Cyberattacks and Stock Market Reactions: Event Study Dataset for Public Companies (2018–2024)

This dataset provides firm-level empirical data used to analyze stock market responses to publicly disclosed cyber incidents. It is constructed to support event study analysis of abnormal returns and cumulative abnormal returns following cyberattacks affecting publicly listed companies. The dataset covers multiple cyberattack events affecting public companies from the technology, financial services, and telecommunications sectors over the period 2018–2024. It includes firms operating in different regulatory and market environments, allowing for cross-sectoral and cross-country comparisons of investor reactions to cybersecurity incidents. The data combine information on: publicly disclosed cyberattack events (type, duration, disclosure date, recurrence), daily stock prices of affected firms, corresponding market indices used as benchmarks, calculated abnormal returns (AR) and cumulative abnormal returns (CAR) for multiple event windows. Stock price data are sourced from Yahoo Finance, while market benchmarks include major national and international indices (e.g., S&P 500, IBEX 35, SSE Composite, MSCI World). The dataset enables the analysis of: short-term and medium-term market reactions to cyberattacks, sectoral differences in investor sensitivity to cyber risks, the role of attack duration, disclosure timing, and repeated incidents, patterns of reputational and financial recovery following cyber events.