Data · dataset · 2021
Stock Values and Earnings Call Transcripts: a Sentiment Analysis Dataset
Listed in IISH Dataverse and ODISSEI Portal — shown once because both records carry DOI 10.34894/tje0d0
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.
Description
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.
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Contact at Tilburg University: Francesco Lelli
Links
Where it is published
- Dataverse dataset page dataverse.nl/dataset.xhtml?persistentId=doi%3A10.34894%2FTJE0D0 ↗
landing page · from datasets iisg amsterdam
- Dataverse dataset page portal.odissei.nl/dataset.xhtml?persistentId=doi%3A10.34894%2FTJE0D0 ↗
landing page · from portal odissei nl
- DOI doi.org/10.34894/tje0d0 ↗
DOI / persistent id · from datasets iisg amsterdam
Catalogue records · 2
- Dataverse API dataverse.nl/api/datasets/:persistentId/?persistentId=doi%3A10.34894%2FTJE0… ↗
metadata API · from datasets iisg amsterdam
- Dataverse API portal.odissei.nl/api/datasets/:persistentId/?persistentId=doi%3A10.34894%2FTJE0… ↗
metadata API · from portal odissei nl
Topics
- Stated by source
- Business and Management · Business and Management · Computer and Information Science · Computer and Information Science · Social Sciences · Social Sciences
- From keywords
- Computer Science & AI · Computer Science & AI · Economics & Finance · Economics & Finance · Social Science · Social Science
- Inferred from text
- Banking, finance and investment 70%
Provenance · 2 source records, 19 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| IISH Dataverse | doi:10.34894/TJE0D0 | 11 d ago | JSON v1 |
| ODISSEI Portal | doi:10.34894/TJE0D0 | 7 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| concepts[field].anzsrc:group:3502 | enrichment · datasets iisg amsterdam | taxonomy-embedding@1.1.0 | title+keywords+description (70%) |
| concepts[field].dataverse_subject:business-and-management | source · portal odissei nl | connector:portal_odissei_nl@1.0.0 | /subjects |
| concepts[field].dataverse_subject:business-and-management | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /subjects |
| concepts[field].dataverse_subject:computer-and-information-science | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /subjects |
| concepts[field].dataverse_subject:computer-and-information-science | source · portal odissei nl | connector:portal_odissei_nl@1.0.0 | /subjects |
| concepts[field].dataverse_subject:social-sciences | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /subjects |
| concepts[field].dataverse_subject:social-sciences | source · portal odissei nl | connector:portal_odissei_nl@1.0.0 | /subjects |
| concepts[field].local:field:computer-science-ai | mapping · portal odissei nl | connector:portal_odissei_nl@1.0.0 | /subjects |
| concepts[field].local:field:computer-science-ai | mapping · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /subjects |
| concepts[field].local:field:economics-finance | mapping · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /subjects |
| concepts[field].local:field:economics-finance | mapping · portal odissei nl | connector:portal_odissei_nl@1.0.0 | /subjects |
| concepts[field].local:field:social-science | mapping · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /subjects |
| concepts[field].local:field:social-science | mapping · portal odissei nl | connector:portal_odissei_nl@1.0.0 | /subjects |
| created_date | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | |
| description | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /description |
| publication_date | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | |
| title | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /name |
| updated_date | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | |
| version_label | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 |