The impact of a firm's ecological, social and governance responsibility on the cost of equity in emerging markets

Data set includes annual data regarding cost of equity, ESG score, Ecological score, Social score, Governance score, leverage, market capitalization, price to book ratio, Beta, country of origin, sector and industry identifications for 693 public non-financial companies from emerging markets for the time period from 2015 to 2019. Data was gathered by using Thomson Reuters Eikon. Data was used in a Master's thesis to test hypotheses regarding the impact of a firm's ESG responsibility on the cost of equity in emerging markets. The main finding of the thesis is that there is a significant negative impact of a firm's ESG responsibility on the cost of equity in emerging markets.