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---
license: cc0-1.0
task_categories:
- text-classification
language:
- en
tags:
- finance
pretty_name: Earnings Calls Dataset
size_categories:
- 10K<n<100K
dataset_info:
- config_name: stock_prices
features:
- name: date
dtype: date64
- name: open
dtype: float32
- name: high
dtype: float32
- name: low
dtype: float32
- name: close
dtype: float32
- name: adj_close
dtype: float32
- name: volume
dtype: int64
- name: company
dtype: string
splits:
- name: train
num_bytes: 578818
num_examples: 13155
download_size: 290243
dataset_size: 578818
- config_name: transcript-sentiment
features:
- name: text
dtype: string
- name: label
dtype:
class_label:
names:
'0': negative
'1': positive
- name: company
dtype: string
- name: date
dtype: date64
- name: para_no
dtype: int32
splits:
- name: train
num_bytes: 7414686
num_examples: 6851
- name: test
num_bytes: 1928515
num_examples: 1693
download_size: 3868059
dataset_size: 9343201
- config_name: transcripts
features:
- name: company
dtype: string
- name: date
dtype: date64
- name: transcript
dtype: string
splits:
- name: train
num_bytes: 9592380
num_examples: 150
- name: test
num_bytes: 2458569
num_examples: 38
download_size: 3577816
dataset_size: 12050949
---
# Dataset Card for Earnings Calls Dataset
## Dataset Description
- **Homepage:** https://dataverse.nl/dataset.xhtml?persistentId=doi:10.34894/TJE0D0
- **Paper:** https://www.preprints.org/manuscript/202102.0424/v1
- **Point of Contact:** [Francesco Lelli](https://francescolelli.info/)
### Dataset Summary
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.
### Citation Information
```bibtex
@data{TJE0D0_2021,
author = {Roozen, Dexter and Lelli, Francesco},
publisher = {DataverseNL},
title = {{Stock Values and Earnings Call Transcripts: a Sentiment Analysis Dataset}},
year = {2021},
version = {V1},
doi = {10.34894/TJE0D0},
url = {https://doi.org/10.34894/TJE0D0}
}
```
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