A replication package for a difference-in-differences evaluation of India's 2024-25 equity index derivatives reforms. It contains a 48-month panel (April 2022-March 2026) of segment-level average daily turnover from the NSE and BSE, hand-assembled from SEBI publications. The dataset was authored by Anklesh Rawat and published on Harvard Dataverse in July 2026.
Use Cases
- Conduct a difference-in-differences analysis based on the described 2024-25 regulatory intervention.
- Analyze trends in average daily turnover for Indian equity index derivatives based on the 48-month panel.
- Reproduce econometric estimates and figures using the included Python code.
- Study market participation dynamics based on the SEBI cohort participation tabulations.
Strengths
- Contains a 48-month panel covering April 2022 to March 2026, providing a substantial time series for analysis.
- Includes full Python code for reproducing all estimates, robustness checks, and figures, ensuring methodological transparency.
- Data is hand-assembled from public SEBI Monthly Bulletin annexure tables, indicating a primary source compilation.
Limitations
- Column-level documentation is absent; field semantics must be inferred after download.
- Row count is unknown, which may limit suitability assessment for certain modeling tasks.
Provenance
- Source
- Securities and Exchange Board of India (SEBI) Monthly Bulletin annexure tables.
- Collection Method
- Hand-assembled from public SEBI publications.
- Time Range
- April 2022 - March 2026
- Freshness
- Last updated 2026-07-18 15:00:45; freshness should be verified.
- Geography
- India (National Stock Exchange and Bombay Stock Exchange)