Table 1 Descriptive statistics for... | Emerald Publishing

Table 1

Descriptive statistics for period 2006–2009

Variable	Mean	St. Dev	25th perc	Median	75th perc
ESG score	35,023	13,231	12,987	41,928	58,236
Env score	34,141	12,898	12,660	36,721	56,769
Social score	34,207	12,923	12,684	40,811	56,879
Governance score	42,552	16,075	15,779	42,232	70,756
Market cap (ln)	5,092	18,982	631	1,002	3,078
Book-to market ratio	0.399	0.297	0.211	0.411	0.672
Lagged one-month returns	−0.015	0.348	−0.221	0.013	0.310
Lagged 11-month returns	0.006	0.171	−0.199	0.009	0.277
Long-term debt	0.214	0.101	0.018	0.225	0.318
Short-term debt	0.033	0.042	0	0.0079	0.051
Cash holdings	0.238	0.098	0.033	0.104	0.388
Profitability	0.029	0.017	0,02	0.031	0.039
Momentum	−0.041	0.411	−0.146	−0.001	0.219
Idiosyncratic risk	0.022	0.013	0.004	0.009	0.02

Variable	Mean	St. Dev	25th perc	Median	75th perc
ESG score	35,023	13,231	12,987	41,928	58,236
Env score	34,141	12,898	12,660	36,721	56,769
Social score	34,207	12,923	12,684	40,811	56,879
Governance score	42,552	16,075	15,779	42,232	70,756
Market cap (ln)	5,092	18,982	631	1,002	3,078
Book-to market ratio	0.399	0.297	0.211	0.411	0.672
Lagged one-month returns	−0.015	0.348	−0.221	0.013	0.310
Lagged 11-month returns	0.006	0.171	−0.199	0.009	0.277
Long-term debt	0.214	0.101	0.018	0.225	0.318
Short-term debt	0.033	0.042	0	0.0079	0.051
Cash holdings	0.238	0.098	0.033	0.104	0.388
Profitability	0.029	0.017	0,02	0.031	0.039
Momentum	−0.041	0.411	−0.146	−0.001	0.219
Idiosyncratic risk	0.022	0.013	0.004	0.009	0.02