@article{amicrotomacroapproachtoreturnsvolumes,
  title = {A micro-to-macro approach to returns, volumes and waiting times},
  author = {Guglielmo D'Amico and Filippo Petroni},
  year = {2020},
  eprint = {2007.06262},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2007.06262v1},
}