Intraday online investor sentiment and return patterns in the U.S. stock market

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Forecasting of density functions with an application to cross-sectional and intraday returns (2019, background): “Both are amongst the most extensively studied forms of financial data, with hundreds of contributions to date; see Harvey, Liu, and Zhu (2016) for a recent review of cross-sectional returns and Renault (2017) for intraday returns.”
The impact of macroeconomic news on Bitcoin returns (2020, positive): “This is even more important in a digital age where investor’s sentiment can be derived from the social media (Renault [2017]; Siganos et al. [2017]), news wires and other internet sources (Sun et al. [2016]).”