What do Sentiments of Budget Speech Mean for Stock Returns in India?

In this dataset, we have compiled the unstructured data of Annual Indian Budget Speeches (AIBS) from 1991 to 2024, which has been further used to quantify the budget speech sentiments in terms of polarity and subjectivity. The AIBS data extracts the word cloud and word count, governments' term-wise policy analysis, their focus, and thematic shifts. This dataset also contains the daily SENSEX data from 01-07-1997 to 26-07-2024, which is extracted from yahoofinance using Python programming. Furthermore, both the sentiments and the SENSEX data have been merged to study the impact of sentiments on stock returns.本数据集收录了1991年至2024年印度年度预算演讲（Annual Indian Budget Speeches, AIBS）的非结构化数据，该数据后续被用于从情感极性与主观性两个维度量化预算演讲的情感倾向。该AIBS数据集还包含提取得到的词云、词频统计结果、政府任期维度的政策分析、政策关注点以及主题变迁情况。本数据集同时涵盖1997年7月1日至2024年7月26日的每日SENSEX指数数据，该数据通过Python编程从雅虎财经（Yahoo Finance）获取。此外，研究团队将情感分析结果与SENSEX指数数据进行融合，以探究预算演讲情感对股票收益率的影响。