Best way to extract earnings releases from EDGAR?

Ties de Kok
Mar 18, 2017

Dear ARC members,
For a research project of mine I am looking to analyze earnings releases but I am having a hard time figuring out how to download them.
Can someone point me in the right direction? Is there a database that I can use, or how would I go about collecting these myself?

Ties de Kok
May 06, 2017

I don't believe there is a database with only earnings releases but I usually obtain them using the following steps:    

  1. First download a list of all 8-K filings from the WRDS SEC analytics suite (or a similar tool)    
  2. Filter out the 8-K releases that are within 8 days before a 10-K or 10-Q    
  3. Download and process these filings by means of Python (or another language of your preference) and verify that it mentions an Exhibit containing a press release / earnings release / earnings announcement.    

Hope it helps!