Data Set and Test Result of the Article "The Role of Diversity on The Environmental Result and Transparency of The Companies"
The data includes the E,S,G and ESG Score, Board Size and Women on Board (%) data of the 166 companies from S&P500 and STOXX Europe 600 Indices from 2008 to 2021. In addition, the results of the research obtained from the E-views software are also shared.
Steps to reproduce
Raw data is obtained from the Bloomberg Data Terminal. FMLOS and DOLS tests were applied to analyze the cointegration between the variables.. But to confirm the results, Pedroni Cointegration Test, Johansen Fisher Panel Cointegration Test, Kao Residual Cointegration Test and VECM Test were also applied. All tests were performed using the E-views program.