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Data for ESG Score and Green Stock Overnight Returns

<p>The file&nbsp;<code>fivefactor_yearly</code>&nbsp;contains the Fama-French five factors .</p> <p>The file&nbsp;<code>yearly_indicator</code>&nbsp;contains the sample of stocks used in this study.</p>

ShareScore

36/100

Overall dataset sharing score

Score breakdown

These five areas show where the dataset supports — or may limit — practical reuse.

Stewardship
4
Harmonization
4
Access
20
Reuse readiness
8
Engagement
0