Impacts of Corporate Announcements on Stock Returns during the Global Pandemic: Evidence from the Indian Stock Market

We focus on the three types of corporate announcements, viz., bonus issues, rights issues, and stock-splits from January 2020 to December 2020. Initially, we collected information about 54 bonus issues, 30 stock splits, and 19 rights issues. However, based on the following sample criteria, the final sample included thirteen bonus issues, fourteen stock splits, and eighteen right issues. The data contains that daily closing prices and the log returns for the estimation and event windows.