ZHEN FENG;  DINGYUAN ZHANG; YUMENG WANG. Intraday Liquidity Patterns and Their Implications for Market Risk Assessment: Evidence from Global Equity Markets. Journal of Artificial Intelligence Review, [S. l.], v. 5, n. 4, p. 83–98, 2024. DOI: 10.69987/. Disponível em: https://learnedvertex.com/index.php/JAIR/article/view/173. Acesso em: 10 oct. 2026.