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High-frequency trading in the U.S. treasury market around macroeconomic news announcements
Jiang, George J., (2018)
Were stay-at-home orders during Covid-19 harmful for business? : the market's view
Chen, Chen, (2020)
Financial markets and news about the coronavirus
Mamaysky, Harry, (2020)
The demand for brokers' services : the relation between security trading volume and transaction cost
Epps, Thomas W., (1976)
The distribution of security price changes : a test of a volume-mixture model with Cauchy disturbances
Epps, Thomas W., (1980)
Security price changes and transaction volumes : some additional evidence
Epps, Thomas W., (1977)