Data for: Security Exchange Commission Forms K-10 filings - dataset of positive and negative words occurrence 1995-2008
Published: 21 January 2022| Version 1 | DOI: 10.17632/kb9ss2nn6j.1
Contributors:
Piotr Staszkiewicz, Description
All Forms 10-K analysis filled in the years 1995 to 2008. The original filing text files were mapped with “edgar” R package version 1.0.8. The filing text files were coded with the CIK number and date of Forms 10-K’s filing. Both a positive and negative dictionary were applied as suggested by Loughran and McDonald Financial Sentiment Dictionaries and as implemented in R edgar package We imposed a 10% frequency limit for both dictionaries .
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Categories
Accounting, Business, Finance