My dataset

Доманская, Елизавета

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.

Citations (0)

Mentions (0)

Metrics

Dataset Index

0.4

FAIR Score

69%

Citations

0

Mentions

0

Metrics Over Time

Publication Details

DOI

Publisher

Mendeley Data

License

Creative Commons Attribution 4.0 International

Assigned Domain

Subfield

Finance

Field

Economics, Econometrics and Finance

Domain

Social Sciences

Confidence Score

37%

Source

Scholar Data Model

Keywords

Environmental EventEvent Study

Normalization Factors

FT

51.92

CTw

1.00

MTw

1.00