@article{defininganintrinsicstickinessparameterof,
  title = {Defining an intrinsic stickiness parameter of stock price returns},
  author = {Naji Massad and Jørgen Vitting Andersen},
  year = {2020},
  eprint = {2005.02351},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2005.02351v1},
}