Earnings Conference Call Datasets

October 19, 2020 ยท View on GitHub

ReferenceTitleData source (open-sourced?)Text SourceAudio SourceTime SpanCompany RangeCompaninesInstancesVenue
Li, Yang, Smyth and Dong et al. (2020)MAEC: A Multimodal Aligned Earnings Conference Call Datasetfor Financial Risk PredictionDatasetYY2015 - 2018S&P 15001,2133,443CIKM-20
Qin and Yang et al. (2019)What You Say and How You Say It Matters: Predicting Stock Volatility Using Verbal and Vocal CuesDatasetYY2017S&P 500280576ACL-19