The evolution of corporate twitter usage
Bitcoin unchained: Determinants of cryptocurrency exchange liquidity
How to measure the liquidity of cryptocurrency markets?
The Market Microstructure of Central Bank Bond Purchases
Price discovery without trading: Evidence from limit orders
The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy
High frequency trading and extreme price movements
High frequency trading and the 2008 short-sale ban
Trading fast and slow: Colocation and liquidity
High frequency trading and price discovery