WRDS SEC 'Bag of Words' available!

Learn about the SEC WRDS 'Bag of Words'

WRDS Bag of Words dataset allows WRDS SEC Analytics Suite subscribers an alternative way to perform content analysis against company SEC filings. A frequency count of all words in SEC filings and amendments since 1993 was prepared. Users can query word counts across all filings, or against specific company filings. Cosine similarity, Jaccard similarity and minimum edit distance between the current and previous filings were calculated. Stem and lemma of the word, indicators such as whether it is an English word, positive or negative word, stop word, geographic, company name, patent related (requires KtMINE subscription) word are also available. More ...

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