@article{liquiditypremiumandliquidityadjusted,
  title = {Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity},
  author = {Qi Deng and Zhong-guo Zhou},
  year = {2023},
  eprint = {2306.15807},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2306.15807v4},
}