Dictionary of Forward-Looking Statements of Caserio

A dataset containing the dictionary (taxonomy) for forward-looking statements based on Caserio words list, augmented by Fedorova et al. Table contains 374 words.

Usage

data(key_forward_looking_caserio)

Format

A data frame with 374 rows and 2 variables:

token

token (word)

lemma

a base form or lemma of the token

Details

The dictionary is based on Caserio and augmented by Fedorova et al. by manual processing of forward-looking words from 636 press releases of Russian companies. This dictionary allows to estimate the degree of forward-looking statements that may affects the future results of the company and the reaction of the market.

License

The dictionary is published under Creative Commons "Attribution-NonCommercial-ShareAlike" 4.0 International License (CC BY-NC-SA 4.0). For additional permissions (including the commercial use) please contact to Elena Fedorova <ecolena@mail.ru>.

References

Caserio, C., Panaro, D. and Trucco, S. (2019). Management discussion and analysis: a tone analysis on US financial listed companies. Management Decision 58 (3), pp. 510-525.

Fedorova, E., Lapshina, N., Lazarev, M. and Borodin, A. (2021). Impact of Information in Press Releases on the Financial Performance of Russian Companies. Economic Policy 16(3), p. 138-157. DOI: https://doi.org/10.18288/1994-5124-2021-3-138-157