@data{jae.2022327.0711293819, author = {Lin, Wei and González-Rivera, Gloria}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {extreme-returns-and-intensity-of-trading}, year = {2019}, version = {1}, url = {https://journaldata.zbw.eu/dataset/extreme-returns-and-intensity-of-trading}, doi = "10.15456/jae.2022327.0711293819" }