How does ESG rating uncertainty affect stock price crash risk? Evidence from China

Published: 2 February 2026| Version 1 | DOI: 10.17632/vssm37dnzr.1
Contributors:
, Deng-Kui Si,

Description

This replication package contains all the data, code, and instructions for the article "How does ESG rating uncertainty affect stock price crash risk? Evidence from China." The package is designed for use with Stata.

Files

Steps to reproduce

All the empirical analyses are run using STATA 17.0 software. Given the data availability constraints regarding corporate ESG information, we purified the sample following the exclusion of ST and PT firms and observations with missing data. All variables are obtained from the CSMAR database.

Institutions

Categories

Development of Economics, Applied Economics

Funders

  • Shandong Social Science Foundation of China
    Grant ID: 22CJJJ16

Licence