Stock Values and Earnings Call Transcripts: a Sentiment Analysis Dataset

DOI

The dataset reports a collection of earnings call transcripts, the related stock prices, and the sector index In terms of volume, there is a total of 188 transcripts, 11970 stock prices, and 1196 sector index values. Furthermore, all of these data originated in the period 2016-2020 and are related to the NASDAQ stock market. Furthermore, the data collection was made possible by Yahoo Finance and Thomson Reuters Eikon. Specifically, Yahoo Finance enabled the search for stock values and Thomson Reuters Eikon provided the earnings call transcripts. Lastly, the dataset can be used as a benchmark for the evaluation of several NLP techniques to understand their potential for financial applications. Moreover, it is also possible to expand the dataset by extending the period in which the data originated following a similar procedure.

Contact at Tilburg University: Francesco Lelli

Detailed description of the dataset in the file associated to this release

Identifier
DOI https://doi.org/10.34894/TJE0D0
Related Identifier https://doi.org/10.20944/preprints202102.0424.v1
Metadata Access https://dataverse.nl/oai?verb=GetRecord&metadataPrefix=oai_datacite&identifier=doi:10.34894/TJE0D0
Provenance
Creator Roozen, Dexter; Lelli, Francesco ORCID logo
Publisher DataverseNL
Contributor Lelli, Francesco; DataverseNL
Publication Year 2021
Rights CC0 Waiver; info:eu-repo/semantics/openAccess; https://creativecommons.org/publicdomain/zero/1.0/
OpenAccess true
Contact Lelli, Francesco (Tilburg University)
Representation
Resource Type Miscellaneous data; Dataset
Format text/plain; text/csv; application/pdf
Size 77087; 74962; 74108; 71254; 73435; 65102; 58409; 86406; 59982; 82716; 69705; 60676; 81321; 66492; 68889; 80646; 65538; 63610; 70490; 73514; 64742; 70291; 68140; 59172; 51920; 68918; 75674; 83466; 69814; 65280; 63281; 61074; 76227; 78098; 67286; 55715; 70116; 62600; 43381; 65384; 72955; 48140; 69692; 60250; 74035; 60858; 69108; 73316; 69094; 45126; 62169; 63766; 69516; 68343; 74062; 75606; 58016; 61593; 72528; 70780; 64752; 68046; 37429; 62646; 73532; 74174; 67164; 58972; 65563; 63147; 52783; 62345; 62220; 72770; 66812; 43275; 64498; 64647; 70699; 67537; 74732; 66619; 71441; 41635; 61310; 73121; 64377; 64056; 64807; 62678; 42513; 67940; 65844; 64708; 73775; 65396; 69286; 67626; 73882; 60996; 70806; 73854; 40439; 60342; 59633; 65727; 53732; 71421; 61396; 57886; 71067; 68587; 78693; 72021; 62869; 41758; 68387; 53543; 67906; 73634; 65733; 45817; 57223; 62619; 60376; 62521; 62529; 61306; 68179; 69210; 66143; 71700; 73253; 60920; 60037; 72974; 66945; 44335; 70659; 63476; 44829; 64053; 60863; 65434; 70104; 68593; 63555; 69221; 68500; 54538; 61719; 76549; 59372; 39394; 61227; 68102; 64148; 66225; 67247; 62663; 71982; 68642; 68705; 61965; 45664; 64506; 61005; 65037; 61820; 64762; 72204; 62603; 59002; 71903; 60550; 43034; 69060; 64737; 60797; 68455; 64582; 46097; 59405; 68768; 68239; 66329; 96840; 84780; 82610; 92396; 86996; 83749; 241665; 92207; 83755; 86612; 83716; 98369; 87977
Version 1.0
Discipline Agriculture, Forestry, Horticulture, Aquaculture; Agriculture, Forestry, Horticulture, Aquaculture and Veterinary Medicine; Business and Management; Economics; Life Sciences; Social Sciences; Social and Behavioural Sciences; Soil Sciences