How Investor Sentiment Drives ESG Performance in Global REITs: Evidence from AI-Captured Market Narratives

Zenodo (CERN European Organization for Nuclear Research) 2026 Dataset Open access

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Authors: Jason Zheng Zheng, Chyi Lin Lee
DOI: 10.5281/zenodo.18794469
Cited by: 0

Abstract

This dataset contains the country-level annual investor ESG sentiment index for five major global REIT markets (Australia, Japan, Singapore, the UK, and the US) from 2015 to 2024. The sentiment index was constructed by processing unstructured global news data from the GDELT database using a fine-tuned RoBERTa model.

Fields of Study & Subjects

Corporate Social Responsibility Reporting Sustainable Finance and Green Bonds Financial Markets and Investment Strategies

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
27 February 2026
Language
EN
Document type
Dataset