Hsieh, T.-Y. ., C.-L. . Lin, and T.-Y. . Wu. “Impact of Intraday Trading of Securities on Market Liquidity: Revisiting the Price Impact Function”. Asian Economic and Financial Review, vol. 7, no. 9, Aug. 2017, pp. 921-8, doi:10.18488/journal.aefr.2017.79.921.928.