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5. An Adaptive Multiple-Asset Portfolio Strategy with User-Specified Risk Tolerance. (2023). Lin, Yufeng ; Wu, Yuehua ; Wang, Xiaogang.
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2. A fractional Hawkes process for illiquidity modeling. (2023). Dupret, Jean-Loup ; Hainaut, Donatien.
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48. From Pink Slips to Pink Sheets: Liquidity and Shareholder Wealth Consequences of Nasdaq Delistings. (2004). Harris, Jeffrey ; Panchapagesan, Venkatesh ; Angel, James J. ; Werner, Ingrid.
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