Reverse Stock Split Dataset for IDX Stocks (2019–2025)
收藏Zenodo2025-09-02 更新2026-05-26 收录
下载链接：
https://zenodo.org/doi/10.5281/zenodo.17034434
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资源简介：
This dataset contains daily historical stock data for ten companies listed on the Indonesia Stock Exchange (IDX) that conducted Reverse Stock Split (RSS) events between 2019 and 2025. Data was retrieved using the yfinance Python library and includes standard financial indicators such as Open, High, Low, Close, and Volume. A binary RSS_Flag column is added to indicate whether the record is before (0) or after (1) the effective RSS date. The dataset supports financial analysis and machine learning research focused on stock price behavior and corporate restructuring impacts.
Columns Description
Column
Description
Date
Trading date (from January 1, 2019 to around 2025)
Close
The closing price of the stock on that trading day
High
The highest price of the stock on that day
Low
The lowest price of the stock on that day
Open
The opening price of the stock on that day
Volume
The total trading volume of the stock
RSS_Flag
A binary indicator: 0 = before RSS, 1 = after RSS
Note: The actual RSS date is marked using the RSS_Flag, which helps track before-and-after changes.
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Zenodo创建时间：
2025-09-02
