Code & Data

Interactions with unfavorable analysts during earnings calls as described and used in “To Interact Or Not? On the Benefits of Interacting with Unfavorable Analysts During Earnings Calls”

CC_Unfav_Engagement.csv

Capital IQ Transcripts - IBES Analyst Linking Table

This is an effort to link analysts and brokerages from I/B/E/S and Capital IQ transcripts (with Mark Piorkowski)

View on GitHub –>

References

I have found the fowllowing resources from others useful in my research. In case they might be helpful for you, I reference them below:

NLP

LM Dictionary and others

FinBERT - Model trained for classifying financial texts

Linguistic Feature of Conference Calls from Gow, Larcker, and Zakolyukina 2021

Eric So Data Resources

Eric So Data

Hoberg-Phillips Data Library

Hoberg-Phillips Data

Use SAS Macros on WRDS by Mingze Gao

Using SAS Macros on WRDS