I don't understand this "they have a very high shielding effect so the electrons are able to react very quickly, whereas if it's a smaller molecule ...."

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Remember the basic law of attraction. Negative forces repel and opposite forces react. The shielding affect is when an atom's inner shell electrons repel the valance shell electrons (because they have the same charge). Now when it's a smaller molecule, the electron orbitals are closer to the nucleus, and the nucleus is positively charged, which means it would attract electrons, having a higher electronegativity.