Data from: Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets

Supporting information related to the manuscript “Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets”.
The “Supplementary information (database).xlsx” file summarizes the manuscript related data and provides step-by-step procedures to collect the original series and make the necessary transformations for subsequent (financial performance) analysis. The database comprises daily US$ prices of five sustainability indices (and of five market portfolios, used as benchmarks for the sustainability indices) and the risk-free rate, represented by the 4-week US Treasury bill (T-bill) rate, from January 1st 2013 to December 31st 2018. The file also provides the probabilities of the assessed indices’ returns falling between -1.0% and 1.0%, as discussed in Section 4.2 of the manuscript.

与手稿《可持续投资能否超越传统基准？来自全球股票市场的证据》相关的支持信息。附件“补充信息（数据库）.xlsx”文件概要总结了手稿相关数据，并提供了逐步收集原始序列以及为后续（财务表现）分析进行必要转换的详细步骤。该数据库包含了五个可持续性指数（及其作为可持续性指数基准的五个市场投资组合）的每日美元价格以及无风险利率，后者以四周美国国库券（T-bill）利率表示，时间范围为2013年1月1日至2018年12月31日。文件还提供了所评估指数回报率在-1.0%至1.0%之间的概率，如手稿第4.2节所述。