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smicha's BibTeX entry:  

The behavior of prices in the Nikkei spot and futures market

Journal of Financial Economics, 23(2): 363--383, 1989.
Authors: Menachem Brenner and Marti G. Subrahmanyam and Jun Uno
URL: http://www.sciencedirect.com/science/article/B6VBX-45DMXKD-V/1/2096fa30755748f5b334e6be31b5439b
Tags: imported
| URL | BibTeX  
@article{Brenner1989,
title = {The behavior of prices in the Nikkei spot and futures market},
author = {Menachem Brenner and Marti G. Subrahmanyam and Jun Uno},
journal = {Journal of Financial Economics},
month = {Aug},
number = {2},
pages = {363--383},
url = {http://www.sciencedirect.com/science/article/B6VBX-45DMXKD-V/1/2096fa30755748f5b334e6be31b5439b},
volume = {23},
year = {1989},
keywords = {imported }
}