Table 1.

Sample information.

Sr. no.	Country	The date of 1st COVID-19 confirm case	Stock index	Observations
1	Argentina	Mar 03, 2020	S&P Merval	26
2	Australia	Jan 26, 2020	S&P_ASX 200	47
3	Austria	Feb 25, 2020	ATX	35
4	Bahrain	Feb 24, 2020	Bahrain All Share	37
5	Bangladesh	Mar 08, 2020	DSE 30	12
6	Belgium	Feb 04, 2020	BEL 20	50
7	Brazil	Feb 26, 2020	Bovespa	34
8	Bulgaria	Mar 08, 2020	BSE SOFIX	26
9	Canada	Jan 26, 2020	S&P_TSX Composite	56
10	Chile	Mar 03, 2020	S&P CLX IPSA	30
11	China	Jan 22, 2020a	Shanghai Composite	54
12	Colombia	Mar 06, 2020	COLCAP	26
13	Cote d’Ivoire	Mar 11, 2020	BRVM 10	23
14	Croatia	Feb 25, 2020	CROBEX	22
15	Cyprus	Mar 09, 2020	Main Market	23
16	Denmark	Feb 27, 2020	OMX Copenhagen 20	32
17	Ecuador	Mar 01, 2020	Guayaquil Select	31
18	Egypt	Feb 14, 2020	EGX 70 EWI	44
19	France	Jan 24, 2020	CAC 40	58
20	Germany	Jan 27, 2020	DAX	56
21	Greece	Feb 26, 2020	Athens General Composite	31
22	Hungary	Mar 04, 2020	Budapest SE	28
23	Iceland	Feb 28, 2020	ICEX Main	32
24	India	Jan 30, 2020	BSE Sensex 30	50
25	Indonesia	Mar 02, 2020	Jakarta SEC	31
26	Iraq	Feb 24, 2020	ISX Main 60	14
27	Ireland	Feb 29, 2020	ISEQ Overall	33
28	Israel	Feb 21, 2020	TA 35	32
29	Italy	Jan 31, 2020	FTSE MIB	52
30	Jamaica	Mar 11, 2020	JSE Market	20
31	Japan	Jan 22, 2020	Nikkei 225	58
32	Kazakhstan	Mar 13, 2020	KASE	22
33	Kenya	Mar 13, 2020	NSE 20	22
34	Korea, South	Jan 22, 2020	KOSP	58
35	Lebanon	Feb 21, 2020	BLOM Stock	34
36	Malaysia	Jan 25, 2020	FTSE KLCI	59
37	Mauritius	Mar 18, 2020	SEMDEX	20
38	Mexico	Feb 28, 2020	S&P_BMV IPC	31
39	Mongolia	Mar 10, 2020	MNE Top 20	27
40	Morocco	Mar 02, 2020	Moroccan All Shares	30
41	Namibia	Mar 14, 2020	FTSE NSX Overall	21
42	Netherlands	Feb 27, 2020	AEX	33
43	New Zealand	Feb 28, 2020	NZX 50	40
44	Nigeria	Feb 28, 2020	NSE 30	33
45	Norway	Feb 26, 2020	OSE Benchmark	33
46	Oman	Feb 24, 2020	MSM 30	36
47	Pakistan	Feb 26, 2020	Karachi 100	35
48	Peru	Mar 06, 2020	S&P Lima General	27
49	Philippines	Jan 30, 2020	PSEi Composite	51
50	Poland	Mar 04, 2020	WIG 30	29
51	Portugal	Mar 02, 2020	PSI 20	31
52	Qatar	Feb 29, 2020	QE General	34
53	Romania	Feb 26, 2020	BET	34
54	Russia	Jan 31, 2020	MOEX	53
55	Saudi Arabia	Mar 02, 2020	Tadawul All Share	32
56	Serbia	Mar 06, 2020	Belex 15	29
57	Singapore	Jan 23, 2020	FTSE Straits Times Singapore	60
58	Slovakia	Mar 06, 2020	SAX	27
59	Slovenia	Mar 05, 2020	Blue-Chip SBITOP	27
60	South Africa	Mar 05, 2020	TOP 40	28
61	Spain	Feb 01, 2020	IBEX 35	53
62	Sri Lanka	Jan 27, 2020	CSE All-Share	31
63	Sweden	Jan 31, 2020	OMX Stockholm 30	53
64	Switzerland	Feb 25, 2020	SMI	35
65	Taiwan	Jan 22, 2020	Weighted	54
66	Tanzania	Mar 16, 2020	All Share	19
67	Thailand	Jan 22, 2020	SET Index	59
68	Tunisia	Mar 04, 2020	Tunindex	28
69	Turkey	Mar 11, 2020	BIST 100	26
70	Uganda	Mar 21, 2020	All Share	13
71	Ukraine	Mar 03, 2020	PFTS	21
72	United Arab Emirates	Jan 29, 2020	ADX General	54
73	United Kingdom	Jan 31, 2020	FTSE 100	53
74	United States	Jan 22, 2020	S & P 500	59
75	Venezuela	Mar 14, 2020	Bursatil	20
76	Vietnam	Jan 23, 2020	VN	56
77	Zambia	Mar 18, 2020	LSE All Share	17
	Total			2750

This table reports the sample countries, as well as the date of 1st COVID-19 confirm case, the main stock index and total daily data observations from each country.

^aChina had cases well before Jan 22, 2020.