MA Comment Letters on GI

This dataset compiles financial and market response data of Chinese A-share listed companies during major event disclosures from 2015 to 2018, containing 300 records (a subset of the full dataset is presented due to the needs of future research). The data were sourced from publicly available information on http://www.cninfo.com.cn and are subject to the platform’s terms and conditions. Key indicators include asset productivity, capital intensity, trading volume, turnover ratio, and cumulative abnormal return (CAR) in the [-1,1] window. This dataset is valuable for studying the relationship between financial performance and market reactions, and is well-suited for event studies, financial analysis, and quantitative investment research.