Brain Language Metrics on Company Filings for 6000+ US Stocks

The Brain Language Metrics on Company Filings (BLMCF) dataset has the objective of monitoring several language metrics on 10-Ks and 10-Qs company reports for approximately 6000+ US stocks. Recent literature works claim inefficiencies in the market response to company filings information due to the increased complexity and length of such reports (see for example “Lazy Prices” Cohen et al. 2018 or “ The Positive Similarity of Company Filings and the Cross-Section of Stock Returns”, M. Padysak 2020). Our dataset is made of two parts; the first one includes the language metrics of the most recent 10-K or 10-Q report for each firm, namely: 1. Financial sentiment 2. Percentage of words belonging to financial domain classified by language types. e.g. “Constraining” language or “Litigious” language Factsheet https://braincompany.co/assets/files/BLM_CF_V2_summary.pdf

搜集汇总

背景与挑战

背景概述

该数据集监控6000多家美国上市公司10-K/10-Q报告的语言指标，包含金融情感分析和特定领域词汇占比等核心数据，旨在揭示市场对公司文件信息的反应效率问题。