10-K Corpus

This page provides links to a corpus of 10-K reports for use in academic research. These data were collected primarily by Bryan Routledge, Shimon Kogan, Jacob Sagi, and Noah Smith. Email Noah Smith if you have questions about this project.

Download

10-K reports from thousands of publicly traded U.S. companies, published in 1996–2006 and stock return volatility measurements in the twelve-month period before and the twelve-month period after each report, where available (version 1.0 released March 31, 2009). README file; directory listing

Further Reading

Please cite this paper if you write any papers involving the use of the data above:

Predicting Risk from Financial Reports with Regression
Shimon Kogan, Dimitry Levin, Bryan R. Routledge, Jacob S. Sagi, and Noah A. Smith
NAACL-HLT 2009, Boulder, CO, May–June 2009

Acknowledgments

This research project was supported in part by a grant from the Q-Group and the Center for Analytical Research in Technology at the Tepper School of Business at Carnegie Mellon University.