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smicha's BibTeX entry:  

The impact of a trade on national best bid and offer quotes: a new approach to modeling irregularly spaced data

Journal of Multinational Financial Management, 11(4-5): 363--383, 2001.
Authors: Allan A. Zebedee
URL: http://www.sciencedirect.com/science/article/B6VGV-43TG01T-4/1/9659bb3d0010fc245c3f15d5acea3c16
Tags: Price dynamics
| URL | BibTeX  
@article{Zebedee2001,
title = {The impact of a trade on national best bid and offer quotes: a new approach to modeling irregularly spaced data},
author = {Allan A. Zebedee},
journal = {Journal of Multinational Financial Management},
month = {Dec},
number = {4-5},
pages = {363--383},
url = {http://www.sciencedirect.com/science/article/B6VGV-43TG01T-4/1/9659bb3d0010fc245c3f15d5acea3c16},
volume = {11},
year = {2001},
keywords = {Price dynamics }
}