Stock Market Reaction to IPL Match Outcomes: Event Study Dataset (2018–2025)
Abstract
This dataset contains stock market event-study data examining the financial impact of Indian Premier League (IPL) match outcomes on listed sponsor companies. The dataset is constructed using an event-study methodology, where match outcomes serve as events and stock market reactions are measured over a −5 to +5 trading-day window. Event day 0 corresponds to the first trading day following a match, accounting for weekends and market holidays. The dataset includes stock returns, market returns (BSE Sensex), abnormal returns, and cumulative abnormal returns (CAR). The temporal coverage begins in 2018, reflecting the availability and consistency of stock price data for listed sponsor companies.
Fields of Study & Subjects
Financial Markets and Investment Strategies
Sports Analytics and Performance
Market Dynamics and Volatility
Publication details
- Journal / source
- Harvard Dataverse
- Publication date
- 28 January 2026
- Document type
- Dataset