用于分析中国对非洲猪瘟疫情股价反应的数据集。
Dataset for the analysis of stock price responses to African Swine Fever Outbreaks in China.
作者信息
Xiong Tao, Zhang Wendong, Chen Chen-Ti
机构信息
Department of Agricultural Economics and Management, Huazhong Agricultural University, China.
Charles H. Dyson School of Applied Economics and Management, Cornell University, United States.
出版信息
Data Brief. 2022 Sep 5;45:108574. doi: 10.1016/j.dib.2022.108574. eCollection 2022 Dec.
The African Swine Fever (ASF) outbreaks in China since 2018 caused a more than 100 million decline in its hog inventory. Leveraging publicly available announcements of ASF outbreaks and daily stock prices data from 25 major publicly listed hog companies from China and eight major hog exporting countries, we use the event study method to estimate firm-level abnormal stock price responses to China's ASF outbreak announcements for both Chinese and foreign hog companies. This article describes the data used in the research article "A Fortune from misfortune: Evidence from hog firms' stock price responses to China's African Swine Fever outbreaks" (Xiong et al., 2021). The daily stock price data in this article can be applied to other events that also occurred during the same sample period using a similar event study approach.
自2018年以来，中国爆发的非洲猪瘟疫情导致生猪存栏量减少了1亿多头。利用中国25家主要上市生猪企业和8个主要生猪出口国公开的非洲猪瘟疫情公告以及每日股价数据，我们采用事件研究法来估计中外生猪企业对中国非洲猪瘟疫情公告的公司层面异常股价反应。本文描述了研究文章《因祸得福：生猪企业股价对中国非洲猪瘟疫情爆发的反应证据》（熊等人，2021年）中使用的数据。本文中的每日股价数据可以使用类似的事件研究方法应用于同一样本期内发生的其他事件。
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