Replication package for "No free ESG lunch? Asset-pricing evidence from a return-based meta-analysis"
Description
This repository contains the full replication package for the article “No free ESG lunch? Asset-pricing evidence from a return-based meta-analysis.” The package includes harmonized datasets, R and Python scripts, result tables, figures, and diagnostic outputs required to fully reproduce all results reported in the manuscript. All analyses are fully scripted and can be reproduced via a one-click execution workflow. The core meta-analytic sample consists of k = 39 independent annualized return differences extracted from 85 peer-reviewed empirical studies published between 2014 and 2025. The repository also includes robustness checks, validation reports, and a detailed file manifest documenting all contents. This replication package is provided for transparency and reproducibility purposes and contains no proprietary or restricted data.
Files
Steps to reproduce
See README.txt in the package
Institutions
- Pecsi Tudomanyegyetem