Textual Financial Data Repository for Machine Learning, Artificial Intelligence, and Textual Analyses: Major Sections from 10-K, 10-Q, and Financial Statement Notes Extracted Using Shared Python Code

Key Points

• The aim is to create a streamlined repository of textual financial data for easier analysis in business research.
• Extracted sections from 10-K, 10-Q filings, and financial statement notes using shared Python code.
• Provided pre-calculated textual metrics like word counts and readability measures.
• Developed two new word lists related to COVID-19 and human capital based on disclosure shocks.
• Facilitated the extraction of textual data from financial filings for all firms from 2008 onward.
• Enabled consistency and efficiency in financial analysis research.
• Provided tools for measuring aspects of textual data, including sentiment analysis.