@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 } }