To depict the dynamic patterns of managerial attention among Chinese firms and quantify the subjective awareness of corporate managers in China, we explore textual information extracted from semi-annual and annual reports for all of the Chinese A share-listed firms during the period between 2001 and 2023. In particular, we construct a firm-level managerial climate attention measure based on the Management Discussion and Analysis (MD&A) section. This data contains the measure for 4,624 publicly listed firms in Chinese A-share markets during the period 2001-2023. Firm-level, industrial-level and province-level yearly data are provided. Citation: Lei Lei, Dayong Zhang, Qiang Ji, Kun Guo, Fei Wu, 2023. A text-based managerial climate attention index of listed firms in China. Finance Research Letters, 55,103911.

Search, clean, and synthesize climate risk related keywords through Google Search to form the Global Climate Physical Risk Concern Index and Global Climate Risk Concern Index ranging from 2013 to 2022 with daily frequency. Citation: Kun Guo, Yichong Li, Yunhan Zhang, Qiang Ji, Wanli Zhao, 2023. How are climate risk shocks connected to agricultural markets? Journal of Commodity Markets, 32, 100367.

Search, clean, and synthesize keywords related to climate physical risks through Baidu search, and combine them with the evolution process of climate risk events to form the China’s Climate Risk Impact Index (Physics) ranging from 2011 to 2022 with daily frequency. Citation: 张韵晗, 郭琨, 姬强, 赵万里, 2023. 气候冲击对中国大类资产收益的信息溢出研究. 计量经济学报, 3(2), 426-442.

Search, clean, and synthesize climate physical risk related keywords through Baidu search, and combine the evolution process of climate risk events to form a medium climate risk perception index (physical) ranging from 2011-2021 with daily frequency. Citation: 姬强, 赵万里, 张大永, 郭琨, 2022. 气候风险感知对金融市场的影响—基于中国企业层面的微观证据. 计量经济学报, 2(3), 666-680。

Using nearly 4.9 million news articles published by nine Chinese newspapers (People’s Daily, Guangming Daily, Xinhua Daily Telegraph, China News Service, Science and Technology Daily, Science Times, China Energy News, China Environment News and Global Times) from 2010 to 2022, we constructed five types of climate change news indices with different topics, namely natural disasters, climate governance, energy transition, climate cooperation and climate communication. Daily frequency indices are provided. Citation: Dandan Ma, Yunhan Zhang, Qiang Ji, Wan-Li Zhao, Pengxiang Zhai, 2023. Heterogeneous impacts of climate change news on China’s financial markets. International Review of Financial Analysis, 91, 103007.