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smicha's BibTeX entry:  

Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange

Journal of Financial Economics, 45(3): 365--390, 1997.
Authors: Yakov Amihud and Haim Mendelson and Beni Lauterbach
URL: http://www.sciencedirect.com/science/article/B6VBX-3SX288N-9/1/9d784542cc87d1b39c1ad754ddb087a5
Tags: Market microstructure
| URL | BibTeX  
@article{Amihud1997,
title = {Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange},
author = {Yakov Amihud and Haim Mendelson and Beni Lauterbach},
journal = {Journal of Financial Economics},
month = {Sep},
number = {3},
pages = {365--390},
url = {http://www.sciencedirect.com/science/article/B6VBX-3SX288N-9/1/9d784542cc87d1b39c1ad754ddb087a5},
volume = {45},
year = {1997},
keywords = {Market microstructure }
}