sentiment

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Replication Data: The Colour of Finance Words

Creators: Diego García, Xiaowen Hu, and Maximilian Rohrer
Publication Date: 2022-11-18
Creators: Diego García, Xiaowen Hu, and Maximilian Rohrer

This dataset, hosted on Mendeley Data, contains the replication data for the study “The Colour of Finance Words” (García, Hu & Rohrer, 2023, Journal of Financial Economics). It includes textual and financial market data used to analyse the sentiment and emotional tone of words commonly used in financial contexts, such as earnings calls, analyst reports, and financial news, and to examine how the connotation and “colour” of financial language influences investor behaviour, asset prices, and market outcomes.

Textual Analysis Wordlists and Financial Research Tools

Creators: Tim Loughran and Bill McDonald
Publication Date: 2026-03-01
Creators: Tim Loughran and Bill McDonald

The Software Repository for Accounting and Finance (SRAF) at the University of Notre Dame provides widely used resources for textual analysis of financial documents, most notably the Loughran-McDonald sentiment word lists tailored to financial language, as well as tools for processing SEC filings. The repository also hosts datasets on financial tone, uncertainty, and constraints derived from 10-K filings.

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