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smicha's BibTeX entry:  

Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market

International Review of Financial Analysis, 12(2): 173--188, 2003.
Authors: Ben R. Marshall and Martin Young
URL: http://www.sciencedirect.com/science/article/B6W4W-48CFMCT-1/1/572d46b466055729e0de0ad04000155b
Tags: Liquidity premium
| URL | BibTeX  
@article{Marshall2003,
title = {Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market},
author = {Ben R. Marshall and Martin Young},
day = {2nd},
journal = {International Review of Financial Analysis},
month = {00},
number = {2},
pages = {173--188},
url = {http://www.sciencedirect.com/science/article/B6W4W-48CFMCT-1/1/572d46b466055729e0de0ad04000155b},
volume = {12},
year = {2003},
keywords = {Liquidity premium }
}