--- 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} } ```