@article{Zebedee2001,
	title = {The impact of a trade on national best bid and offer quotes: a new approach to modeling irregularly spaced data},
	author = {Allan A. Zebedee},
	journal = {Journal of Multinational Financial Management},
	month = {Dec},
	number = {4-5},
	pages = {363--383},
	url = {http://www.sciencedirect.com/science/article/B6VGV-43TG01T-4/1/9659bb3d0010fc245c3f15d5acea3c16},
	volume = {11},
	year = {2001},
	biburl = {http://www.bibsonomy.org/bibtex/2b5c0c5ec1cfe8d769c3abd2fe0c12b8d/smicha},
	keywords = {Price dynamics }
}