All Datasets
Finance·CSV / Parquet·Updated 2024-Q2
Earnings Call Sentiment Dataset
Quarterly earnings call transcripts for S&P 500 companies, scored using the Loughran-McDonald financial sentiment dictionary. Covers Q1 2018 through Q4 2023, providing tone, uncertainty, litigious, and complexity metrics alongside sector classification.
Rows
98,420
Columns
18
Size
2.3 GB
Downloads
1,842
License
Public domain (SEC
NLPEarningsSentimentSECS&P 500
Source
SEC EDGAR 8-K filings (Item 2.02), processed with LM Dictionary v2018
License: Public domain (SEC filings) + academic use (LM Dictionary)
https://efts.sec.gov/LATEST/search-index?forms=8-KKnown Limitations
Non-English transcripts excluded. Transcripts with < 500 words excluded as incomplete. ADR and foreign private issuers excluded.