Table 1.
Shanghai Shenzhen CSI and COVID19.
| Date | Daily return (%) | COVID-19 | |
|---|---|---|---|
| 1 | 3-Feb | −7.88 | Zhejiang, Guangdong, etc. reach the highest single-day confirmed cases. |
| 2 | 16-Jul | −4.81 | Outbreak of COVID-19 in Beijing Xinjiang, Jilin and Liaoning |
| 3 | 24-Jul | −4.38 | Outbreak of COVID-19 in Beijing, Xinjiang, Jilin and Liaoning |
| 4 | 16-Mar | −4.30 | Outbreak of COVID-19 in Beijing |
| 5 | 28-Feb | −3.55 | Outbreak of COVID-19 in Beijing |
Note: This table reports the size and date of 5 largest single-day drops of Shanghai Shenzhen CSI 300 index in the sample period from Dec. 2nd, 2019 to Feb. 23rd, 2020. It also shows the associated regional outbreaks of COVID-19 on the corresponding date.