Reading and processing a file using Pandas
Generator expression

I advice using a generator expression instead of map:

map(lambda x: os.path.join(data_folder, x), os.listdir(data_folder))


should become:

(os.path.join(data_folder, x) for x  in os.listdir(data_folder))


Also x should be renamed to something more expressive.

Separation of concerns

You both print and return values, if the printing is for debugging purposes, use logger.log

Specific Exception

If you write:

except Exception, e:


any Exception will be caught, I suggest IOException.