artefactory/ledger-market-sentiment

LEDGER Market Sentiment Prediction Data Data used for the market sentiment prediction case study in the LEDGER paper, linking CEO-letter rhetoric to EPS surprises and post-publication market reactions. Dataset Description This dataset supports research on whether the rhetoric in corporate annual report CEO letters carries signal about future fundamentals and market reaction. It covers six highly liquid industries (specialty chemicals, auto parts, packaged foods… See the full description on the dataset page: https://huggingface.co/datasets/artefactory/ledger-market-sentiment.