@misc{Sperl2008,
  author    = {Miriam Sperl},
  title     = {Quantifying the efficiency of the Xetra LOB market: a detailed recipe},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2008,21},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2008, 21},
  type      = {workingpaper},
  year        = {2008},
}