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smicha's BibTeX entry:  

The accuracy of the tick test: Evidence from the Australian stock exchange

Journal of Banking \& Finance, 20(10): 1715--1729, 1996.
Authors: Michael Aitken and Alex Frino
URL: http://www.sciencedirect.com/science/article/B6VCY-3VWC6GR-5/1/9f18575dc3049cd38783c8d36147d07f
Description: Journal of Banking & Finance
Tags: Microstructure
| URL | BibTeX  
@article{Aitken1996,
title = {The accuracy of the tick test: Evidence from the Australian stock exchange},
author = {Michael Aitken and Alex Frino},
journal = {Journal of Banking \& Finance},
month = {Dec},
number = {10},
pages = {1715--1729},
url = {http://www.sciencedirect.com/science/article/B6VCY-3VWC6GR-5/1/9f18575dc3049cd38783c8d36147d07f},
volume = {20},
year = {1996},
description = {Journal of Banking & Finance},
keywords = {Microstructure }
}