@article{Aitken1996, title = {The accuracy of the tick test: Evidence from the Australian stock exchange}, author = {Michael Aitken and Alex Frino}, journal = {Journal of Banking \& Finance}, month = {Dec}, number = {10}, pages = {1715--1729}, url = {http://www.sciencedirect.com/science/article/B6VCY-3VWC6GR-5/1/9f18575dc3049cd38783c8d36147d07f}, volume = {20}, year = {1996}, biburl = {http://www.bibsonomy.org/bibtex/228e0ff812e1f1f7ca474eb39e37a9ad5/smicha}, description = {Journal of Banking & Finance}, keywords = {Microstructure } }