. Spending was boosted by the government’s stimulus measures and the export sector was supported by brightening global economic prospects. However, any potential Thai economic recovery over the rest of the

affect from a government adopting a more restrictive lockdown measures in dark-red zones and uncertainty surrounding the COVID-19 situation that will hinge mainly on the rollout of vaccines in order to

Review of high-frequency trading and dark liquidity, ASIC 2015 Variable name Variable description intraday_volatility Standard deviation of 15-minute price returns month_volatility The one month running