Lockdown, unlock, stock returns, and firm-specific characteristics: The Indian tourism sector during the Covid-19 outbreak

We collected the daily closing prices of 66 listed stocks of the Indian tourism sector, including the National Stock Exchange and Bombay Stock Exchange, and firm-specific data from the ProwessIQ database. However, sufficient data for only 30 companies were available during the sample period (06/09/2019 to 22/06/2020). The data contains the daily abnormal returns and firm-level variables for the entire sample.