ESG rating of general stock indices
收藏Mendeley Data2026-04-18 收录
下载链接:
https://data.mendeley.com/datasets/58mwkj5pf8
下载链接
链接失效反馈官方服务:
资源简介:
#######################################################################################################
# THE FILES HAVE BEEN CREATED BY SZILÁRD ERHART FOR A RESEARCH: ERHART (2022):
# Take it with a pinch of salt - ESG rating of stocks and stock indices, International Review of Financial Analysis, 10.1016/j.irfa.2022.102308
# USERS OF THE FILES AGREE TO QUOTE THE ABOVE PAPER
# THE PYTHON SCRIPT (PYTHONESG_ERHART.TXT) HELPS USERS TO GET TICKERS BY STOCK EXCHANGES AND EXTRACT ESG SCORES FOR THE UNDERLYING STOCKS FROM YAHOO FINANCE.
# THE R SCRIPT (ESG_UA.TXT) HELPS TO REPLICATE THE MONTE CARLO EXPERIMENT DETAILED IN THE STUDY.
# THE EXPORT_ALL CSV CONTAINS THE DOWNLOADED ESG DATA (SCORES, CONTROVERSIES, ETC) ORGANIZED BY STOCKS AND EXCHANGES.
#######################################################################################################
####################################READ ME############################################################
# BEFORE USING THE MONTE CARLO SIMULATIONS SCRIPT:
# (1) COPY THE goascores.csv and goalscores_alt.csv FILES ONTO YOUR ON COMPUTER DRIVE. THE TWO FILES ARE IDENTICAL.
# (2) SET THE EXACT FILE LOCATION INFORMATION IN THE 'Read in data' SECTION OF THE MONTE CARLO SCRIPT AND FOR THE OUTPUT FILES AT THE END OF THE SCRIPT
# (3) LOAD MISC TOOLS AND MATRIXSTATS IN YOUR R APPLICATION
# (4) RUN THE CODE.
####################################READ ME############################################################
#######################################################################################################
# DISCLAIMER
# The author takes no responsibility for the timeliness, accuracy, completeness or quality of the information provided.
# The author is in no event liable for damages of any kind incurred or suffered as a result of the use or non-use of the
# information presented or the use of defective or incomplete information.
# The contents are subject to confirmation and not binding.
# The author expressly reserves the right to alter, amend, whole and in part,
# without prior notice or to discontinue publication for a period of time or even completely.
#######################################################################################################
创建时间:
2022-07-28



