Sorokina, Nonna Y., and David E. Booth. “Does Liquidity Matter When Crisis Is Brewing? Equity Returns and Intraday Liquidity in DAX Futures Market”. Journal of Accounting and Finance 22, no. 1 (February 24, 2022). Accessed June 3, 2024. https://articlegateway.com/index.php/JAF/article/view/5011.