Data for Room for sustainability: On the relationship between ESG performance and corporate value creation

This dataset contains market data and ESG information for all firms traded on the U.S., Chinese, Eurozone and Japanese equity markets for which the Refinitiv ESG Company Scores are available. The sample includes 5,619 companies covering most of the sectors traded on the those markets, where 3,180 firms are listed in the U.S., 922 in China, 1,049 in the Eurozone, and 468 in Japan. The dataset also contains exchange rates and the consumer price index for the U.S. as provided by the OECD, as well as the risk-free rate provided by Kenneth R. French on his website.

本数据集汇集了美国、中国、欧元区及日本股票市场上所有上市公司的市场数据与ESG（环境、社会及治理）信息，其中Refinitiv ESG公司评分数据覆盖全面。样本包含5,619家上市公司，涵盖了上述市场上绝大多数交易行业，其中3,180家在美国上市，922家在中国上市，1,049家在欧洲联盟上市，468家在日本上市。此外，数据集还包含了由经济合作与发展组织（OECD）提供的美国汇率和消费者价格指数，以及由Kenneth R. French在其网站上提供的无风险利率。