@article{bertbasedfinancialsentimentindexandlstm,
  title = {BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability},
  author = {Joshua Zoen Git Hiew and Xin Huang and Hao Mou and Duan Li and Qi Wu and Yabo Xu},
  year = {2019},
  eprint = {1906.09024},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1906.09024v2},
}