I am looking for a dataset that gets all events and regimes in the stock market (i.e. an event like 9/11 and a regime like Bush's presidency) and the start and end date of each item's effect on the market. I was doing some searching and found I could probably do something like that with Factiva, however for reasons I can't disclose, I am not allowed to use Factiva. If you know a website similar to that, please share! I also have many academic databases at my disposal. Too many to name, but if you know of it, I think I may have it.
If you use Python, this set of holidays, early closings and unexpected closings has been well-curated: https://github.com/gerrymanoim/exchange_calendars (and even if you don't use Python, it's open source so you can obtain the data easily enough)
Political regimes are more subjective though. When does particular regime start and end? Election date? Election results announcement(s) !? Swearing-in date? How about the period between election and swearing-in?