The MCNews dataset was obtained for this paper in May 2021 from major Internet news (Sina, Netease, Thepaper.cn, etc.) and official media (Xinhua, People’s Daily, China News, etc.) via the Internet.&n
The data used in this paper are obtained from the CMSAR database (China Stock Market & Accounting Research Database) of CSI 300 constituent stocks from January 1, 2016, to December 31, 2020. The s
