1. THE LANCET.
2. Significant statistics mean a significant difference in mean and median of the two volatility series: before versus after trade execution and after trade execution versus after publication. Volatility is measured by the standard deviation of midpoint prices. Mean value is the cross-sectional average;***;* represent significance at 1, 5 and 10 percent level respectively
3. Sunshine trading and financial market equilibrium;A R Admanti;The Review of Financial Studies,1991