@article{Marshall2006,
	title = {Liquidity and stock returns: Evidence from a pure order-driven market using a new liquidity proxy},
	author = {Ben R. Marshall},
	journal = {International Review of Financial Analysis},
	number = {1},
	pages = {21--38},
	url = {http://www.sciencedirect.com/science/article/B6W4W-4HGM98D-2/1/a152833532f91170ebe1ed93d28482e6},
	volume = {15},
	year = {2006},
	biburl = {http://www.bibsonomy.org/bibtex/2a4925db01957c67e1f69b9f19a1e8902/smicha},
	keywords = {Liquidity }
}