@article{Evans2002b,
	title = {Time-varying liquidity in foreign exchange},
	author = {Martin D. D. Evans and Richard K. Lyons},
	journal = {Journal of Monetary Economics},
	month = {Jul},
	number = {5},
	pages = {1025--1051},
	url = {http://www.sciencedirect.com/science/article/B6VBW-460WJF4-2/1/70a40c89af2aceebdcc3b6958e49d1bb},
	volume = {49},
	year = {2002},
	biburl = {http://www.bibsonomy.org/bibtex/2257e717bd13c464228b5ea7836adcaeb/smicha},
	keywords = {Foreign exchange }
}

@article{Lyons1995,
	title = {Tests of microstructural hypotheses in the foreign exchange market},
	author = {Richard K. Lyons},
	journal = {Journal of Financial Economics},
	month = {00},
	number = {2-3},
	pages = {321--351},
	url = {http://www.sciencedirect.com/science/article/B6VBX-3YRSMJT-7/1/476cff65eae600b7eac5ceaa05704719},
	volume = {39},
	year = {1995},
	biburl = {http://www.bibsonomy.org/bibtex/27b598276ed80ba761b331d184ab49fc6/smicha},
	keywords = {Foreign exchange }
}