Datasets:

jlh-ibm
/

earnings_call

date date64	open float32 1.81 12k	high float32 1.9 12.1k	low float32 1.75 11.8k	close float32 1.8 12.1k	adj_close float32 1.8 12.1k	volume int64 169k 7.28B	company stringclasses 11 values
2016-01-04	656.289978	657.719971	627.51001	636.98999	636.98999	9,314,500	AMZN
2016-01-05	646.859985	646.909973	627.650024	633.789978	633.789978	5,822,600	AMZN
2016-01-06	622	639.789978	620.309998	632.650024	632.650024	5,329,200	AMZN
2016-01-07	621.799988	630	605.210022	607.940002	607.940002	7,074,900	AMZN
2016-01-08	619.659973	624.140015	606	607.049988	607.049988	5,512,900	AMZN
2016-01-11	612.47998	619.849976	598.570007	617.73999	617.73999	4,891,600	AMZN
2016-01-12	625.25	625.98999	612.23999	617.890015	617.890015	4,724,100	AMZN
2016-01-13	620.880005	620.880005	579.159973	581.809998	581.809998	7,655,200	AMZN
2016-01-14	580.25	602.25	569.880005	593	593	7,238,000	AMZN
2016-01-15	572.23999	584.619995	565.299988	570.179993	570.179993	7,784,500	AMZN
2016-01-19	577.090027	584	566.450012	574.47998	574.47998	4,807,200	AMZN
2016-01-20	564.359985	578.450012	547.179993	571.77002	571.77002	7,966,400	AMZN
2016-01-21	573.580017	588.809998	568.219971	575.02002	575.02002	4,952,200	AMZN
2016-01-22	588.72998	600.099976	584.109985	596.380005	596.380005	5,120,100	AMZN
2016-01-25	597.98999	608.5	594.559998	596.530029	596.530029	4,396,100	AMZN
2016-01-26	603.450012	604.5	590.380005	601.25	601.25	3,765,700	AMZN
2016-01-27	601.98999	603.390015	578.780029	583.349976	583.349976	5,152,900	AMZN
2016-01-28	608.369995	638.059998	597.549988	635.349976	635.349976	14,015,200	AMZN
2016-01-29	571.97998	593	570	587	587	14,677,600	AMZN
2016-02-01	578.150024	581.799988	570.309998	574.809998	574.809998	6,355,100	AMZN
2016-02-02	570	571.559998	550.090027	552.099976	552.099976	6,312,000	AMZN
2016-02-03	553.5	556	521.900024	531.070007	531.070007	10,048,700	AMZN
2016-02-04	525	538.98999	519.219971	536.26001	536.26001	6,199,100	AMZN
2016-02-05	529.280029	529.450012	499.190002	502.130005	502.130005	9,708,900	AMZN
2016-02-08	486.470001	493.5	475.209991	488.100006	488.100006	9,825,500	AMZN
2016-02-09	478.01001	498.380005	474	482.070007	482.070007	7,077,900	AMZN
2016-02-10	491.76001	504.660004	486	490.480011	490.480011	6,786,200	AMZN
2016-02-11	491.170013	509.299988	484	503.820007	503.820007	7,397,400	AMZN
2016-02-12	510.700012	516.75	501.48999	507.079987	507.079987	5,384,800	AMZN
2016-02-16	519.47998	524.450012	511.660004	521.099976	521.099976	5,118,500	AMZN
2016-02-17	528.73999	537.47998	519.390015	534.099976	534.099976	4,824,000	AMZN
2016-02-18	541.190002	541.200012	523.72998	525	525	4,735,000	AMZN
2016-02-19	520.710022	535.950012	515.349976	534.900024	534.900024	4,974,700	AMZN
2016-02-22	542.200012	560.650024	541.080017	559.5	559.5	5,566,600	AMZN
2016-02-23	555.549988	556.909973	545.330017	552.940002	552.940002	4,050,800	AMZN
2016-02-24	545.75	554.27002	533.150024	554.039978	554.039978	6,231,700	AMZN
2016-02-25	555.52002	559.390015	545.289978	555.150024	555.150024	4,525,500	AMZN
2016-02-26	560.119995	562.5	553.169983	555.22998	555.22998	4,877,000	AMZN
2016-02-29	554	564.809998	552.51001	552.52002	552.52002	4,145,400	AMZN
2016-03-01	556.289978	579.25	556	579.039978	579.039978	5,038,500	AMZN
2016-03-02	581.75	585	573.700012	580.210022	580.210022	4,582,200	AMZN
2016-03-03	577.960022	579.869995	573.109985	577.48999	577.48999	2,741,300	AMZN
2016-03-04	581.070007	581.400024	571.070007	575.140015	575.140015	3,416,500	AMZN
2016-03-07	573.539978	573.630005	555.549988	562.799988	562.799988	4,926,900	AMZN
2016-03-08	557.869995	571.349976	554.73999	560.26001	560.26001	4,730,000	AMZN
2016-03-09	559.559998	560.349976	550.130005	559.469971	559.469971	4,377,300	AMZN
2016-03-10	566.73999	567	547.900024	558.929993	558.929993	3,919,900	AMZN
2016-03-11	566.950012	570.059998	562.72998	569.609985	569.609985	3,771,300	AMZN
2016-03-14	567	576.890015	563.049988	573.369995	573.369995	3,454,200	AMZN
2016-03-15	571	581.52002	567	577.02002	577.02002	3,876,800	AMZN
2016-03-16	576.640015	581.320007	571.140015	574.27002	574.27002	3,537,700	AMZN
2016-03-17	569.51001	571.400024	555.01001	559.440002	559.440002	5,928,100	AMZN
2016-03-18	560.940002	562.330017	546.090027	552.080017	552.080017	7,296,900	AMZN
2016-03-21	548.909973	555.23999	538.580017	553.97998	553.97998	5,155,700	AMZN
2016-03-22	545.109985	562.76001	545.049988	560.47998	560.47998	4,000,600	AMZN
2016-03-23	561	572.47998	558.099976	569.630005	569.630005	3,983,700	AMZN
2016-03-24	567.109985	583.549988	567.080017	582.950012	582.950012	5,185,500	AMZN
2016-03-28	584.400024	584.75	575.559998	579.869995	579.869995	3,121,500	AMZN
2016-03-29	580.150024	595.849976	576.5	593.859985	593.859985	4,392,600	AMZN
2016-03-30	596.710022	603.23999	595	598.690002	598.690002	3,890,500	AMZN
2016-03-31	599.280029	600.75	592.210022	593.640015	593.640015	2,681,800	AMZN
2016-04-01	590.48999	599.030029	588.299988	598.5	598.5	2,917,400	AMZN
2016-04-04	599	599.5	590.549988	593.190002	593.190002	2,470,800	AMZN
2016-04-05	590.77002	593.469971	585.25	586.140015	586.140015	2,308,900	AMZN
2016-04-06	587.52002	602.390015	587.5	602.080017	602.080017	2,849,900	AMZN
2016-04-07	598.76001	599.599976	589.080017	591.429993	591.429993	3,189,000	AMZN
2016-04-08	594.320007	597.859985	589	594.599976	594.599976	2,591,900	AMZN
2016-04-11	596.140015	604	594.909973	595.929993	595.929993	2,704,300	AMZN
2016-04-12	598.400024	604.059998	592.309998	603.169983	603.169983	2,641,100	AMZN
2016-04-13	607.679993	616.809998	605.289978	614.820007	614.820007	4,228,300	AMZN
2016-04-14	615.070007	624.380005	615.070007	620.75	620.75	3,512,100	AMZN
2016-04-15	621.919983	626.77002	618.109985	625.890015	625.890015	2,887,700	AMZN
2016-04-18	625.349976	637.640015	624.960022	635.349976	635.349976	4,360,900	AMZN
2016-04-19	637.140015	638.01001	620.799988	627.900024	627.900024	4,055,900	AMZN
2016-04-20	630	636.549988	623	632.98999	632.98999	2,609,400	AMZN
2016-04-21	631	637.820007	628.5	631	631	2,596,300	AMZN
2016-04-22	624.469971	628.25	611.559998	620.5	620.5	5,083,900	AMZN
2016-04-25	616.609985	626.97998	616.25	626.200012	626.200012	2,682,900	AMZN
2016-04-26	626.169983	626.75	614.880005	616.880005	616.880005	2,521,400	AMZN
2016-04-27	611.799988	615.950012	601.280029	606.570007	606.570007	4,068,800	AMZN
2016-04-28	615.539978	626.799988	599.200012	602	602	7,872,600	AMZN
2016-04-29	666	669.97998	654	659.590027	659.590027	10,310,700	AMZN
2016-05-02	663.919983	685.5	662.030029	683.849976	683.849976	6,578,500	AMZN
2016-05-03	677.359985	680.299988	670.429993	671.320007	671.320007	4,923,400	AMZN
2016-05-04	662.590027	674	662.140015	670.900024	670.900024	4,635,500	AMZN
2016-05-05	673.309998	676.48999	656	659.090027	659.090027	4,884,100	AMZN
2016-05-06	656.049988	676.950012	656.01001	673.950012	673.950012	4,365,300	AMZN
2016-05-09	673.950012	686.97998	671.409973	679.75	679.75	3,982,200	AMZN
2016-05-10	694	704.549988	693.5	703.070007	703.070007	6,105,600	AMZN
2016-05-11	705.789978	719	701.650024	713.22998	713.22998	7,338,200	AMZN
2016-05-12	717.380005	722.450012	711.51001	717.929993	717.929993	5,048,200	AMZN
2016-05-13	714.640015	719.25	706.51001	709.919983	709.919983	4,763,400	AMZN
2016-05-16	710.130005	713.25	700.280029	710.659973	710.659973	5,432,900	AMZN
2016-05-17	709.900024	714.469971	693.909973	695.27002	695.27002	5,121,400	AMZN
2016-05-18	689.559998	702.539978	688.76001	697.450012	697.450012	4,283,200	AMZN
2016-05-19	691.880005	699.400024	689.559998	698.52002	698.52002	3,025,600	AMZN
2016-05-20	701.049988	707.23999	700	702.799988	702.799988	2,916,200	AMZN
2016-05-23	704.25	706	696.419983	696.75	696.75	2,595,100	AMZN
2016-05-24	698.01001	707.5	698	704.200012	704.200012	3,033,800	AMZN
2016-05-25	708	710.859985	705.52002	708.349976	708.349976	3,267,700	AMZN

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Dataset Card for Earnings Calls Dataset

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}
}