metadata

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

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

@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}
}