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.本数据集包含可获取路孚特（Refinitiv）ESG（环境、社会和治理，Environmental, Social and Governance）公司评分的美国、中国、欧元区及日本股票市场交易企业的市场数据与ESG信息。本数据集涵盖5619家企业，覆盖上述各股票市场的绝大多数交易行业，其中3180家企业于美国上市、922家于中国上市、1049家于欧元区上市、468家于日本上市。本数据集同时包含经济合作与发展组织（Organization for Economic Co-operation and Development, OECD）提供的美国汇率与消费者物价指数，以及肯尼斯·R·弗伦奇（Kenneth R. French）个人网站发布的无风险利率数据。