The dataset used for this paper was attached. If you use find this dataset can help your research, please cite:
Yang, L., Dong, R., Ng, T.L.J. and Xu, Y., 2019. Leveraging BERT to Improve the FEARS Index for Stock Forecasting. In Proceedings of the First Workshop on Financial Technology and Natural Language Processing (pp. 54-60).
Any questions or queries feel free to email me at linyi.yang@insight-centre.org -- Thanks for reading.