@article{Amihud1997,
	title = {Market microstructure and securities values: Evidence from the Tel
	Aviv Stock Exchange},
	author = {Yakov Amihud and Haim Mendelson and Beni Lauterbach},
	journal = {Journal of Financial Economics},
	month = {Sep},
	number = {3},
	pages = {365--390},
	url = {http://www.sciencedirect.com/science/article/B6VBX-3SX288N-9/1/9d784542cc87d1b39c1ad754ddb087a5},
	volume = {45},
	year = {1997},
	biburl = {http://www.bibsonomy.org/bibtex/218391b1117464ba4e08fc5150f2fc3f9/smicha},
	keywords = {Market microstructure }
}

@article{Lauterbach2001a,
	title = {A note on price noises and their correction process: Evidence from two equal-payoff government bonds},
	author = {B. Lauterbach and A. Wohl},
	journal = {Journal of Banking \& Finance},
	month = {Mar},
	number = {3},
	pages = {597--612},
	url = {http://www.sciencedirect.com/science/article/B6VCY-429928W-7/1/47ee9befa4c51c5e3e98cfe8e7b2bf6d},
	volume = {25},
	year = {2001},
	biburl = {http://www.bibsonomy.org/bibtex/2e1b1bf19a657477fc1cb8b10eaf8d218/smicha},
	description = {Journal of Banking & Finance},
	keywords = {Market microstructure }
}