SEC Filings Dictionary-Based Sentiment Analysis
Follow the steps in the Jupyter Notebook to perform a sentiment analysis on Twitter’s 10-K Filings. This sample code uses the Loughran-McDonald dictionary as an example of a sentiment lexicon.
After running a simple, dictionary-based sentiment analysis on one company’s filings, you may modify the sample code to add additional companies, or use a customized master dictionary for your analysis.
Please note: Jupyter at WRDS is not yet available for Class Accounts.
Requires a subscription to the WRDS SEC Analytics Suite.