Beijing
China
News sentiment;Textual tone; Natural language processing; Deep learning
LSTM, Attention Mechanism, Deep Learning, Volatility Smile Surface, Spread Strategy
Bitcoin; Crypto-Currencies; Bitcoin Futures; Market Crash
Equity risk premium; Beta; Alpha; stock market
Halloween effect; Quality-minus-junk; Seasonality; Stock market
Technological Links, Security Analysts, Trading Strategies, Limited Attention
sentiment, professional investors, stock return, volatility