@article{Easley1997,
	title = {The information content of the trading process},
	author = {David Easley and Nicholas M. Kiefer and Maureen O'Hara},
	journal = {Journal of Empirical Finance},
	month = {Jun},
	number = {2-3},
	pages = {159--186},
	url = {http://www.sciencedirect.com/science/article/B6VFG-3SX0D5B-4/1/0edf227b8e82cde794ebf8d2a9757917},
	volume = {4},
	year = {1997},
	biburl = {http://www.bibsonomy.org/bibtex/224c4258688e3cccc52e93a54f9257cfb/smicha},
	keywords = {Market microstructure }
}