News data: crawled historical news headlines from Reddit WorldNews Channel (/r/worldnews). They are ranked by reddit users' votes, and only the top 25 headlines are considered for a single date. (Range: 2008-06-08 to 2016-07-01)
Stock data: Dow Jones Industrial Average (DJIA) is used to "prove the concept". (Range: 2008-08-08 to 2016-07-01)