59 |
| Malta | MSE | Mar 07, 2020 | 24 |
| Mexico | S&P_BMV IPC | Feb 28, 2020 | 31 |
| Morocco | Moroccan All Shares | Mar 02, 2020 | 33 |
| Namibia | FTSE NSX Overall | Mar 14, 2020 | 21 |
| Netherlands | AEX | Feb 27, 2020 | 33 |
| New Zealand | NZX 50 | Feb 28, 2020 | 40 |
| Nigeria | NSE 30 | Feb 28, 2020 | 33 |
| Norway | OSE Benchmark | Feb 26, 2020 | 33 |
| Pakistan | Karachi 100 | Feb 26, 2020 | 35 |
| Peru | S&P Lima General | Mar 06, 2020 | 27 |
| Philippines | PSEi Composite | Jan 30, 2020 | 51 |
| Poland | WIG 30 | Mar 04, 2020 | 29 |
| Portugal | PSI 20 | Mar 02, 2020 | 31 |
| Romania | BET | Feb 26, 2020 | 34 |
| Russia | MOEX | Jan 31, 2020 | 53 |
| Saudi Arabia | Tadawul All Share | Mar 02, 2020 | 32 |
| Serbia | Belex 15 | Mar 06, 2020 | 29 |
| Singapore | FTSE Straits Times Singapore | Jan 23, 2020 | 60 |
| Slovenia | Blue-Chip SBITOP | Mar 05, 2020 | 27 |
| South Africa | TOP 40 | Mar 05, 2020 | 28 |
| Spain | IBEX 35 | Feb 01, 2020 | 53 |
| Sri Lanka | CSE All-Share | Jan 27, 2020 | 31 |
| Sweden | OMX Stockholm 30 | Jan 31, 2020 | 53 |
| Switzerland | SMI | Feb 25, 2020 | 35 |
| Tanzania | All Share | Mar 16, 2020 | 19 |
| Thailand | SET Index | Jan 22, 2020 | 59 |
| Turkey | BIST 100 | Mar 11, 2020 | 26 |
| Ukraine | PFTS | Mar 03, 2020 | 21 |
| United Arab Emirates | ADX General | Jan 29, 2020 | 54 |
| United Kingdom | FTSE 100 | Jan 31, 2020 | 53 |
| United States | S & P 500 | Jan 22, 2020 | 59 |
| Vietnam | VN | Jan 23, 2020 | 56 |
| Zambia | LSE All Share | Mar 18, 2020 | 17 |
| Total | 2424 |
a
We start sample from the day the issue caught public eye and databases started reporting information, although China had cases well before Jan 22, 2020.