Data and replication package for "Do ESG Ratings Deliver Asset-Management Value? A Dual-Panel Meta-Analysis of Equity Alpha and Green-Bond Premium Evidence"
收藏资源简介:
This data-only replication package accompanies the study “Do ESG Ratings Deliver Asset-Management Value? A Dual-Panel Meta-Analysis of Equity Alpha and Green-Bond Premium Evidence”. The package contains the harmonised study-level metadata, panel-level analysis inputs, frozen output tables, model outputs, validation logs, R and Python reproduction scripts, a one-click PowerShell runner and a SHA256 file manifest for reproducibility auditing. The core master file, data/master/meta_master_study85.csv, documents the 85-study evidence base. The quantitative synthesis is organised into two main pooled panels: Panel A contains 9 equity alpha / return effects and Panel B contains 18 greenium / yield-spread effects. The package also documents the broader evidence architecture, including 53 studies with extractable or recoverable effect-size information, 32 NO_STATS records, 17 non-pooled contextual evidence records, 2 unresolved harmonisation cases and 7 DROP records. The package is intended to support transparent verification of the reported meta-analytic results. It does not include manuscript drafts, publisher-formatted files or proprietary raw database exports.



