Data and replication package with supplementary diagnostics for "Do ESG Ratings Deliver Asset-Management Value? A Dual-Panel Meta-Analysis of Equity Alpha and Green-Bond Premium Evidence"

This standalone 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 integrates harmonized 85-study master metadata, panel-level analysis inputs, frozen output tables, R and Python reproduction scripts, validation logs, a SHA256 manifest and supplementary diagnostic outputs. The locked empirical architecture is unchanged: 85 total studies, 53 studies with extractable or recoverable effect-size information, 32 NO_STATS records, Panel A with 9 equity alpha / return effects and Panel B with 18 greenium / yield-spread effects. Version v2.2 adds a supplementary diagnostic and robustness layer, including forest plots, funnel plots, descriptive Egger regression diagnostics, leave-one-out sensitivity checks, alternative tau-square estimator checks and exploratory within-Panel-B moderator checks by region and sample-period recency. The main REML + Hartung-Knapp-Sidik-Jonkman estimates are unchanged: Panel A reports a pooled estimate of +0.125 percentage points per year and Panel B reports a pooled estimate of -2.00 basis points per year. The package is intended to support transparent verification of the reported meta-analytic results. Manuscript drafts and proprietary raw database exports are not included.