@article{liquidityadjustedreturnandvolatilityand,
  title = {Liquidity-adjusted Return and Volatility, and Autoregressive Models},
  author = {Qi Deng and Zhong-guo Zhou},
  year = {2025},
  eprint = {2503.08693},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2503.08693v1},
}