Data for the Structure of Earnings News

This website https://structure-earnings-news.com/ provides the data for the paper "Extracting the Structure of Press Releases for Predicting Earnings Announcement Returns" Proceedings of the 6th ACM International Conference on AI in Finance (ICAIF), Singapore, 2025, with Yuntao Wu, Ege Mert Akin, Vincent Gregoire , and Andreas Veneris.

• You can download all the topic classification for earnings press releases using the BKMX (Bybee, Kelly, Manela, and Xu) method and our implement oLDA at the quarterly frequency.

• You can also upload your own earnings press release and get the topic classification using our oLDA method and compare elements that are "aligned" and "unaligned" between two press releases using optimal transport.