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smicha's BibTeX entry:  

Friction in the trading process and the estimation of systematic risk

Journal of Financial Economics, 12(2): 263--278, 1983.
Authors: Kalman J. Cohen and Gabriel A. Hawawini and Steven F. Maier and Robert A. Schwartz and David K. Whitcomb
URL: http://www.sciencedirect.com/science/article/B6VBX-46922FH-6/1/d50168732b88566775aa75d63e8a756d
Tags: imported
| URL | BibTeX  
@article{Cohen1983,
title = {Friction in the trading process and the estimation of systematic risk},
author = {Kalman J. Cohen and Gabriel A. Hawawini and Steven F. Maier and Robert A. Schwartz and David K. Whitcomb},
journal = {Journal of Financial Economics},
month = {Aug},
number = {2},
pages = {263--278},
url = {http://www.sciencedirect.com/science/article/B6VBX-46922FH-6/1/d50168732b88566775aa75d63e8a756d},
volume = {12},
year = {1983},
keywords = {imported }
}