Hsieh, Tsung-Yu, Chih-Ling Lin, and Ting-Yi Wu. “Impact of Intraday Trading of Securities on Market Liquidity: Revisiting the Price Impact Function”. Asian Economic and Financial Review 7, no. 9 (August 3, 2017): 921–928. Accessed July 3, 2024. https://archive.aessweb.com/index.php/5002/article/view/1605.