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.

本数据集汇编了2015年至2018年中国A股上市公司重大事件披露期间的财务与市场反应数据，共计300条记录（因后续研究需求，仅展示完整数据集的子集）。本数据集的数据来源于巨潮资讯网（http://www.cninfo.com.cn）的公开信息，并需遵守该平台的使用条款。核心指标包括资产生产率、资本密集度、成交量、换手率以及[-1,1]事件窗口内的累计异常收益（Cumulative Abnormal Return，CAR）。本数据集可用于探究财务绩效与市场反应之间的关联，适配事件研究法、财务分析以及量化投资研究等场景。