My dataset

Description

The dataset covers 1,070 ESG-related news events published between January 2022 and December 2025 across six major Russian financial Telegram channels (Kommersant, Vedomosti, Interfax, Forbes Russia, RBC, TASS). Events were collected via the Telegram API and manually annotated with ESG category tags (E, S, G) and sentiment scores. Daily closing prices and returns for 11 blue-chip companies listed on the Moscow Exchange (MOEX), as well as the MOEX composite index, were sourced from Finam and Investing.com.

Institutions

• Lomonosov Moscow State University

  Moscow, Moscow

Categories

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