Size bias in refinitiv ESG data

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dc.date.accessioned2024-10-04T13:15:23Z
dc.date.available2024-10-04T13:15:23Z
dc.date.issued2023-05-19
dc.description.sponsorshipStiftung Mercator for a project entitled 'Wissenschaftsplattform Sustainable Finance' (Rahmenprogramm Sustainable Finance, grant number 19026202).eng
dc.identifierdoi:10.17170/kobra-2024100110904
dc.identifier.urihttp://hdl.handle.net/123456789/16080
dc.language.isoeng
dc.relation.doidoi:10.1016/j.frl.2023.104014
dc.relation.projectidgrant number 19026202
dc.rightsNamensnennung 4.0 International*
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/*
dc.subjectfirm size biaseng
dc.subjectESG ratingseng
dc.subjectrefinitiveng
dc.subjectcorporate sustainabilityeng
dc.subjectESG integrationeng
dc.subjectbest-in-classeng
dc.subject.ddc330
dc.subject.swdDatenger
dc.subject.swdBiasger
dc.subject.swdRatingger
dc.subject.swdNachhaltigkeitger
dc.subject.swdVereinte Nationen. Generalversammlung: Resolution 70/1 (2015)ger
dc.titleSize bias in refinitiv ESG dataeng
dc.typeAufsatz
dc.type.versionpublishedVersion
dcterms.abstractWe reinvestigate the presence of the well-known size bias in ASSET4 ESG data identified by Drempetic et al. (2020) in its successor database, the new Refinitiv ESG database. Following Drempetic et al. (2020) we apply a linear mixed model to explain a company's degree of sustainability by firm size and further control variables. Even though Refinitiv claims to have minimized the size bias in their ESG data, we find that it is still present under the methodology of Refinitiv. Our finding is crucial for e.g. asset owners or asset managers who apply ESG integration and/or best-in-class approaches in portfolio management.eng
dcterms.accessRightsopen access
dcterms.creatorDobrick, Juris
dcterms.creatorKlein, Christian
dcterms.creatorZwergel, Bernhard
dcterms.source.articlenumber104014
dcterms.source.identifiereissn:1544-6131
dcterms.source.journalFinance Research Letterseng
dcterms.source.volumeVolume 55, Part B
kup.iskupfalse

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