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
. (2005) find that investors care more about “visible” fees such as front- and back-end load fees, but not operating expenses, so this could potentially be one reason behind this puzzling finding. 4
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