the US administration and the Federal Reserve. Despite gloomy predictions prompted by the economic downturn, domestic political uncertainties and suspension of investment projects in Map Ta Phut

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