Filings, Insiders & OwnershipCore researcharchived

Earnings-Call Language

Updated annualData needs: low
JF
2011
Journal of Finance
We use a small curated subset of Loughran-McDonald (2011) finance dict
Citation only, paper link pending.

In plain terms

Shared text-feature library used by other transcript-* families (tone, exec-uncertainty, Q&A combativeness). Not a tradable alpha on its own.

How it works

Shared text-feature library (not a tradable family) used by other transcript-* families (tone, exec-uncertainty, guidance-shift, qa-combativeness). Provides a curated ~300-word subset of Loughran-McDonald (2011) positive/negative finance terms + speaker-role regex helpers (CEO/CFO vs analyst). The full ~4k-word LM dict can be wired in via a CSV at our data pipeline if production-grade scoring is needed.

No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
Loading substrate evidence…

Data dependencies

Standard universe pricing only.

Expected edge

See the source research for the original effect size; a modern replication on new data may be weaker.

Explore Earnings-Call Language on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

For informational and educational purposes only. Not financial advice. Learn more