Daily Adjusted Prices for AI Exposure × AI Governance Event Study (US–EU–CN), 2007–2026

This dataset contains daily adjusted closing prices used in the empirical analysis of the study examining AI-dependent firm exposure and governance-induced repricing across the United States, the European Union, and China. The file includes all firm-level and market proxy tickers employed in the paper. Data were downloaded from Yahoo Finance using the quantmod package in R, covering the longest available history beginning in January 2007 through the download date specified in the manuscript. Prices are unmodified adjusted closing values (Adj Close) as provided by Yahoo Finance. No transformations have been applied at the daily level. Monthly returns, excess returns, and event-study constructions reported in the paper are derived from these raw adjusted prices. The dataset is provided to ensure full reproducibility of the empirical results and transparency of return construction.