1Clark P K. A subordinated stochastic process model with finite variance for speculative prices [J]. Econometrica: Journal of the Econometric Society, 1973.
2Cook T, Hahn T. The effect of changes in the federal funds rate target on market interest rates in the 1970s [J]. Journal of Monetary Economics, 1989;24(3).
3Copeland T. E., A Model of Asset Trading Under the Assumption of Sequential Information Arrival [J]. The Journal of Finance, 1976;31(4.).
4Evans K P. Intraday jumps and US macroeconomic news announcements [J]. Journal of Banking & Finance, 2011;35(10).
5Maillet B B, Michel T L. The impact of the 9/11 events on the american and french stock markets [J]. Review of International Economics, 2005; 13(3).