@article{Berkman2005,
	title = {A note on execution costs for stock index futures: Information versus liquidity effects},
	author = {Henk Berkman and Tim Brailsford and Alex Frino},
	journal = {Journal of Banking \& Finance},
	month = {Mar},
	number = {3},
	pages = {565--577},
	url = {http://www.sciencedirect.com/science/article/B6VCY-4CKNN9S-3/1/46659000825178a860e9f4f520bffe24},
	volume = {29},
	year = {2005},
	biburl = {http://www.bibsonomy.org/bibtex/234535a82dc2deb1c36b80882c8d7588a/smicha},
	description = {Journal of Banking & Finance},
	keywords = {Block trades }
}