ESG rating of general stock indices
Description
####################################################################################################### # 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. #######################################################################################################