If you use this data, please cite the original paper. This time-series is the datapoints from Table 3 in Granát, M. P., Lehmann, K., Nagy, O., & Neszveda, G. (2023). Expect the unexpected: Did the equity markets anticipate the Russo-Ukrainian war?. Finance Research Letters, 104301.
"","time","t","t_group","term","estimate","std.error","statistic","p.value","conf.low","conf.high"
"1",2021-10-07,-100,"-10","relative_price",0.00957598809870092,0.00229333245367911,4.17557780745593,3.44997695188307e-05,0.00507133320804344,0.0140806429893584
"2",2021-10-08,-99,"-10","relative_price",0.00957598809870092,0.00229333245367911,4.17557780745593,3.44997695188307e-05,0.00507133320804344,0.0140806429893584
"3",2021-10-11,-98,"-10","relative_price",0.00957598809870092,0.00229333245367911,4.17557780745593,3.44997695188307e-05,0.00507133320804344,0.0140806429893584
"4",2021-10-12,-97,"-10","relative_price",0.00957598809870092,0.00229333245367911,4.17557780745593,3.44997695188307e-05,0.00507133320804344,0.0140806429893584
"5",2021-10-13,-96,"-10","relative_price",0.00957598809870092,0.00229333245367911,4.17557780745593,3.44997695188307e-05,0.00507133320804344,0.0140806429893584
"6",2021-10-14,-95,"-10","relative_price",0.00957598809870092,0.00229333245367911,4.17557780745593,3.44997695188307e-05,0.00507133320804344,0.0140806429893584
"7",2021-10-15,-94,"-10","relative_price",0.00957598809870092,0.00229333245367911,4.17557780745593,3.44997695188307e-05,0.00507133320804344,0.0140806429893584
"8",2021-10-18,-93,"-10","relative_price",0.00957598809870092,0.00229333245367911,4.17557780745593,3.44997695188307e-05,0.00507133320804344,0.0140806429893584
"9",2021-10-19,-92,"-10","relative_price",0.00957598809870092,0.00229333245367911,4.17557780745593,3.44997695188307e-05,0.00507133320804344,0.0140806429893584
"10",2021-10-20,-91,"-10","relative_price",0.00957598809870092,0.00229333245367911,4.17557780745593,3.44997695188307e-05,0.00507133320804344,0.0140806429893584
"11",2021-10-21,-90,"-9","relative_price",0.000440487610944421,0.00256644711889153,0.17163323089808,0.863782064930496,-0.0045995269368547,0.00548050215874354
"12",2021-10-22,-89,"-9","relative_price",0.000440487610944421,0.00256644711889153,0.17163323089808,0.863782064930496,-0.0045995269368547,0.00548050215874354
"13",2021-10-25,-88,"-9","relative_price",0.000440487610944421,0.00256644711889153,0.17163323089808,0.863782064930496,-0.0045995269368547,0.00548050215874354
"14",2021-10-26,-87,"-9","relative_price",0.000440487610944421,0.00256644711889153,0.17163323089808,0.863782064930496,-0.0045995269368547,0.00548050215874354
"15",2021-10-27,-86,"-9","relative_price",0.000440487610944421,0.00256644711889153,0.17163323089808,0.863782064930496,-0.0045995269368547,0.00548050215874354
"16",2021-10-28,-85,"-9","relative_price",0.000440487610944421,0.00256644711889153,0.17163323089808,0.863782064930496,-0.0045995269368547,0.00548050215874354
"17",2021-10-29,-84,"-9","relative_price",0.000440487610944421,0.00256644711889153,0.17163323089808,0.863782064930496,-0.0045995269368547,0.00548050215874354
"18",2021-11-01,-83,"-9","relative_price",0.000440487610944421,0.00256644711889153,0.17163323089808,0.863782064930496,-0.0045995269368547,0.00548050215874354
"19",2021-11-02,-82,"-9","relative_price",0.000440487610944421,0.00256644711889153,0.17163323089808,0.863782064930496,-0.0045995269368547,0.00548050215874354
"20",2021-11-03,-81,"-9","relative_price",0.000440487610944421,0.00256644711889153,0.17163323089808,0.863782064930496,-0.0045995269368547,0.00548050215874354
"21",2021-11-04,-80,"-8","relative_price",0.0085831139947613,0.00273502530212226,3.13822105707804,0.00178069618804442,0.00321204392289926,0.0139541840666233
"22",2021-11-05,-79,"-8","relative_price",0.0085831139947613,0.00273502530212226,3.13822105707804,0.00178069618804442,0.00321204392289926,0.0139541840666233
"23",2021-11-08,-78,"-8","relative_price",0.0085831139947613,0.00273502530212226,3.13822105707804,0.00178069618804442,0.00321204392289926,0.0139541840666233
"24",2021-11-09,-77,"-8","relative_price",0.0085831139947613,0.00273502530212226,3.13822105707804,0.00178069618804442,0.00321204392289926,0.0139541840666233
"25",2021-11-10,-76,"-8","relative_price",0.0085831139947613,0.00273502530212226,3.13822105707804,0.00178069618804442,0.00321204392289926,0.0139541840666233
"26",2021-11-11,-75,"-8","relative_price",0.0085831139947613,0.00273502530212226,3.13822105707804,0.00178069618804442,0.00321204392289926,0.0139541840666233
"27",2021-11-12,-74,"-8","relative_price",0.0085831139947613,0.00273502530212226,3.13822105707804,0.00178069618804442,0.00321204392289926,0.0139541840666233
"28",2021-11-15,-73,"-8","relative_price",0.0085831139947613,0.00273502530212226,3.13822105707804,0.00178069618804442,0.00321204392289926,0.0139541840666233
"29",2021-11-16,-72,"-8","relative_price",0.0085831139947613,0.00273502530212226,3.13822105707804,0.00178069618804442,0.00321204392289926,0.0139541840666233
"30",2021-11-17,-71,"-8","relative_price",0.0085831139947613,0.00273502530212226,3.13822105707804,0.00178069618804442,0.00321204392289926,0.0139541840666233
"31",2021-11-18,-70,"-7","relative_price",0.0102104465077614,0.00422754246699367,2.415220328945,0.0160148825052417,0.00190835628418053,0.0185125367313423
"32",2021-11-19,-69,"-7","relative_price",0.0102104465077614,0.00422754246699367,2.415220328945,0.0160148825052417,0.00190835628418053,0.0185125367313423
"33",2021-11-22,-68,"-7","relative_price",0.0102104465077614,0.00422754246699367,2.415220328945,0.0160148825052417,0.00190835628418053,0.0185125367313423
"34",2021-11-23,-67,"-7","relative_price",0.0102104465077614,0.00422754246699367,2.415220328945,0.0160148825052417,0.00190835628418053,0.0185125367313423
"35",2021-11-24,-66,"-7","relative_price",0.0102104465077614,0.00422754246699367,2.415220328945,0.0160148825052417,0.00190835628418053,0.0185125367313423
"36",2021-11-25,-65,"-7","relative_price",0.0102104465077614,0.00422754246699367,2.415220328945,0.0160148825052417,0.00190835628418053,0.0185125367313423
"37",2021-11-26,-64,"-7","relative_price",0.0102104465077614,0.00422754246699367,2.415220328945,0.0160148825052417,0.00190835628418053,0.0185125367313423
"38",2021-11-29,-63,"-7","relative_price",0.0102104465077614,0.00422754246699367,2.415220328945,0.0160148825052417,0.00190835628418053,0.0185125367313423
"39",2021-11-30,-62,"-7","relative_price",0.0102104465077614,0.00422754246699367,2.415220328945,0.0160148825052417,0.00190835628418053,0.0185125367313423
"40",2021-12-01,-61,"-7","relative_price",0.0102104465077614,0.00422754246699367,2.415220328945,0.0160148825052417,0.00190835628418053,0.0185125367313423
"41",2021-12-02,-60,"-6","relative_price",0.00868579594361203,0.00333390824931216,2.60528943632569,0.00940068048574663,0.00213863354393707,0.015232958343287
"42",2021-12-03,-59,"-6","relative_price",0.00868579594361203,0.00333390824931216,2.60528943632569,0.00940068048574663,0.00213863354393707,0.015232958343287
"43",2021-12-06,-58,"-6","relative_price",0.00868579594361203,0.00333390824931216,2.60528943632569,0.00940068048574663,0.00213863354393707,0.015232958343287
"44",2021-12-07,-57,"-6","relative_price",0.00868579594361203,0.00333390824931216,2.60528943632569,0.00940068048574663,0.00213863354393707,0.015232958343287
"45",2021-12-08,-56,"-6","relative_price",0.00868579594361203,0.00333390824931216,2.60528943632569,0.00940068048574663,0.00213863354393707,0.015232958343287
"46",2021-12-09,-55,"-6","relative_price",0.00868579594361203,0.00333390824931216,2.60528943632569,0.00940068048574663,0.00213863354393707,0.015232958343287
"47",2021-12-10,-54,"-6","relative_price",0.00868579594361203,0.00333390824931216,2.60528943632569,0.00940068048574663,0.00213863354393707,0.015232958343287
"48",2021-12-13,-53,"-6","relative_price",0.00868579594361203,0.00333390824931216,2.60528943632569,0.00940068048574663,0.00213863354393707,0.015232958343287
"49",2021-12-14,-52,"-6","relative_price",0.00868579594361203,0.00333390824931216,2.60528943632569,0.00940068048574663,0.00213863354393707,0.015232958343287
"50",2021-12-15,-51,"-6","relative_price",0.00868579594361203,0.00333390824931216,2.60528943632569,0.00940068048574663,0.00213863354393707,0.015232958343287
"51",2021-12-16,-50,"-5","relative_price",0.00892529225467884,0.00559094191226284,1.5963843650571,0.110914196441397,-0.00205425545011667,0.0199048399594743
"52",2021-12-17,-49,"-5","relative_price",0.00892529225467884,0.00559094191226284,1.5963843650571,0.110914196441397,-0.00205425545011667,0.0199048399594743
"53",2021-12-20,-48,"-5","relative_price",0.00892529225467884,0.00559094191226284,1.5963843650571,0.110914196441397,-0.00205425545011667,0.0199048399594743
"54",2021-12-21,-47,"-5","relative_price",0.00892529225467884,0.00559094191226284,1.5963843650571,0.110914196441397,-0.00205425545011667,0.0199048399594743
"55",2021-12-22,-46,"-5","relative_price",0.00892529225467884,0.00559094191226284,1.5963843650571,0.110914196441397,-0.00205425545011667,0.0199048399594743
"56",2021-12-23,-45,"-5","relative_price",0.00892529225467884,0.00559094191226284,1.5963843650571,0.110914196441397,-0.00205425545011667,0.0199048399594743
"57",2021-12-24,-44,"-5","relative_price",0.00892529225467884,0.00559094191226284,1.5963843650571,0.110914196441397,-0.00205425545011667,0.0199048399594743
"58",2021-12-27,-43,"-5","relative_price",0.00892529225467884,0.00559094191226284,1.5963843650571,0.110914196441397,-0.00205425545011667,0.0199048399594743
"59",2021-12-28,-42,"-5","relative_price",0.00892529225467884,0.00559094191226284,1.5963843650571,0.110914196441397,-0.00205425545011667,0.0199048399594743
"60",2021-12-29,-41,"-5","relative_price",0.00892529225467884,0.00559094191226284,1.5963843650571,0.110914196441397,-0.00205425545011667,0.0199048399594743
"61",2021-12-30,-40,"-4","relative_price",0.0131571470491879,0.00354113725477128,3.71551456568371,0.00022117050482773,0.0062030262537791,0.0201112678445968
"62",2021-12-31,-39,"-4","relative_price",0.0131571470491879,0.00354113725477128,3.71551456568371,0.00022117050482773,0.0062030262537791,0.0201112678445968
"63",2022-01-03,-38,"-4","relative_price",0.0131571470491879,0.00354113725477128,3.71551456568371,0.00022117050482773,0.0062030262537791,0.0201112678445968
"64",2022-01-04,-37,"-4","relative_price",0.0131571470491879,0.00354113725477128,3.71551456568371,0.00022117050482773,0.0062030262537791,0.0201112678445968
"65",2022-01-05,-36,"-4","relative_price",0.0131571470491879,0.00354113725477128,3.71551456568371,0.00022117050482773,0.0062030262537791,0.0201112678445968
"66",2022-01-06,-35,"-4","relative_price",0.0131571470491879,0.00354113725477128,3.71551456568371,0.00022117050482773,0.0062030262537791,0.0201112678445968
"67",2022-01-07,-34,"-4","relative_price",0.0131571470491879,0.00354113725477128,3.71551456568371,0.00022117050482773,0.0062030262537791,0.0201112678445968
"68",2022-01-10,-33,"-4","relative_price",0.0131571470491879,0.00354113725477128,3.71551456568371,0.00022117050482773,0.0062030262537791,0.0201112678445968
"69",2022-01-11,-32,"-4","relative_price",0.0131571470491879,0.00354113725477128,3.71551456568371,0.00022117050482773,0.0062030262537791,0.0201112678445968
"70",2022-01-12,-31,"-4","relative_price",0.0131571470491879,0.00354113725477128,3.71551456568371,0.00022117050482773,0.0062030262537791,0.0201112678445968
"71",2022-01-13,-30,"-3","relative_price",0.0421161149910838,0.00445752817955554,9.44831155173608,6.98997861877219e-20,0.0333623765225165,0.050869853459651
"72",2022-01-14,-29,"-3","relative_price",0.0421161149910838,0.00445752817955554,9.44831155173608,6.98997861877219e-20,0.0333623765225165,0.050869853459651
"73",2022-01-17,-28,"-3","relative_price",0.0421161149910838,0.00445752817955554,9.44831155173608,6.98997861877219e-20,0.0333623765225165,0.050869853459651
"74",2022-01-18,-27,"-3","relative_price",0.0421161149910838,0.00445752817955554,9.44831155173608,6.98997861877219e-20,0.0333623765225165,0.050869853459651
"75",2022-01-19,-26,"-3","relative_price",0.0421161149910838,0.00445752817955554,9.44831155173608,6.98997861877219e-20,0.0333623765225165,0.050869853459651
"76",2022-01-20,-25,"-3","relative_price",0.0421161149910838,0.00445752817955554,9.44831155173608,6.98997861877219e-20,0.0333623765225165,0.050869853459651
"77",2022-01-21,-24,"-3","relative_price",0.0421161149910838,0.00445752817955554,9.44831155173608,6.98997861877219e-20,0.0333623765225165,0.050869853459651
"78",2022-01-24,-23,"-3","relative_price",0.0421161149910838,0.00445752817955554,9.44831155173608,6.98997861877219e-20,0.0333623765225165,0.050869853459651
"79",2022-01-25,-22,"-3","relative_price",0.0421161149910838,0.00445752817955554,9.44831155173608,6.98997861877219e-20,0.0333623765225165,0.050869853459651
"80",2022-01-26,-21,"-3","relative_price",0.0421161149910838,0.00445752817955554,9.44831155173608,6.98997861877219e-20,0.0333623765225165,0.050869853459651
"81",2022-01-27,-20,"-2","relative_price",0.0193468372821197,0.0061413692991204,3.15024815148158,0.00171010864560198,0.00728635476403755,0.0314073198002019
"82",2022-01-28,-19,"-2","relative_price",0.0193468372821197,0.0061413692991204,3.15024815148158,0.00171010864560198,0.00728635476403755,0.0314073198002019
"83",2022-01-31,-18,"-2","relative_price",0.0193468372821197,0.0061413692991204,3.15024815148158,0.00171010864560198,0.00728635476403755,0.0314073198002019
"84",2022-02-01,-17,"-2","relative_price",0.0193468372821197,0.0061413692991204,3.15024815148158,0.00171010864560198,0.00728635476403755,0.0314073198002019
"85",2022-02-02,-16,"-2","relative_price",0.0193468372821197,0.0061413692991204,3.15024815148158,0.00171010864560198,0.00728635476403755,0.0314073198002019
"86",2022-02-03,-15,"-2","relative_price",0.0193468372821197,0.0061413692991204,3.15024815148158,0.00171010864560198,0.00728635476403755,0.0314073198002019
"87",2022-02-04,-14,"-2","relative_price",0.0193468372821197,0.0061413692991204,3.15024815148158,0.00171010864560198,0.00728635476403755,0.0314073198002019
"88",2022-02-07,-13,"-2","relative_price",0.0193468372821197,0.0061413692991204,3.15024815148158,0.00171010864560198,0.00728635476403755,0.0314073198002019
"89",2022-02-08,-12,"-2","relative_price",0.0193468372821197,0.0061413692991204,3.15024815148158,0.00171010864560198,0.00728635476403755,0.0314073198002019
"90",2022-02-09,-11,"-2","relative_price",0.0193468372821197,0.0061413692991204,3.15024815148158,0.00171010864560198,0.00728635476403755,0.0314073198002019
"91",2022-02-10,-10,"-1","relative_price",0.0873825792098059,0.00757432782283313,11.5366777427282,5.06498802995199e-28,0.0725080383958239,0.102257120023788
"92",2022-02-11,-9,"-1","relative_price",0.0873825792098059,0.00757432782283313,11.5366777427282,5.06498802995199e-28,0.0725080383958239,0.102257120023788
"93",2022-02-14,-8,"-1","relative_price",0.0873825792098059,0.00757432782283313,11.5366777427282,5.06498802995199e-28,0.0725080383958239,0.102257120023788
"94",2022-02-15,-7,"-1","relative_price",0.0873825792098059,0.00757432782283313,11.5366777427282,5.06498802995199e-28,0.0725080383958239,0.102257120023788
"95",2022-02-16,-6,"-1","relative_price",0.0873825792098059,0.00757432782283313,11.5366777427282,5.06498802995199e-28,0.0725080383958239,0.102257120023788
"96",2022-02-17,-5,"-1","relative_price",0.0873825792098059,0.00757432782283313,11.5366777427282,5.06498802995199e-28,0.0725080383958239,0.102257120023788
"97",2022-02-18,-4,"-1","relative_price",0.0873825792098059,0.00757432782283313,11.5366777427282,5.06498802995199e-28,0.0725080383958239,0.102257120023788
"98",2022-02-21,-3,"-1","relative_price",0.0873825792098059,0.00757432782283313,11.5366777427282,5.06498802995199e-28,0.0725080383958239,0.102257120023788
"99",2022-02-22,-2,"-1","relative_price",0.0873825792098059,0.00757432782283313,11.5366777427282,5.06498802995199e-28,0.0725080383958239,0.102257120023788
"100",2022-02-23,-1,"-1","relative_price",0.0873825792098059,0.00757432782283313,11.5366777427282,5.06498802995199e-28,0.0725080383958239,0.102257120023788
"101",2022-02-24,0,"0","relative_price",0.0222699090755627,0.0208023459910227,1.07054796056047,0.284837233241304,-0.0185908869487025,0.0631307050998278
"102",2022-02-25,1,"0","relative_price",0.0222699090755627,0.0208023459910227,1.07054796056047,0.284837233241304,-0.0185908869487025,0.0631307050998278
"103",2022-02-28,2,"0","relative_price",0.0222699090755627,0.0208023459910227,1.07054796056047,0.284837233241304,-0.0185908869487025,0.0631307050998278
"104",2022-03-01,3,"0","relative_price",0.0222699090755627,0.0208023459910227,1.07054796056047,0.284837233241304,-0.0185908869487025,0.0631307050998278
"105",2022-03-02,4,"0","relative_price",0.0222699090755627,0.0208023459910227,1.07054796056047,0.284837233241304,-0.0185908869487025,0.0631307050998278
"106",2022-03-03,5,"0","relative_price",0.0222699090755627,0.0208023459910227,1.07054796056047,0.284837233241304,-0.0185908869487025,0.0631307050998278
"107",2022-03-04,6,"0","relative_price",0.0222699090755627,0.0208023459910227,1.07054796056047,0.284837233241304,-0.0185908869487025,0.0631307050998278
"108",2022-03-07,7,"0","relative_price",0.0222699090755627,0.0208023459910227,1.07054796056047,0.284837233241304,-0.0185908869487025,0.0631307050998278
"109",2022-03-08,8,"0","relative_price",0.0222699090755627,0.0208023459910227,1.07054796056047,0.284837233241304,-0.0185908869487025,0.0631307050998278
"110",2022-03-09,9,"0","relative_price",0.0222699090755627,0.0208023459910227,1.07054796056047,0.284837233241304,-0.0185908869487025,0.0631307050998278