Equity-Market Closures and Cryptocurrency Volatility

This dataset contains the processed empirical outputs and supplementary material for the study “Equity-Market Closures and Cryptocurrency Volatility”. The study examines whether cryptocurrency-market volatility changes around traditional-market exchange closures, distinguishing statutory public holidays from actual exchange closures across the United States, Europe and Asia-Pacific. The dataset includes processed closure indicators, treatment-definition mismatch diagnostics, date-level regression outputs, bootstrap and randomization-inference results, false-discovery-rate adjustments, robustness checks, and supplementary figures. The empirical sample covers daily observations from 1 January 2015 to 3 June 2026 for thirteen major cryptocurrencies and exchange-calendar information for thirteen national markets. The processed files are intended to support replication of the reported tables, figures and supplementary diagnostics.