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8-k-filings

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chirindaopensource / grounded_event_extraction_from_SEC_8K_filings

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End-to-End Python framework reproducing Dolphin et al.'s (2026) grounded event extraction (from SEC 8-K filings) method. Extracts taxonomy-validated, quote-grounded event tags via LLMs, then proves economic significance through variance-standardized abnormal returns (SAR), Kruskal-Wallis tests, and bootstrap variance decomposition over CRSP data.

nlp machine-learning text-mining reproducible-research information-extraction fintech econometrics quantitative-finance knowledge-base event-extraction rejection-sampling sec-edgar event-study financial-economics grounding llm prompt-engineering llm-as-a-judge regulatory-filings 8-k-filings
  • Updated Jul 18, 2026
  • Jupyter Notebook

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